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Convex optimization models find interesting applications, especially in signal/image processing and compressive sensing. We study some augmented convex models, which are perturbed by strongly convex functions, and propose a dual gradient…

最优化与控制 · 数学 2013-08-30 Hui Zhang , Lizhi Cheng , Wotao Yin

We develop a second order primal-dual method for optimization problems in which the objective function is given by the sum of a strongly convex twice differentiable term and a possibly nondifferentiable convex regularizer. After introducing…

最优化与控制 · 数学 2020-08-31 Neil K. Dhingra , Sei Zhen Khong , Mihailo R. Jovanović

In this paper, we propose an inertial accelerated primal-dual method for the linear equality constrained convex optimization problem. When the objective function has a ``nonsmooth + smooth'' composite structure, we further propose an…

最优化与控制 · 数学 2021-06-30 Xin He , Rong Hu , Ya-Ping Fang

In this work we consider a possibility to use the conception of $(\delta, L)$-model of a function for optimization tasks, whereby solving a primal problem there is a necessity to recover a solution of a dual problem. The conception of…

最优化与控制 · 数学 2019-06-25 Alexander Tyurin

We consider strongly convex optimization problems with affine-type restrictions. We build dual problem and solve dual problem by Fast Gradient Method. We use primal-dual structure of this method to construct the solution of the primal…

最优化与控制 · 数学 2017-06-23 Anton Anikin , Alexander Gasnikov , Pavel Dvurechensky , Alexander Turin , Alexey Chernov

Proximal operators with affine constraints arise in numerous models in nonconvex projection, composite optimization, and structured regularization. However, their efficient computation remains challenging due to the simultaneous presence of…

最优化与控制 · 数学 2026-03-02 Di Hou , Tianyun Tang , Kim-Chuan Toh , Shiwei Wang

A wide array of image recovery problems can be abstracted into the problem of minimizing a sum of composite convex functions in a Hilbert space. To solve such problems, primal-dual proximal approaches have been developed which provide…

最优化与控制 · 数学 2014-06-23 Patrick L. Combettes , Laurent Condat , Jean-Christophe Pesquet , Bang Cong Vu

Using convex combination and linesearch techniques, we introduce a novel primal-dual algorithm for solving structured convex-concave saddle point problems with a generic smooth nonbilinear coupling term. Our adaptive linesearch strategy…

最优化与控制 · 数学 2024-01-17 Xiaokai Chang , Junfeng Yang , Hongchao Zhang

Robust and distributionally robust optimization are modeling paradigms for decision-making under uncertainty where the uncertain parameters are only known to reside in an uncertainty set or are governed by any probability distribution from…

最优化与控制 · 数学 2023-07-21 Jianzhe Zhen , Daniel Kuhn , Wolfram Wiesemann

This work proposes an implementable proximal-type method for a broad class of optimization problems involving nonsmooth and nonconvex objective and constraint functions. In contrast to existing methods that rely on an ad hoc model…

最优化与控制 · 数学 2024-09-26 Gregorio M. Sempere , Welington de Oliveira , Johannes O. Royset

We study geometric duality for convex vector optimization problems. For a primal problem with a $q$-dimensional objective space, we formulate a dual problem with a $(q+1)$-dimensional objective space. Consequently, different from an…

最优化与控制 · 数学 2022-09-27 Çağın Ararat , Simay Tekgül , Firdevs Ulus

This work proposes an accelerated primal-dual dynamical system for affine constrained convex optimization and presents a class of primal-dual methods with nonergodic convergence rates. In continuous level, exponential decay of a novel…

最优化与控制 · 数学 2022-04-12 Hao Luo

Dual first-order methods are powerful techniques for large-scale convex optimization. Although an extensive research effort has been devoted to studying their convergence properties, explicit convergence rates for the primal iterates have…

最优化与控制 · 数学 2015-02-24 Jie Lu , Mikael Johansson

Primal-dual methods for solving convex optimization problems with functional constraints often exhibit a distinct two-stage behavior. Initially, they converge towards a solution at a sublinear rate. Then, after a certain point, the method…

最优化与控制 · 数学 2026-02-12 Mateo Díaz , Pedro Izquierdo Lehmann , Haihao Lu , Jinwen Yang

In this paper, a new variant of accelerated gradient descent is proposed. The pro-posed method does not require any information about the objective function, usesexact line search for the practical accelerations of convergence, converges…

最优化与控制 · 数学 2019-05-14 Yurii Nesterov , Alexander Gasnikov , Sergey Guminov , Pavel Dvurechensky

Nonlinear eigenvalue problems for pairs of homogeneous convex functions are particular nonlinear constrained optimization problems that arise in a variety of settings, including graph mining, machine learning, and network science. By…

最优化与控制 · 数学 2022-09-15 Francesco Tudisco , Dong Zhang

This paper derives a discrete dual problem for a prototypical hybrid high-order method for convex minimization problems. The discrete primal and dual problem satisfy a weak convex duality that leads to a priori error estimates with…

数值分析 · 数学 2026-04-10 Ngoc Tien Tran

This paper is devoted to the study of an inertial accelerated primal-dual algorithm, which is based on a second-order differential system with time scaling, for solving a non-smooth convex optimization problem with linear equality…

最优化与控制 · 数学 2026-04-30 Huan Zhang , Xiangkai Sun , Shengjie Li , Kok Lay Teo

We propose and analyze a general framework called nonlinear preconditioned primal-dual with projection for solving nonconvex-nonconcave and non-smooth saddle-point problems. The framework consists of two steps. The first is a nonlinear…

最优化与控制 · 数学 2024-01-11 Lu Zhang , Hongxia Wang , Hui Zhang

We present a primal-dual dynamical formulation of the multi-marginal optimal transport problem for (semi-)convex cost functions. Even in the two-marginal setting, this formulation applies to cost functions not covered by the classical…

最优化与控制 · 数学 2025-10-14 Brendan Pass , Yair Shenfeld