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In this paper we consider a recently developed distributed optimization algorithm based on gradient tracking. We propose a system theory framework to analyze its structural properties on a preliminary, quadratic optimization set-up.…

系统与控制 · 电气工程与系统科学 2020-06-03 Michelangelo Bin , Ivano Notarnicola , Lorenzo Marconi , Giuseppe Notarstefano

We propose a proximal approach to deal with a class of convex variational problems involving nonlinear constraints. A large family of constraints, proven to be effective in the solution of inverse problems, can be expressed as the lower…

数值分析 · 计算机科学 2014-03-21 Giovanni Chierchia , Nelly Pustelnik , Jean-Christophe Pesquet , Béatrice Pesquet-Popescu

This paper introduces a new method of partitioning the solution space of a multi-objective optimisation problem for parallel processing, called Efficient Projection Partitioning. This method projects solutions down into a single dimension,…

最优化与控制 · 数学 2017-11-23 William Pettersson , Melih Ozlen

A random recursive cell splitting scheme of the $2$-dimensional unit sphere is considered, which is the spherical analogue of the STIT tessellation process from Euclidean stochastic geometry. First-order moments are computed for a large…

概率论 · 数学 2017-11-06 Christian Deuß , Julia Hörrmann , Christoph Thaele

This paper studies a distributed stochastic optimization problem over random networks with imperfect communications subject to a global constraint, which is the intersection of local constraint sets assigned to agents. The global cost…

最优化与控制 · 数学 2016-07-25 Jinlong Lei , Han-Fu Chen , Hai-Tao Fang

For the sparsity-rank-aware least squares estimations, the LiGME (Linearly involved Generalized Moreau Enhanced) model was established recently in [Abe, Yamagishi, Yamada, 2020] to use certain nonconvex enhancements of linearly involved…

最优化与控制 · 数学 2021-05-17 Wataru Yata , Masao Yamagishi , Isao Yamada

This paper proposes a novel family of primal-dual-based distributed algorithms for smooth, convex, multi-agent optimization over networks that uses only gradient information and gossip communications. The algorithms can also employ…

最优化与控制 · 数学 2020-03-04 Jinming Xu , Ye Tian , Ying Sun , Gesualdo Scutari

We propose a novel algorithmic framework of Variable Metric Over-Relaxed Hybrid Proximal Extra-gradient (VMOR-HPE) method with a global convergence guarantee for the maximal monotone operator inclusion problem. Its iteration complexities…

最优化与控制 · 数学 2019-06-03 Li Shen , Peng Sun , Yitong Wang , Wei Liu , Tong Zhang

We develop and analyze an asynchronous algorithm for distributed convex optimization when the objective writes a sum of smooth functions, local to each worker, and a non-smooth function. Unlike many existing methods, our distributed…

最优化与控制 · 数学 2019-12-13 Konstantin Mishchenko , Franck Iutzeler , Jérôme Malick

We investigate the asymptotic behavior of a stochastic version of the forward-backward splitting algorithm for finding a zero of the sum of a maximally monotone set-valued operator and a cocoercive operator in Hilbert spaces. Our general…

最优化与控制 · 数学 2015-07-28 Patrick L. Combettes , Jean-Christophe Pesquet

Designing scalable estimation algorithms is a core challenge in modern statistics. Here we introduce a framework to address this challenge based on parallel approximants, which yields estimators with provable properties that operate on the…

统计方法学 · 统计学 2023-08-04 Aritra Chakravorty , William S. Cleveland , Patrick J. Wolfe

In this paper, we propose a numerical approach for solving composite primal-dual monotone inclusions with a priori information. The underlying a priori information set is represented by the intersection of fixed point sets of a finite…

最优化与控制 · 数学 2020-11-06 Luis Briceño-Arias , Julio Deride , Cristian Vega

We propose an extended primal-dual algorithm framework for solving a general nonconvex optimization model. This work is motivated by image reconstruction problems in a class of nonlinear imaging, where the forward operator can be formulated…

最优化与控制 · 数学 2024-08-28 Yu Gao , Xiaochuan Pan , Chong Chen

Stochastic versions of proximal methods have gained much attention in statistics and machine learning. These algorithms tend to admit simple, scalable forms, and enjoy numerical stability via implicit updates. In this work, we propose and…

机器学习 · 统计学 2024-09-09 Haoyu Jiang , Jason Xu

This paper studies the distributed optimization problem when the objective functions might be nondifferentiable and subject to heterogeneous set constraints. Unlike existing subgradient methods, we focus on the case when the exact…

最优化与控制 · 数学 2021-11-23 Kui Zhu , Yutao Tang

Accelerated proximal gradient methods have recently been developed for solving quasi-static incremental problems of elastoplastic analysis with some different yield criteria. It has been demonstrated through numerical experiments that these…

最优化与控制 · 数学 2020-11-13 Yoshihiro Kanno

In the literature, there are a few researches to design some parameters in the Proximal Point Algorithm (PPA), especially for the multi-objective convex optimizations. Introducing some parameters to PPA can make it more flexible and…

最优化与控制 · 数学 2018-12-11 Jianchao Bai , Jicheng Li , Pingfan Dai , Jiaofen Li

The problem of the minimization of least squares functionals with $\ell^1$ penalties is considered in an infinite dimensional Hilbert space setting. While there are several algorithms available in the finite dimensional setting there are…

数值分析 · 数学 2010-10-26 Dirk A. Lorenz

The purpose of this paper is to introduce two new classes of accelerated distributed proximal conjugate gradient algorithms for multi-agent constrained optimization problems; given as minimization of a function decomposed as a sum of M…

最优化与控制 · 数学 2024-06-21 Anteneh Getachew Gebrie

We develop a system-theoretic framework for the structured analysis of distributed optimization algorithms with decomposable cost functions. We model such algorithms as a network of interacting dynamical systems and derive tests for…

最优化与控制 · 数学 2026-04-14 Aron Karakai , Jaap Eising , Andrea Martinelli , Florian Dörfler