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相关论文: On the Douglas-Rachford algorithm for solving poss…

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We prove that the Douglas--Rachford method applied to two closed convex cones in the Euclidean plane converges in finitely many steps if and only if the set of fixed points of the Douglas--Rachford operator is nontrivial. We analyze this…

最优化与控制 · 数学 2023-10-27 Minh N. Dao , Mareike Dressler , Hongzhi Liao , Vera Roshchina

For time-dependent PDEs, the numerical schemes can be rendered bound-preserving without losing conservation and accuracy, by a post processing procedure of solving a constrained minimization in each time step. Such a constrained…

数值分析 · 数学 2024-04-01 Chen Liu , Beatrice Riviere , Jie Shen , Xiangxiong Zhang

We study the convergence of a Douglas-Rachford type splitting algorithm for the infinite dimensional stochastic differential equation $$dX+A(t)(X)dt=X\,dW\mbox{ in }(0,T);\ X(0)=x,$$ where $A(t):V\to V'$ is a nonlinear, monotone, coercive…

概率论 · 数学 2018-06-18 Viorel Barbu , Michael Röckner

The alternating direction method of multipliers (ADMM) is a widely used method for solving many convex minimization models arising in signal and image processing. In this paper, we propose an inertial ADMM for solving a two-block separable…

最优化与控制 · 数学 2021-04-02 Yang Yang , Yuchao Tang

We study nonconvex distributed optimization in multi-agent networks with time-varying (nonsymmetric) connectivity. We introduce the first algorithmic framework for the distributed minimization of the sum of a smooth (possibly nonconvex and…

分布式、并行与集群计算 · 计算机科学 2016-02-02 Paolo Di Lorenzo , Gesualdo Scutari

Minimax optimization has been central in addressing various applications in machine learning, game theory, and control theory. Prior literature has thus far mainly focused on studying such problems in the continuous domain, e.g.,…

最优化与控制 · 数学 2021-11-03 Arman Adibi , Aryan Mokhtari , Hamed Hassani

This paper extends the classic theory of convex optimization to the minimization of functions that are equal to the negated logarithm of what we term as a sum-log-concave function, i.e., a sum of log-concave functions. In particular, we…

最优化与控制 · 数学 2023-09-28 Mastane Achab

This paper introduces the distributed Halpern Peaceman--Rachford (dHPR) method, an efficient algorithm for solving distributed convex composite optimization problems with non-smooth objectives, which achieves a non-ergodic $O(1/k)$…

最优化与控制 · 数学 2025-11-14 Zhangcheng Feng , Defeng Sun , Yancheng Yuan , Guojun Zhang

We develop a line-search second-order algorithmic framework for minimizing finite sums. We do not make any convexity assumptions, but require the terms of the sum to be continuously differentiable and have Lipschitz-continuous gradients.…

最优化与控制 · 数学 2022-06-28 Daniela di Serafino , Nataša Krejić , Nataša Krklec Jerinkić , Marco Viola

We consider the task of decentralized minimization of the sum of smooth strongly convex functions stored across the nodes of a network. For this problem, lower bounds on the number of gradient computations and the number of communication…

最优化与控制 · 数学 2020-11-16 Dmitry Kovalev , Adil Salim , Peter Richtárik

We establish linear convergence of relocated fixed-point iterations as introduced by Atenas et al. (2025) assuming the algorithmic operator satisfies a linear error bound. In particular, this framework applies to the setting where the…

最优化与控制 · 数学 2025-12-16 Felipe Atenas , Farhana Ahmed Simi , Matthew K Tam

The objective of this paper is to develop methods for solving image recovery problems subject to constraints on the solution. More precisely, we will be interested in problems which can be formulated as the minimization over a closed convex…

最优化与控制 · 数学 2012-12-12 Caroline Chaux , Jean-Christophe Pesquet , Nelly Pustelnik

Differentiable rendering has received increasing interest for image-based inverse problems. It can benefit traditional optimization-based solutions to inverse problems, but also allows for self-supervision of learning-based approaches for…

计算机视觉与模式识别 · 计算机科学 2021-04-02 Linjie Lyu , Marc Habermann , Lingjie Liu , Mallikarjun B R , Ayush Tewari , Christian Theobalt

Many large-scale and distributed optimization problems can be brought into a composite form in which the objective function is given by the sum of a smooth term and a nonsmooth regularizer. Such problems can be solved via a proximal…

最优化与控制 · 数学 2020-06-26 Sepideh Hassan-Moghaddam , Mihailo R. Jovanović

For a linear equality constrained convex optimization problem involving two objective functions with a ``nonsmooth" + ``nonsmooth" composite structure, we study two algorithms derived from a mixed-order dynamical system which incorporates…

最优化与控制 · 数学 2026-03-25 Geng-Hua Li , Hai-Yi Zhao , Xiangkai Sun

In this work we address the problem of distributed optimization of the sum of convex cost functions in the context of multi-agent systems over lossy communication networks. Building upon operator theory, first, we derive an ADMM-like…

最优化与控制 · 数学 2024-05-07 Nicola Bastianello , Marco Todescato , Ruggero Carli , Luca Schenato

Submodular function minimization is a fundamental optimization problem that arises in several applications in machine learning and computer vision. The problem is known to be solvable in polynomial time, but general purpose algorithms have…

机器学习 · 计算机科学 2015-02-10 Alina Ene , Huy L. Nguyen

In recent years, attention has been focused on the relationship between black-box optimiza- tion problem and reinforcement learning problem. In this research, we propose the Mirror Descent Search (MDS) algorithm which is applicable both for…

机器学习 · 计算机科学 2018-05-15 Megumi Miyashita , Shiro Yano , Toshiyuki Kondo

Learning from a stream of tasks usually pits plasticity against stability: acquiring new knowledge often causes catastrophic forgetting of past information. Most methods address this by summing competing loss terms, creating gradient…

机器学习 · 计算机科学 2026-05-20 Pourya Shamsolmoali , Masoumeh Zareapoor

In this work we focus on the problem of minimizing the sum of convex cost functions in a distributed fashion over a peer-to-peer network. In particular, we are interested in the case in which communications between nodes are prone to…

最优化与控制 · 数学 2020-07-24 Nicola Bastianello , Ruggero Carli , Luca Schenato , Marco Todescato