相关论文: Affine invariant convergence rates of the conditio…

We provide new gradient-based methods for efficiently solving a broad class of ill-conditioned optimization problems. We consider the problem of minimizing a function $f : \mathbb{R}^d \rightarrow \mathbb{R}$ which is implicitly…

The restricted strong convexity is an effective tool for deriving globally linear convergence rates of descent methods in convex minimization. Recently, the global error bound and quadratic growth properties appeared as new competitors. In…

In this paper we consider a dual gradient method for solving linear ill-posed problems $Ax = y$, where $A : X \to Y$ is a bounded linear operator from a Banach space $X$ to a Hilbert space $Y$. A strongly convex penalty function is used in…

We investigate the convergence of the primal-dual algorithm for composite optimization problems when the objective functions are weakly convex. We introduce a modified duality gap function, which is a lower bound of the standard duality gap…

In this paper, we consider the dual formulation of minimizing $\sum_{i\in I}f_i(x_i)+\sum_{j\in J} g_j(\mathcal{A}_jx)$ with the index sets $I$ and $J$ being large. To address the difficulties from the high dimension of the variable $x$…

Making the gradients small is a fundamental optimization problem that has eluded unifying and simple convergence arguments in first-order optimization, so far primarily reserved for other convergence criteria, such as reducing the…

We study the worst-case convergence rates of the proximal gradient method for minimizing the sum of a smooth strongly convex function and a non-smooth convex function whose proximal operator is available. We establish the exact worst-case…

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…

In this paper, we suggest a new framework for analyzing primal subgradient methods for nonsmooth convex optimization problems. We show that the classical step-size rules, based on normalization of subgradient, or on the knowledge of optimal…

We show that the primal-dual gradient method, also known as the gradient descent ascent method, for solving convex-concave minimax problems can be viewed as an inexact gradient method applied to the primal problem. The gradient, whose exact…

This paper develops a parameter-free adaptive proximal bundle method with two important features: 1) adaptive choice of variable prox stepsizes that "closely fits" the instance under consideration; and 2) adaptive criterion for making the…

In this work, we approach the minimization of a continuously differentiable convex function under linear equality constraints by a second-order dynamical system with asymptotically vanishing damping term. The system is formulated in terms…

We propose a new homotopy-based conditional gradient method for solving convex optimization problems with a large number of simple conic constraints. Instances of this template naturally appear in semidefinite programming problems arising…

We consider a convex optimization problem with many linear inequality constraints. To deal with a large number of constraints, we provide a penalty reformulation of the problem, where the penalty is a variant of the one-sided Huber loss…

In this paper we propose a distributed dual gradient algorithm for minimizing linearly constrained separable convex problems and analyze its rate of convergence. In particular, we prove that under the assumption of strong convexity and…

In this paper, we present a conditional gradient type (CGT) method for solving a class of composite optimization problems where the objective function consists of a (weakly) smooth term and a (strongly) convex regularization term. While…

In this paper, we consider conditional gradient methods. These are methods that use a linear minimization oracle, which, for a given vector $p \in \mathbb{R}^n$, computes the solution of the subproblem $$\arg \min_{x\in X}{\langle p,x…

This paper associates a dual problem to the minimization of an arbitrary linear perturbation of the robust sum function introduced in DOI 10.1007/s11228-019-00515-2. It provides an existence theorem for primal optimal solutions and, under…

This paper presents two inexact composite gradient methods, one inner accelerated and another doubly accelerated, for solving a class of nonconvex spectral composite optimization problems. More specifically, the objective function for these…

We propose a novel continuous-time algorithm for inequality-constrained convex optimization inspired by proportional-integral control. Unlike the popular primal-dual gradient dynamics, our method includes a proportional term to control the…