相关论文: A Linearly Convergent Douglas-Rachford Splitting S…
The Douglas-Rachford algorithm is a classical and very successful method for solving optimization and feasibility problems. In this paper, we provide novel conditions sufficient for finite convergence in the context of convex feasibility…
Through the lens of information-theoretic reductions, we examine a reductions approach to fair optimization and learning where a black-box optimizer is used to learn a fair model for classification or regression. Quantifying the complexity,…
We provide a simple analysis of the Douglas-Rachford splitting algorithm in the context of $\ell^1$ minimization with linear constraints, and quantify the asymptotic linear convergence rate in terms of principal angles between relevant…
In many applications, a combinatorial problem must be repeatedly solved with similar, but distinct parameters. Yet, the parameters $w$ are not directly observed; only contextual data $d$ that correlates with $w$ is available. It is tempting…
The Douglas-Rachford splitting algorithm is a classical optimization method that has found many applications. When specialized to two normal cone operators, it yields an algorithm for finding a point in the intersection of two convex sets.…
The information bottleneck (IB) approach is popular to improve the generalization, robustness and explainability of deep neural networks. Essentially, it aims to find a minimum sufficient representation $\mathbf{t}$ by striking a trade-off…
We propose the novel p-branch-and-bound method for solving two-stage stochastic programming problems whose deterministic equivalents are represented by non-convex mixed-integer quadratically constrained quadratic programming (MIQCQP)…
The information bottleneck (IB) method offers an attractive framework for understanding representation learning, however its applications are often limited by its computational intractability. Analytical characterization of the IB method is…
The properties of gradient techniques for the phase retrieval problem have received a considerable attention in recent years. In almost all applications, however, the phase retrieval problem is solved using a family of algorithms that can…
We show that if the conditional distribution p(C | T) factors through a sufficient statistic {\phi}(T), then the Information Bottleneck (IB) problem for (T, C) is exactly equivalent to the IB problem for ({\phi}(T), C). The reduction is…
We address differential privacy for fully distributed optimization subject to a shared inequality constraint. By co-designing the distributed optimization mechanism and the differential-privacy noise injection mechanism, we propose the…
The primal-dual Douglas-Rachford method is a well-known algorithm to solve optimization problems written as convex-concave saddle-point problems. Each iteration involves solving a linear system involving a linear operator and its adjoint.…
In this work, we propose some new Douglas-Rashford splitting algorithms for solving a class of generalized DC (difference of convex functions) in real Hilbert spaces. The proposed methods leverage the proximal properties of the nonsmooth…
We study decentralized smooth optimization problems over compact submanifolds. Recasting it as a composite optimization problem, we propose a decentralized Douglas-Rachford splitting algorithm, DDRS. When the proximal operator of the local…
The Douglas-Rachford algorithm (DRA) is a powerful optimization method for minimizing the sum of two convex (not necessarily smooth) functions. The vast majority of previous research dealt with the case when the sum has at least one…
Federated learning (FL) has emerged as a promising framework for distributed machine learning. It enables collaborative learning among multiple clients, utilizing distributed data and computing resources. However, FL faces challenges in…
We study the problem of computing an optimal policy of an infinite-horizon discounted constrained Markov decision process (constrained MDP). Despite the popularity of Lagrangian-based policy search methods used in practice, the oscillation…
We extend the Malitsky-Tam forward-reflected-backward (FRB) splitting method for inclusion problems of monotone operators to nonconvex minimization problems. By assuming the generalized concave Kurdyka-{\L}ojasiewicz (KL) property of a…
We analyze the Douglas-Rachford splitting method for weakly convex optimization problems, by the token of the Douglas-Rachford envelope, a merit function akin to the Moreau envelope. First, we use epi-convergence techniques to show that…
This paper studies the privacy-preserving distributed optimization problem under limited communication, where each agent aims to keep its cost function private while minimizing the sum of all agents' cost functions. To this end, we propose…