相关论文: BALPA: A Balanced Primal-Dual Algorithm for Nonsmo…

Sharpness-aware minimization (SAM) has been shown to improve the generalization of neural networks. However, each SAM update requires \emph{sequentially} computing two gradients, effectively doubling the per-iteration cost compared to base…

In this paper, we present a distributed algorithm for solving convex, constraint-coupled, optimization problems over peer-to-peer networks. We consider a network of processors that aim to cooperatively minimize the sum of local cost…

Stochastic Bilevel optimization usually involves minimizing an upper-level (UL) function that is dependent on the arg-min of a strongly-convex lower-level (LL) function. Several algorithms utilize Neumann series to approximate certain…

This paper investigates the distributed online optimization problem over a multi-agent network subject to local set constraints and coupled inequality constraints, which has a lot of applications in many areas, such as wireless sensor…

This technical note considers a distributed convex optimization problem with nonsmooth cost functions and coupled nonlinear inequality constraints. To solve the problem, we first propose a modified Lagrangian function containing local…

Principal Subspace Analysis (PSA) -- and its sibling, Principal Component Analysis (PCA) -- is one of the most popular approaches for dimensionality reduction in signal processing and machine learning. But centralized PSA/PCA solutions are…

Distributed optimization utilizes local computation and communication to realize a global aim of optimizing the sum of local objective functions. This article addresses a class of constrained distributed nonconvex optimization problems…

The distributed nonconvex optimization problem of minimizing a global cost function formed by a sum of $n$ local cost functions by using local information exchange is considered. This problem is an important component of many machine…

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…

In this paper, we propose the inexact alternating minimization algorithm (inexact AMA), which allows inexact iterations in the algorithm, and its accelerated variant, called the inexact fast alternating minimization algorithm (inexact…

This paper proposes a fast decentralized algorithm for solving a consensus optimization problem defined in a directed networked multi-agent system, where the local objective functions have the smooth+nonsmooth composite form, and are…

In this paper, two distributed multi-proximal primal-dual algorithms are proposed to deal with a class of distributed nonsmooth resource allocation problems. In these problems, the global cost function is the summation of local convex and…

This work proposes a general learned proximal alternating minimization algorithm, LPAM, for solving learnable two-block nonsmooth and nonconvex optimization problems. We tackle the nonsmoothness by an appropriate smoothing technique with…

Balanced Singular Perturbation Approximation (SPA) is a model order reduction method for linear time-invariant systems that guarantees asymptotic stability and for which there exists an a priori error bound. In that respect, it is similar…

This paper proposes a novel CTA (Combine-Then-Adapt)-based decentralized algorithm for solving convex composite optimization problems over undirected and connected networks. The local loss function in these problems contains both smooth and…

We introduce the Asynchronous PALM algorithm, a new extension of the Proximal Alternating Linearized Minimization (PALM) algorithm for solving nonsmooth, nonconvex optimization problems. Like the PALM algorithm, each step of the…

We introduce SPRING, a novel stochastic proximal alternating linearized minimization algorithm for solving a class of non-smooth and non-convex optimization problems. Large-scale imaging problems are becoming increasingly prevalent due to…

Many problems arising in image processing and signal recovery with multi-regularization can be formulated as minimization of a sum of three convex separable functions. Typically, the objective function involves a smooth function with…

This paper develops a unified distributed method for solving two classes of constrained networked optimization problems, i.e., optimal consensus problem and resource allocation problem with non-identical set constraints. We first transform…

Sensitivity-based distributed programming (SBDP) is a decomposition method for solving large-scale nonlinear programs over graph-structured networks. However, its convergence depends on the strength and structure of subsystem coupling. To…