相关论文: Optimal Design of Resolvent Splitting Algorithms

This paper describes the Conic Operator Splitting Method (COSMO) solver, an operator splitting algorithm for convex optimisation problems with quadratic objective function and conic constraints. At each step the algorithm alternates between…

In this paper, we present a stochastic forward-backward-half forward splitting algorithm with variance reduction for solving the structured monotone inclusion problem composed of a maximally monotone operator, a maximally monotone operator…

We propose a geometric framework to describe and analyze a wide array of operator splitting methods for solving monotone inclusion problems. The initial inclusion problem, which typically involves several operators combined through…

We present a new primal-dual splitting algorithm for structured monotone inclusions in Hilbert spaces and analyze its asymptotic behavior. A novelty of our framework, which is motivated by image recovery applications, is to consider…

In this paper, we study a class of nonconvex and nonsmooth structured difference-of-convex (DC) programs, which contain in the convex part the sum of a nonsmooth linearly composed convex function and a differentiable function, and in the…

The sum-rank metric provides a unifying framework that generalizes both the celebrated Hamming and rank metrics, and has found applications in areas such as network coding, distributed storage, and space-time coding. A central problem is to…

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…

Primal-dual splitting schemes are a class of powerful algorithms that solve complicated monotone inclusions and convex optimization problems that are built from many simpler pieces. They decompose problems that are built from sums, linear…

In this work, we propose and analyse two splitting algorithms for finding a zero of the sum of three monotone operators, one of which is assumed to be Lipschitz continuous. Each iteration of these algorithms require one forward evaluation…

Decision tree optimization is fundamental to interpretable machine learning. The most popular approach is to greedily search for the best feature at every decision point, which is fast but provably suboptimal. Recent approaches find the…

We introduce a method for proving lower bounds on the efficacy of semidefinite programming (SDP) relaxations for combinatorial problems. In particular, we show that the cut, TSP, and stable set polytopes on $n$-vertex graphs are not the…

For many applications in signal processing and machine learning, we are tasked with minimizing a large sum of convex functions subject to a large number of convex constraints. In this paper, we devise a new random projection method (RPM) to…

Distributed algorithms for solving coupled semidefinite programs (SDPs) commonly require many iterations to converge. They also put high computational demand on the computational agents. In this paper we show that in case the coupled…

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…

Nonlinear elliptic problems arise in many fields, including plasma physics, astrophysics, and optimal transport. In this article, we propose a novel operator-splitting/finite element method for solving such problems. We begin by introducing…

A recent trend in the design of FPT algorithms is exploiting the half-integrality of LP relaxations. In other words, starting with a half-integral optimal solution to an LP relaxation, we assign integral values to variables one-by-one by…

The principle underlying this paper is the basic observation that the problem of simultaneously solving a large class of composite monotone inclusions and their duals can be reduced to that of finding a zero of the sum of a maximally…

Semiring algebras have been shown to provide a suitable language to formalize many noteworthy combinatorial problems. For instance, the Shortest-Path problem can be seen as a special case of the Algebraic-Path problem when applied to the…

It is well known that the projection method is not convergent for monotone equilibrium problems. Recently Sosa \textit{et al.} in \cite{SS2011} proposed a projection algorithm ensuring convergence for paramonotone equilibrium problems. In…

It is well-known that any sum of squares (SOS) program can be cast as a semidefinite program (SDP) of a particular structure and that therein lies the computational bottleneck for SOS programs, as the SDPs generated by this procedure are…