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We focus on the problem of minimizing the sum of smooth component functions (where the sum is strongly convex) and a non-smooth convex function, which arises in regularized empirical risk minimization in machine learning and distributed…

最优化与控制 · 数学 2016-08-08 Nuri Denizcan Vanli , Mert Gurbuzbalaban , Asu Ozdaglar

We consider the optimization problem $\min_{x\in \mathbb R^n}{F(x):=f(x)+\omega(Ax)}$, where $f$ is an $L$-Lipschitz smooth function, and $\omega$ is a proper, lower semicontinuous, and convex function. We prove in this paper that when…

最优化与控制 · 数学 2026-04-07 Hongda Li , Xianfu Wang

In this paper, based a novel primal-dual dynamical model with adaptive scaling parameters and Bregman divergences, we propose new accelerated primal-dual proximal gradient splitting methods for solving bilinear saddle-point problems with…

最优化与控制 · 数学 2024-09-04 Hao Luo

This note provides a novel, simple analysis of the method of conjugate gradients for the minimization of convex quadratic functions. In contrast with standard arguments, our proof is entirely self-contained and does not rely on the…

最优化与控制 · 数学 2020-02-11 Jelena Diakonikolas , Lorenzo Orecchia

In this paper we study the convex-concave saddle-point problem $\min_x \max_y f(x) + y^T \mathbf{A} x - g(y)$, where $f(x)$ and $g(y)$ are smooth and convex functions. We propose an Accelerated Primal-Dual Gradient Method (APDG) for solving…

最优化与控制 · 数学 2022-03-10 Dmitry Kovalev , Alexander Gasnikov , Peter Richtárik

The Bregman proximal gradient method (BPGM), which uses the Bregman distance as a proximity measure in the iterative scheme, has recently been re-developed for minimizing convex composite problems without the global Lipschitz gradient…

最优化与控制 · 数学 2025-04-16 Lei Yang , Kim-Chuan Toh

In a recent study, Ansary (Optim Methods Softw 38(3):570-590,2023) proposed a Newton-type proximal gradient method for nonlinear multiobjective optimization problems (NPGMO). However, the favorable convergence properties typically…

最优化与控制 · 数学 2023-08-22 Jian Chen , Xiaoxue Jiang , Liping Tang , Xinmin Yang

In this paper, we study the proximal incremental aggregated gradient(PIAG) algorithm for minimizing the sum of L-smooth nonconvex component functions and a proper closed convex function. By exploiting the L-smooth property and with the help…

最优化与控制 · 数学 2020-06-01 Wei Peng , Hui Zhang , Xiaoya Zhang

The proximal point method (PPM) is a fundamental method in optimization that is often used as a building block for designing optimization algorithms. In this work, we use the PPM method to provide conceptually simple derivations along with…

最优化与控制 · 数学 2022-06-03 Kwangjun Ahn , Suvrit Sra

In October 2025, research by Bo\c{t}, Fadili, and Nguyen, and by Jang and Ryu, led to the seminal result that Beck and Teboulle's FISTA converges weakly to a minimizer of the sum of two convex functions resolving a long-standing open…

最优化与控制 · 数学 2026-04-03 Sedi Bartz , Heinz H. Bauschke , Yuan Gao , Walaa M. Moursi

The conjugate gradient (CG) method is an efficient iterative method for solving large-scale strongly convex quadratic programming (QP). In this paper we propose some generalized CG (GCG) methods for solving the $\ell_1$-regularized…

最优化与控制 · 数学 2016-02-15 Zhaosong Lu , Xiaojun Chen

In this paper, we extend the geometric descent method recently proposed by Bubeck, Lee and Singh to tackle nonsmooth and strongly convex composite problems. We prove that our proposed algorithm, dubbed geometric proximal gradient method…

最优化与控制 · 数学 2017-05-31 Shixiang Chen , Shiqian Ma , Wei Liu

We consider the problem of minimizing the sum of two convex functions: one is differentiable and relatively smooth with respect to a reference convex function, and the other can be nondifferentiable but simple to optimize. We investigate a…

最优化与控制 · 数学 2021-06-01 Filip Hanzely , Peter Richtarik , Lin Xiao

In this paper we develop accelerated first-order methods for convex optimization with locally Lipschitz continuous gradient (LLCG), which is beyond the well-studied class of convex optimization with Lipschitz continuous gradient. In…

最优化与控制 · 数学 2023-04-12 Zhaosong Lu , Sanyou Mei

We investigate a family of approximate multi-step proximal point methods, framed as implicit linear discretizations of gradient flow. The resulting methods are multi-step proximal point methods, with similar computational cost in each…

最优化与控制 · 数学 2025-01-15 Yushen Huang , Yifan Sun

We propose a Riemannian version of Nesterov's Accelerated Gradient algorithm (RAGD), and show that for geodesically smooth and strongly convex problems, within a neighborhood of the minimizer whose radius depends on the condition number as…

最优化与控制 · 数学 2018-06-08 Hongyi Zhang , Suvrit Sra

In machine learning research, the proximal gradient methods are popular for solving various optimization problems with non-smooth regularization. Inexact proximal gradient methods are extremely important when exactly solving the proximal…

机器学习 · 计算机科学 2018-09-11 Bin Gu , De Wang , Zhouyuan Huo , Heng Huang

Recently, minimax optimization received renewed focus due to modern applications in machine learning, robust optimization, and reinforcement learning. The scale of these applications naturally leads to the use of first-order methods.…

最优化与控制 · 数学 2023-03-07 Saeed Hajizadeh , Haihao Lu , Benjamin Grimmer

In this work, we develop a level-set subdifferential error bound condition aiming towards convergence rate analysis of a variable Bregman proximal gradient (VBPG) method for a broad class of nonsmooth and nonconvex optimization problems. It…

最优化与控制 · 数学 2020-09-01 Daoli Zhu , Sien Deng , Minghua Li , Lei Zhao

Riemannian accelerated gradient methods have been well studied for smooth optimization, typically treating geodesically convex and geodesically strongly convex cases separately. However, their extension to nonsmooth problems on manifolds…

最优化与控制 · 数学 2025-09-29 Shuailing Feng , Yuhang Jiang , Wen Huang , Shihui Ying