相关论文: The G\"uler-type acceleration for proximal gradien…

Optimization has been widely used to generate smooth trajectories for motion planning. However, existing trajectory optimization methods show weakness when dealing with large-scale long trajectories. Recent advances in parallel computing…

This article investigates the convergence properties of a relative-type inexact preconditioned proximal augmented Lagrangian method (rip$^2$ALM) for convex nonlinear programming, a fundamental class of optimization problems with broad…

This paper investigates accelerating the convergence of distributed optimization algorithms on non-convex problems. We propose a distributed primal-dual stochastic gradient descent~(SGD) equipped with "powerball" method to accelerate. We…

The alternating direction method of multipliers (ADMM) is an effective method for solving wide fields of convex problems. At each iteration, the classical ADMM solves two subproblems exactly. However, in many applications, it is expensive…

First-order primal-dual methods are appealing for their low memory overhead, fast iterations, and effective parallelization. However, they are often slow at finding high accuracy solutions, which creates a barrier to their use in…

In many modern machine learning applications, structures of underlying mathematical models often yield nonconvex optimization problems. Due to the intractability of nonconvexity, there is a rising need to develop efficient methods for…

Stochastic variance reduced optimization methods are known to be globally convergent while they suffer from slow local convergence, especially when moderate or high accuracy is needed. To alleviate this problem, we propose an optimization…

Passive radar systems can detect and track the moving targets of interest by exploiting non-cooperative illuminators-of-opportunity to transmit orthogonal frequency division multiplexing (OFDM) signals. These targets are searched using a…

Anderson acceleration (or Anderson mixing) is an efficient acceleration method for fixed point iterations $x_{t+1}=G(x_t)$, e.g., gradient descent can be viewed as iteratively applying the operation $G(x) \triangleq x-\alpha\nabla f(x)$. It…

Recently, there has been growing interest in developing optimization methods for solving large-scale machine learning problems. Most of these problems boil down to the problem of minimizing an average of a finite set of smooth and strongly…

This paper studies a proximal alternating direction method of multipliers (ADMM) with variable metric indefinite proximal terms for linearly constrained convex optimization problems. The proximal ADMM plays an important role in many…

This paper introduces a novel inexact gradient descent method with momentum (IGDm) considered as a general framework for various first-order methods with momentum. This includes, in particular, the inexact proximal point method (IPPm),…

In this paper, we consider a multi-block generalized alternating direction method of multiplier (GADMM) algorithm for minimizing a linearly constrained separable nonconvex and possibly nonsmooth optimization problem. The GADMM generalizes…

We consider large linear and nonlinear fixed point problems, and solution with proximal algorithms. We show that there is a close connection between two seemingly different types of methods from distinct fields: 1) Proximal iterations for…

This paper proposes QPALM, a proximal augmented Lagrangian method based on quadratic approximations, for solving nonlinear programming problems with weakly convex objective and constraint functions. The algorithm is constructed by…

Most recently, He and Yuan [arXiv:2108.08554, 2021] have proposed a balanced augmented Lagrangian method (ALM) for the canonical convex programming problem with linear constraints, which advances the original ALM by balancing its…

Mastering a skill generally relies on both hands-on experience from doers and insightful, high-level guidance by mentors. Will this strategy also work well for solving complex non-convex optimization problems? Here, a common gradient-based…

This paper deals with a network of computing agents aiming to solve an online optimization problem in a distributed fashion, i.e., by means of local computation and communication, without any central coordinator. We propose the gradient…

Stochastic gradient descent-based algorithms are widely used for training deep neural networks but often suffer from slow convergence. To address the challenge, we leverage the framework of the alternating direction method of multipliers…

Accelerated proximal gradient methods have recently been developed for solving quasi-static incremental problems of elastoplastic analysis with some different yield criteria. It has been demonstrated through numerical experiments that these…