相关论文: A Theory of Composition and Duality of Extremal Op…
We design accelerated algorithms with improved rates for several fundamental classes of optimization problems. Our algorithms all build upon techniques related to the analysis of primal-dual extragradient methods via relative Lipschitzness…
Using convex combination and linesearch techniques, we introduce a novel primal-dual algorithm for solving structured convex-concave saddle point problems with a generic smooth nonbilinear coupling term. Our adaptive linesearch strategy…
It is well known that there have been many numerical algorithms for solving nonsmooth minimax problems, numerical algorithms for nonsmooth minimax problems with joint linear constraints are very rare. This paper aims to discuss optimality…
The notion of a firmly nonexpansive mapping is central in fixed point theory because of attractive convergence properties for iterates and the correspondence with maximal monotone operators due to Minty. In this paper, we systematically…
Hierarchical optimization refers to problems with interdependent decision variables and objectives, such as minimax and bilevel formulations. While various algorithms have been proposed, existing methods and analyses lack adaptivity in…
In this paper, we develop deterministic fully dynamic algorithms for computing approximate distances in a graph with worst-case update time guarantees. In particular, we obtain improved dynamic algorithms that, given an unweighted and…
We study the Hamiltonian truncation for the two-dimensional $\lambda\phi^4$ theory within the framework of Hamiltonian truncation effective theory, where truncation artifacts are mitigated through a systematic inclusion of corrective terms…
We give a fully dynamic deterministic algorithm for maintaining a maximal matching of an $n$-vertex graph in $\tilde{O}(n^{8/9})$ amortized update time. This breaks the long-standing $\Omega(n)$-update-time barrier on dense graphs,…
Proximal splitting algorithms for monotone inclusions (and convex optimization problems) in Hilbert spaces share the common feature to guarantee for the generated sequences in general weak convergence to a solution. In order to achieve…
This paper presents a canonical duality approach for solving a general topology optimization problem of nonlinear elastic structures. By using finite element method, this most challenging problem can be formulated as a mixed integer…
Fast exact algorithms are known for Hamiltonian paths in undirected and directed bipartite graphs through elegant though involved algorithms that are quite different from each other. We devise algorithms that are simple and similar to each…
Higher-order tensor methods were recently proposed for minimizing smooth convex and nonconvex functions. Higher-order algorithms accelerate the convergence of the classical first-order methods thanks to the higher-order derivatives used in…
A new stochastic primal--dual algorithm for solving a composite optimization problem is proposed. It is assumed that all the functions/operators that enter the optimization problem are given as statistical expectations. These expectations…
Binary optimization is a powerful tool for modeling combinatorial problems, yet scalable and theoretically sound solution methods remain elusive. Conventional solvers often rely on heuristic strategies with weak guarantees or struggle with…
This paper focuses on investigating an inexact stochastic model-based optimization algorithm that integrates preconditioning techniques for solving stochastic composite optimization problems. The proposed framework unifies and extends the…
This paper derives a discrete dual problem for a prototypical hybrid high-order method for convex minimization problems. The discrete primal and dual problem satisfy a weak convex duality that leads to a priori error estimates with…
In this paper, we propose two simple yet efficient computational algorithms to obtain approximate optimal designs for multi-dimensional linear regression on a large variety of design spaces. We focus on the two commonly used optimal…
In this paper, we propose the primal-dual method of multipliers (PDMM) for distributed optimization over a graph. In particular, we optimize a sum of convex functions defined over a graph, where every edge in the graph carries a linear…
We propose a new randomized coordinate descent method for a convex optimization template with broad applications. Our analysis relies on a novel combination of four ideas applied to the primal-dual gap function: smoothing, acceleration,…
Motivated by recent increased interest in optimization algorithms for non-convex optimization in application to training deep neural networks and other optimization problems in data analysis, we give an overview of recent theoretical…