相关论文: The Method of Ellipcenters for strongly convex min…

In this paper, we introduce the Method of Ellipcenters (ME) for unconstrained minimization. At the cost of two gradients per iteration and a line search, we compute the next iterate by setting it as the center of an elliptical…

The Method of Ellipcenters (ME), introduced in~\cite{ME2025} for strongly convex quadratic minimization, uses two gradient evaluations per iteration: one at the current iterate and one at a companion point on the same level set. We extend…

In a recent paper, Bubeck, Lee, and Singh introduced a new first order method for minimizing smooth strongly convex functions. Their geometric descent algorithm, largely inspired by the ellipsoid method, enjoys the optimal linear rate of…

We propose an accelerated meta-algorithm, which allows to obtain accelerated methods for convex unconstrained minimization in different settings. As an application of the general scheme we propose nearly optimal methods for minimizing…

This work is devoted to the development and analysis of a linearization algorithm for microscopic elliptic equations, with scaled degenerate production, posed in a perforated medium and constrained by the homogeneous Neumann-Dirichlet…

A new strategy based on numerical homogenization and Bayesian techniques for solving multiscale inverse problems is introduced. We consider a class of elliptic problems which vary at a microscopic scale, and we aim at recovering the highly…

Mirror descent (MD) is a powerful first-order optimization technique that subsumes several optimization algorithms including gradient descent (GD). In this work, we develop a semi-definite programming (SDP) framework to analyze the…

We analyze the convergence rate of the monotone accelerated proximal gradient method, which can be used to solve structured convex composite optimization problems. A linear convergence rate is established when the smooth part of the…

Typically, the sequence of points generated by an optimization algorithm may have multiple limit points. Under convexity assumptions, however, (sub)gradient methods are known to generate a convergent sequence of points. In this paper, we…

Majorization-minimization algorithms consist of successively minimizing a sequence of upper bounds of the objective function. These upper bounds are tight at the current estimate, and each iteration monotonically drives the objective…

We study the convergence of the new family of mimetic finite difference schemes for linear diffusion problems recently proposed in [38]. In contrast to the conventional approach, the diffusion coefficient enters both the primary mimetic…

Decentralized optimization is a powerful paradigm that finds applications in engineering and learning design. This work studies decentralized composite optimization problems with non-smooth regularization terms. Most existing gradient-based…

We introduce a fixed point iteration process built on optimization of a linear function over a compact domain. We prove the process always converges to a fixed point and explore the set of fixed points in various convex sets. In particular,…

In this paper we consider a class of optimization problems with a strongly convex objective function and the feasible set given by an intersection of a simple convex set with a set given by a number of linear equality and inequality…

This paper studies first-order algorithms for solving fully composite optimization problems over convex and compact sets. We leverage the structure of the objective by handling its differentiable and non-differentiable components…

We prove optimal convergence rates for the discretization of a general second-order linear elliptic PDE with an adaptive vertex-centered finite volume scheme. While our prior work Erath and Praetorius [SIAM J. Numer. Anal., 54 (2016), pp.…

In this paper, we propose a novel accelerated forward-backward splitting algorithm for minimizing convex composite functions, written as the sum of a smooth function and a (possibly) nonsmooth function. When the objective function is…

In this work, we propose a high-order multiscale method for an elliptic model problem with rough and possibly highly oscillatory coefficients. Convergence rates of higher order are obtained using the regularity of the right-hand side only.…

In this paper, we propose a randomized accelerated method for the minimization of a strongly convex function under linear constraints. The method is of Kaczmarz-type, i.e. it only uses a single linear equation in each iteration. To obtain…

Our contribution in this paper is two folded. We consider first the case of linear programming with real coefficients and give a method which allows the computation of a new upper bound on the distance from the origin to a feasible point.…