Convex and Nonsmooth Optimization Submissions  2016
January 2016
Convex Optimization
Regularized Interior Proximal Alternating Direction Method for Separable Convex Optimization Problems
Felipe Alvarez, Julio Lopez, Natalia Ruiz
Convex Optimization
Improved pointwise iterationcomplexity of a regularized ADMM and of a regularized nonEuclidean HPE framework
Max L. N. Goncalves, Renato D.C. Monteiro, Jefferson G. Melo
Convex Optimization
Approximate Versions of the Alternating Direction Method of Multipliers
Jonathan Eckstein, Wang Yao
Nonsmooth Optimization
On Mstationarity conditions in MPECs and the associated qualification conditions
Luká Adam, René Henrion, Jiří Outrata
Convex Optimization
The Legendre Transformation in Modern Optimization
Roman Polyak
Nonsmooth Optimization
Variational Analysis of the Crouzeix Ratio
Anne Greenbaum, Adrian Lewis, Michael Overton
Shrinking Gradient Descent Algorithms For Total Variation based Image Denoising
Mingqiang Li, Congying Han, Runxin Wang, Tiande Guo
Nonsmooth Optimization
Nash Equilibrium in a Payasbid Electricity Market: Part 1  Existence and Characterisation
Didier Aussel, Pascale Bendotti, Miroslav Pistek
Nonsmooth Optimization
Nash Equilibrium in a Payasbid Electricity Market: Part 2  Best Response of a Producer
Didier Aussel, Pascale Bendotti, Miroslav Pistek
Convex Optimization
Fast convex optimization via inertial dynamics with Hessian driven damping
H Attouch, J Peypouquet, P Redont
February 2016
Convex Optimization
An Algorithmic Framework of Generalized PrimalDual Hybrid Gradient Methods for Saddle Point Problems
Bingsheng He, Feng Ma, Xiaoming Yuan
Convex Optimization
A ReducedSpace Algorithm for Minimizing $\ell_1$Regularized Convex Functions
Tianyi Chen, Frank E. Curtis, Daniel P. Robinson
Convex Optimization
Iterationcomplexity of a Rockafellar's proximal method of multipliers for convex programming based on secondorder approximations
Maicon M. Alves, R. D. C. Monteiro, Benar F. Svaiter
Other
The Euclidean distance degree of orthogonally invariant matrix varieties
Dmitriy Drusvyatskiy, HonLeung Lee, Giorgio Ottaviani, Rekha R. Thomas
Nonsmooth Optimization
Error bounds, quadratic growth, and linear convergence of proximal methods
Dmitriy Drusvyatskiy, Adrian S. Lewis
Convex Optimization
Levelset methods for convex optimization
Aleksandr Y. Aravkin, James V. Burke, Dmitriy Drusvyatskiy, Michael P. Friedlander, Scott Roy
Approximations and Generalized Newton Methods
Diethard Klatte, Bernd Kummer
Convex Optimization
Twosided linear chance constraints and extensions
Miles Lubin, Juan Pablo Vielma, Daniel Bienstock
March 2016
Generalized Convexity/Monoticity
An Inexact Proximal Method with Proximal Distances for Quasimonotone Equilibrium Problems
Lennin Mallma Ramirez, Erik Papa Quiroz, Paulo Roberto Oliveira
Convex Optimization
Coordinate Friendly Structures, Algorithms and Applications
Zhimin Peng, Tianyu Wu, Yangyang Xu, Ming Yan, Wotao Yin
Nonsmooth Optimization
The Asynchronous PALM Algorithm for Nonsmooth Nonconvex Problems
Damek Davis
Convex Optimization
Tight Global Linear Convergence Rate Bounds for Operator Splitting Methods
Goran Banjac, Paul J. Goulart
Convex Optimization
SemiSmooth Secondorder Type Methods for Composite Convex Programs
Xiantao Xiao, Yongfeng Li, Zaiwen Wen, Liwei Zhang
Accelerated fast iterative shrinkage thresholding algorithms for sparsityregularized conebeam CT image reconstruction
Qiaofeng Xu, Deshan Yang, Jun Tan, Alex Sawatzky, Mark Anastasio
Nonsmooth Optimization
Computation of Graphical Derivative for a Class of Normal Cone Mappings under a Very Weak Condition
Huy Chieu Nguyen, Van Hien Le
April 2016
Algorithms for stochastic optimization with expectation constraints
Guanghui Lan, Zhiqiang Zhou
On the Grassmann condition number
Javier Pena, Vera Roshchina
Nonsmooth Optimization
Pessimistic bilevel linear optimization
Stephan Dempe, Guimei Luo, Susanne Franke
Convex Optimization
An optimal first order method based on optimal quadratic averaging
Dmitriy Drusvyatskiy, Maryam Fazel, Scott Roy
Convex Optimization
A new customized proximal point algorithm for linearly constrained convex optimization
Jiang Binqian, Peng Zheng, Dong Zhengshan
May 2016
Convex Optimization
A unified convergence bound for conjugate gradient and accelerated gradient
Sahar Karimi, Stephen A. Vavasis
Convex Optimization
BarzilaiBorwein Step Size for Stochastic Gradient Descent
Conghui Tan, Shiqian Ma, YuHong Dai, Yuqiu Qian
June 2016
Nonsmooth Optimization
Noisy Asynchronous PALM for Nonconvex Nonsmooth Problems
Damek Davis, Brent Edmunds, Madeleine Udell
Local Convergence Properties of DouglasRachford and ADMM
Jingwei Liang, Jalal Fadili, Gabriel Peyre
Nonsmooth Optimization
A Multistep Inertial ForwardBackward Splitting Method for Nonconvex Optimization
Jingwei Liang, Jalal Fadili, Gabriel Peyre
The implicit convex feasibility problem and its application to adaptive image denoising
Yair Censor, Aviv Gibali, Frank Lenzen, Christoph Schnörr
Convex Optimization
"Efficient" Subgradient Methods for General Convex Optimization
James Renegar
Convex Optimization
Convergence Analysis of ISTA and FISTA for "Strongly + Semi" Convex Programming
Ke Guo, Xiaoming Yuan, Shangzhi Zeng
Convex Optimization
Exact Worstcase Performance of Firstorder Methods for Composite Convex Optimization
Adrien B. Taylor, Julien M. Hendrickx, Francois Glineur
Convex Optimization
On the worstcase complexity of the gradient method with exact line search for smooth strongly convex functions
Etienne de Klerk, François Glineur, Adrien B. Taylor
July 2016
Convex Optimization
1Bit Compressive Sensing: Reformulation and RRSPBased Sign Recovery Theory
YunBin Zhao, Chunlei Xu
Randomized block proximal damped Newton method for composite selfconcordant minimization
Zhaosong Lu
Convex Optimization
A Simplified Form of BlockIterative Operator Splitting, and an Asynchronous Algorithm Resembling the MultiBlock ADMM
Jonathan Eckstein
Steplength thresholds for invariance preserving of discretization methods of dynamical systems on a polyhedron
Zoltán Horváth, Yunfei Song, Tamas Terlaky
Convex Optimization
Invariance conditions for nonlinear dynamical systems
Zoltán Horváth, Yunfei Song, Tamas Terlaky
Convex Optimization
Multiple cuts in separating plane algorithms
Evgeni Nurminski
Complexity bounds for primaldual methods minimizing the model of objective function
Yurii Nesterov
Convex Optimization
Faster Alternating Direction Method of Multipliers with a Worstcase O(1/n^2) Convergence Rate
Wenyi Tian, Xiaoming Yuan
Nonsmooth Optimization
An efficient linearly convergent semismooth NetwonCG augmented Lagrangian method for Lasso problems
Xudong Li, Defeng Sun, KimChuan Toh
Convex Optimization
Step lengths in BFGS method for monotone gradients
Yunda Dong
Convex Optimization
Random permutations fix a worst case for cyclic coordinate descent
Chingpei Lee, Stephen J. Wright
Convex Optimization
Linearized Alternating Direction Method of Multipliers via PositiveIndefinite Proximal Regularization for Convex Programming
Bingsheng He, Feng Ma, Xiaoming Yuan
August 2016
Other
Constructing New Weighted l1Algorithms for the Sparsest Points of Polyhedral Sets
Y Zhao, Z Luo
Convex Optimization
Improving an ADMMlike Splitting Method via PositiveIndefinite Proximal Regularization for ThreeBlock Separable Convex Minimization
Bingsheng He, Xiaoming Yuan
Linear Convergence of Gradient and ProximalGradient Methods Under the PolyakLojasiewicz Condition
Hamed Karimi, Julie Nutini, Mark Schmidt
New analysis of linear convergence of gradienttype methods via unifying error bound conditions
Zhang Hui
Convex Optimization
A firstorder primaldual algorithm with linesearch
Yura Malitsky, Thomas Pock
September 2016
Gradienttype penalty method with inertial effects for solving constrained convex optimization problems with smooth data
Radu Ioan Bot, Ernö Robert Csetnek, Nimit Nimana
Convex Optimization
Regularized nonlinear acceleration
Damien Scieur, Alexandre d'Aspremont, Francis Bach
Convex Optimization
PositiveIndefinite Proximal Augmented Lagrangian Method and its Application to Full Jacobian Splitting for Multiblock Separable Convex Minimization Problems
Bingsheng He, Feng Ma, Xiaoming Yuan
Nonsmooth Optimization
On the convergence of a regularized Jacobi algorithm for convex optimization
Goran Banjac, Kostas Margellos, Paul J. Goulart
Convex Optimization
A universal and structured way to derive dual optimization problem formulations
Kees Roos, Marleen Balvert, Bram L. Gorissen, Dick den Hertog
Convex Optimization
Positive and Zoperators on closed convex cones
Michael Orlitzky
Nonsmooth Optimization
Nonsmooth optimization using Taylorlike models: error bounds, convergence, and termination criteria
D. Drusvyatskiy, A.D. Ioffe, A.S. Lewis
October 2016
Variational Geometric Approach to Generalized Differential and Fenchel Conjugate Calculi in Convex Analysis
B.S. Mordukhovich, N. M. Nam, R. B. Rector, T. Tran
Analysis and Implementation of an Asynchronous Optimization Algorithm for the Parameter Server
Arda Aytekin, Hamid Reza Feyzmahdavian, Mikael Johansson
Convex Optimization
RelativelySmooth Convex Optimization by FirstOrder Methods, and Applications
Haihao Lu, Robert Freund, Yurii Nesterov
Nonsmooth Optimization
A general doubleproximal gradient algorithm for d.c. programming
Sebastian Banert, Radu Ioan Bot
An Inexact Spingarn's Partial Inverse Method with Applications to Operator Splitting and Composite Optimization
Samara Costa Lima, Maicon Marques Alves
A proximalNewton method for unconstrained convex optimization in Hilbert spaces
Maicon Marques Alves, Benar Fux Svaiter
Convex Optimization
An Extended Alternating Direction Method for ThreeBlock Separable Convex Programming
Jianchao Bai, Jicheng Li
Convex Optimization
A PrimalDual Homotopy Algorithm for $\ell_{1}$Minimization with $\ell_{\infty}$Constraints
Christoph Brauer, Dirk A. Lorenz, Andreas M. Tillmann
November 2016
Convex Optimization
Multilevel Optimization Methods: Convergence and Problem Structure
Chin Pang Ho, Panos Parpas
Convex Optimization
Empirical Risk Minimization: Probabilistic Complexity and Stepsize Strategy
Chin Pang Ho, Panos Parpas
Nonsmooth Optimization
Numerical Investigation of Crouzeix's Conjecture
Anne Greenbaum, Michael Overton
Homotopy Smoothing for NonSmooth Problems with Lower Complexity than O(1/epsilon)
Yi Xu, Yan Yan, Qihang Lin, Tianbao Yang
RSG: Beating Subgradient Method without Smoothness and Strong Convexity
Tianbao Yang, Qihang Lin
Complexity of the relaxed PeacemanRachford splitting method for the sum of two maximal strongly monotone operators
Renato D.C. Monteiro, CheeKhian Sim
Convex Optimization
How to project onto extended second order cones
S. Z. Németh, O. P. Ferreira
Cyclic Coordinate Update Algorithms for FixedPoint Problems: Analysis and Applications
Yat Tin Chow, Tianyu Wu, Wotao Yin
Convex Optimization
Extending the ergodic convergence rate of the proximal ADMM
Max Leandro Nobre Gonçalves, Jefferson Gonçalves Melo, Renato D.C. Monteiro
Convex Optimization
Alternating direction method for a class of bilinear programming problem with its applications
Jianchao Bai, Jicheng Li, Guo Li
Convex Optimization
Adaptive Accelerated Gradient Converging Methods under Holderian Error Bound Condition
Tianbao Yang
Nonsmooth Optimization
Global Convergence of ADMM in Nonconvex Nonsmooth Optimization
Yu Wang, Wotao Yin, Jinshan Zeng
December 2016
Nonsmooth Optimization
An Algorithm for Nonsmooth Optimization by Successive Piecewise Linearization
Sabrina Fiege, Andreas Griewank, Andrea Walther
Convex Optimization
A Primaldual Threeoperator Splitting Scheme
Ming Yan
Convex Optimization
Fixing and extending some recent results on the ADMM algorithm
Sebastian Banert, Radu Ioan Bot, Ernö Robert Csetnek
Nonsmooth Optimization
A LimitedMemory QuasiNewton Algorithm for BoundConstrained Nonsmooth Optimization
Nitish Shirish Keskar, Andreas Waechter
Nonsmooth Optimization
Efficiency of minimizing compositions of convex functions and smooth maps
Dmitriy Drusvyatskiy, Courtney Paquette
