Optimization Online


Convex and Nonsmooth Optimization Submissions - 2017

January 2017

Geometric descent method for convex composite minimization
Shixiang Chen, Shiqian Ma

New Multirectional Mean Value Inequality
Michail Hamamdjiev, Milen Ivanov

Communication-Efficient Algorithms for Decentralized and Stochastic Optimization
Guanghui Lan, Soomin Lee, Yi Zhou

Convex Optimization
Convex Optimization with ALADIN
Boris Houska, Dimitris Kouzoupis, Yuning Jiang, Moritz Diehl

February 2017

Nonsmooth Optimization
Convergence rate bounds for a proximal ADMM with over-relaxation stepsize parameter for solving nonconvex linearly constrained problems
Max Gonçalves, Jefferson Melo, Renato Monteiro

Nonsmooth Optimization
A TVSCAD approach for image deblurring with impulsive noise
Guoyong Gu, Suhong Jiang, Junfeng Yang

Convex Optimization
A Parameterized Proximal Point Algorithm for Separable Convex Optimization
Jianchao Bai, Hongchao Zhang, Jicheng Li

Convergence Study on the Proximal Alternating Direction Method with Larger Step Size
Bingsheng He, Feng Ma

Convex Optimization
Foundations of gauge and perspective duality
A.Y. Aravkin, J.V. Burke, D. Drusvyatskiy, M.P. Friedlander, K. MacPhee

Nonsmooth Optimization
Algorithmic Differentiation for Piecewise Smooth Functions: A Case Study for Robust Optimization
Sabrina Fiege, Andrea Walther, Kshitij Kulshreshtha, Andreas Griewank

March 2017

James Burke, Yuan Gao, Tim Hoheisel

Generalized parameterized proximal point algorithm and its applications in statistical learning
Jianchao Bai

Convex Optimization
The Fastest Known Globally Convergent First-Order Method for the Minimization of Strongly Convex Functions
Bryan Van Scoy, Randy Freeman, Kevin Lynch

Nonsmooth Optimization
A block symmetric Gauss-Seidel decomposition theorem for convex composite quadratic programming and its applications
Xudong Li, Defeng Sun, Kim-Chuan Toh

Convex Optimization
Symmetric ADMM with Positive-Indefinite Proximal Regularization for Linearly Constrained Convex Optimization
Gao Bin, Ma Feng

Nonsmooth Optimization
Direct Search Methods on Reductive Homogeneous Spaces
Dreisigmeyer David

Convex Optimization
On Relaxation of Some Customized Proximal Point Algorithms for Convex Minimization: From Variational Inequality Perspective
Feng Ma

Convex Optimization
Radial Subgradient Descent
Benjamin Grimmer

Convex Optimization
Linear Convergence of Proximal Incremental Aggregated Gradient Methods under Quadratic Growth Condition
Hui Zhang

April 2017

Batch Size Matters: A Di usion Approximation Framework on Nonconvex Stochastic Gradient Descent
Junchi Li, Lei Li, Junyang Qian, Jian-Guo Liu

Generalized Self-Concordant Functions: A Recipe for Newton-type Methods
Quoc Tran Dinh, Tianxiao Sun

A doubly inexact interior proximal bundle method for convex optimization
Kouhei Harada

Nonsmooth Optimization
Iteration-Complexity of a Linearized Proximal Multiblock ADMM Class for Linearly Constrained Nonconvex Optimization Problems
Jefferson Melo, Renato Monteiro

Structural Properties of Affine Sparsity Constraints
Hongbo Dong, Miju Ahn, Jong-Shi Pang

Convex Optimization
Facially dual complete (nice) cones and lexicographic tangents
Vera Roshchina, Levent Tuncel

Nonsmooth Optimization
Partially separable convexly-constrained optimization with non-Lipschitz singularities and its complexity
X Chen, Ph Toint, H Wang

Convex Optimization
A Note on the Forward-Douglas--Rachford Splitting for Monotone Inclusion and Convex Optimization
Hugo Raguet

May 2017

A symmetric version of the generalized alternating direction method of multipliers for two-block separable convex programming
Liu Jing, Duan Yongrui, Sun Min

Convex Optimization
ADMM for monotone operators: convergence analysis and rates
Radu Ioan Bot, Ernö Robert Csetnek

Local Linear Convergence Analysis of Primal–Dual Splitting Methods
Jingwei Liang, Jalal Fadili, Gabriel Peyré

The symmetric ADMM with positive-indefinite proximal regularization and its application
Sun Min, Tian Maoying, Sun Hongchun

Convex Optimization
On the pointwise iteration-complexity of a dynamic regularized ADMM with over-relaxation stepsize
M.L.N. Goncalves

Nonsmooth Optimization
Subdifferentiation and Smoothing of Nonsmooth Integral Functionals
James Burke, Xiaojun Chen, Hailin Sun

Convex Optimization
The Many Faces of Degeneracy in Conic Optimization
Dmitriy Drusvyatskiy, Henry Wolkowicz

Convex Optimization
An Investigation of Newton-Sketch and Subsampled Newton Methods
Albert S. Berahas, Raghu Bollapragada, Jorge Nocedal

Convex Optimization
Oracle Complexity of Second-Order Methods for Smooth Convex Optimization
Ohad Shamir, Ron Shiff

Dual Dynamic Programming with cut selection: convergence proof and numerical experiments
Vincent Guigues

Convex Optimization
Regularized Nonlinear Acceleration
Damien Scieur, Francis Bach, Alexandre d'Aspremont

Convex Optimization
Sharpness, Restart and Acceleration.
Vincent Roulet, Alexandre d'Aspremont

Convex Optimization
Integration Methods and Accelerated Optimization Algorithms
Damien Scieur, Vincent Roulet, Francis Bach, Alexandre d'Aspremont

June 2017

Convex Optimization
Infeasibility detection in the alternating direction method of multipliers for convex optimization
Goran Banjac, Paul Goulart, Bartolomeo Stellato

Convex Optimization
Distributed Block-diagonal Approximation Methods for Regularized Empirical Risk Minimization
Ching-pei Lee, Kai-Wei Chang

Inexact scalarization proximal methods for multiobjective quasiconvex minimization on Hadamard manifold
Erik Alex Papa Quiroz , Nancy Baygorrea , Nelson Maculan

Nonsmooth Optimization
Local Convergence of the Heavy-ball Method and iPiano for Non-convex Optimization
Peter Ochs

Proximal Method with Penalization for Split Hierarchical Minimization Problems
Nimit Nimana, Narin Petrot

Cluster Analysis is Convex
Madhushini Narayana Prasad, Grani A. Hanasusanto

Proximal ADMM with larger step size for two-block separable convex programs
Sun Min, Sun Hongchun, Wang Yiju

First Order Methods Beyond Convexity and Lipschitz Gradient Continuity with Applications to Quadratic Inverse Problems
J\'{e}r\^{o}me Bolte, Sabach Shoham, Teboulle Marc, Vaisbourd Yakov

Convex Optimization
Chambolle-Pock and Tseng's methods: relationship and extension to the bilevel optimization
Yura Malitsky

On efficiently solving the subproblems of a level-set method for fused lasso problems
Xudong Li, Defeng Sun, Kim-Chuan Toh

Convex Optimization
A faster dual algorithm for the Euclidean minimum covering ball problem
Marta Cavaleiro, Farid Alizadeh

July 2017

Convex Optimization
Iteration complexity on the Generalized Peaceman-Rachford splitting method for separable convex programming
Zhang Xue-Qing , Peng Jian-Wen

Convex Optimization
Improved proximal ADMM with partially parallel splitting for multi-block separable convex programming
Min Sun, Hongchun Sun

Nonsmooth Optimization
Non-smooth Non-convex Bregman Minimization: Unification and new Algorithms
Peter Ochs, Jalal Fadili, Thomas Brox

Dynamic Stochastic Approximation for Multi-stage Stochastic Optimization
Guanghui Lan, Zhiqiang Zhou

Self-concordant inclusions: A unified framework for path-following generalized Newton-type algorithms
Quoc Tran Dinh, Tianxiao Sun, Shu Lu

Convex Optimization
Convergence of first-order methods via the convex conjugate
Javier Pena

Convex Optimization
Randomized Similar Triangles Method: A Unifying Framework for Accelerated Randomized Optimization Methods (Coordinate Descent, Directional Search, Derivative-Free Method)
Pavel Dvurechensky, Alexander Gasnikov, Alexander Tiurin

August 2017

Convex Optimization
Implementing the ADMM to Big Datasets: A Case Study of LASSO
Hangrui Yue, Qingzhi Yang, Xiangfeng Wang, Xiaoming Yuan

Convex Optimization
Finding a best approximation pair of points for two polyhedra
Ron Aharoni, Yair Censor, Zilin Jiang

Nonsmooth Optimization
Constrained Clustering and Multifacility Location via Distance Function Penalty Method and DC Programming
Nguyen Mau Nam, Wondi Geremew, Sam Reynolds, Tuyen Tran

Convex Optimization
Proximal-Proximal-Gradient Method
Ernest K. Ryu, Wotao Yin

Computing closest stable non-negative matrices
Yurii Nesterov, Vladimir Protasov

Dynamic Scaling and Submodel Selection in Bundle Methods for Convex Optimization
Christoph Helmberg, Alois Pichler

September 2017

Convex Optimization
Convergence Analysis of Processes with Valiant Projection Operators in Hilbert Space
Yair Censor, Rafiq Mansour

Convex Optimization
An incremental mirror descent subgradient algorithm with random sweeping and proximal step
Radu Ioan Bot, Axel Böhm

Inner Conditions for Error Bounds and Metric Subregulerity of Multifunctions
D. Azé

Convex Optimization
Linearized version of the generalized alternating direction method of multipliers for three-block separable convex minimization problem
Zhang Xue-Qing , Peng Jian-Wen

Convex Optimization
Optimal Linearized Alternating Direction Method of Multipliers for Convex Programming
Bingsheng He, Feng Ma, Xiaoming Yuan

October 2017

Convex Optimization
On the Optimal Proximal Parameter of an ADMM-like Splitting Method for Separable Convex Programming
Bingsheng He, Xiaoming Yuan

Nonsmooth Optimization
Manifold Sampling for Nonconvex Optimization of Piecewise Linear Compositions
Kamil Khan, Jeffrey Larson, Stefan M Wild

Convex Optimization
Balancing Communication and Computation in Distributed Optimization
Albert S Berahas, Raghu Bollapragada, Nitish Shirish Keskar, Ermin Wei

On the equivalence of the primal-dual hybrid gradient method and Douglas-Rachford splitting
Daniel O'Connor, Lieven Vandenberghe

Convex Optimization
On the Construction of Converging Hierarchies for Polynomial Optimization Based on Certificates of Global Positivity
Amir Ali Ahmadi, Georgina Hall

Convex Optimization
Improving Efficiency and Scalability of Sum of Squares Optimization: Recent Advances and Limitations
Amir Ali Ahmadi, Georgina Hall, Antonis Papachristodoulou, James Saunderson, Yang Zheng

Convex Optimization
Response to "Counterexample to global convergence of DSOS and SDSOS hierarchies"
Amir Ali Ahmadi, Anirudha Majumdar

Can Kizilkale, Shivkumar Chandrasekaran, Ming Gu

Convex Optimization
Generalized ADMM with Optimal Inde nite Proximal Term for Linearly Constrained Convex Optimization
Fan Jiang, Zhongming Wu, Xingju Cai

Convex Optimization
``Relative-Continuity'' for Non-Lipschitz Non-Smooth Convex Optimization using Stochastic (or Deterministic) Mirror Descent
Haihao Lu

DSCOVR: Randomized Primal-Dual Block Coordinate Algorithms for Asynchronous Distributed Optimization
Lin Xiao, Wei Yu, Qihang Lin, Weizhu Chen

A Level-set Method For Convex Optimization with a Feasible Solution Path
Qihang Lin, Selvaprabu Nadarajah, Negar Soheili

Self-Correcting Variable-Metric Algorithms for Nonsmooth Optimization
Frank E. Curtis, Daniel P. Robinson, Baoyu Zhou

Convex Optimization
Exact worst-case convergence rates of the proximal gradient method for composite convex minimization
Adrien B Taylor, Julien M Hendrickx, Francois Glineur

Estimates of generalized Hessians for optimal value functions in mathematical programming
Alain Zemkoho

Convex Optimization
Convergence rates of accelerated proximal gradient algorithms under independent noise
Sun Tao, Barrio Roberto , Jiang Hao , Cheng Lizhi

November 2017

Weak Stability of $\ell_1$-minimization Methods in Sparse Data Reconstruction
Y.B. Zhao, H. Jiang, Z.Q. Luo

Nonsmooth Optimization
Characterizing and testing subdifferential regularity for piecewise smooth objective functions
Andrea Walther, Andreas Griewank

Convex Optimization
The Max-Cut Polytope, the Unit Modulus Lifting, and their set-completely-positive representations
Florian Jarre, Felix Lieder, Ya-Feng Liu, Cheng Lu

Convex Optimization
Adaptive Middle Proximal ADMM for Multi-block Separable Convex Programming
Jianchao Bai

Nonsmooth Optimization
The nonsmooth landscape of phase retrieval
Damek Davis, Dmitriy Drusvyatskiy, Courtney Paquette

Adaptive Fista
Peter Ochs, Thomas Pock

Nonsmooth Optimization
Relaxing kink qualifications and proving convergence rates in piecewise smooth optimization
Andreas Griewank, Andrea Walther

Nonsmooth Optimization
Unifying abstract inexact convergence theorems and block coordinate variable metric iPiano
Peter Ochs

Convergent Prediction-Correction-based ADMM for multi-block separable convex programming
Chang Xiaokai, Liu Sanyang, Zhao Pengjun , Li Xu

Convex Optimization
Random Gradient Extrapolation for Distributed and Stochastic Optimization
Guanghui Lan, Yi Zhou

Analysis of the Gradient Method with an Armijo-Wolfe Line Search on a Class of Nonsmooth Convex Functions
Azam Asl, Michael L. Overton

Linear Convergence Rate of the Generalized Alternating Direction Method of Multipliers for a Class of Convex Optimization Problems
Peng Jianwen, Zhang Xueqing

Iteration complexity of an inexact Douglas-Rachford method and of a Douglas-Rachford-Tseng's F-B four-operator splitting method for solving monotone inclusions
M. Marques Alves, Marina Geremia

December 2017

Two-level value function approach to nonsmooth optimistic and pessimistic bilevel programs
Stephan Dempe, Boris Mordukhovich, Alain Zemkoho

''Active-set complexity'' of proximal gradient: How long does it take to find the sparsity pattern?
Julie Nutini, Mark Schmidt, Warren Hare

Convex Optimization
Convergence Rates for Deterministic and Stochastic Subgradient Methods Without Lipschitz Continuity
Benjamin Grimmer

Convex Optimization
Long-Step Path-Following Algorithm for Solving Symmetric Programming Problems with Nonlinear Objective Functions
Leonid Faybusovich, Cunlu Zhou

Nonsmooth Optimization
An Algorithm for Piecewise Linear Optimization of Objective Functions in Abs-normal Form
Andreas Griewank, Andrea Walther

Let's Make Block Coordinate Descent Go Fast: Faster Greedy Rules, Message-Passing, Active-Set Complexity, and Superlinear Convergence
Julie Nutini, Issam Laradji, Mark Schmidt

Convex Optimization
A single potential governing convergence of conjugate gradient, accelerated gradient and geometric descent
Sahar Karimi, Stephen Vavasis

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