Convergence and rate analysis of a proximal linearized ADMM for nonconvex nonsmooth optimization

M Yashtini - Journal of Global Optimization, 2022 - Springer
In this paper, we consider a proximal linearized alternating direction method of multipliers, or
PL-ADMM, for solving linearly constrained nonconvex and possibly nonsmooth optimization …

Accelerated primal-dual methods for linearly constrained convex optimization problems

H Luo - arXiv preprint arXiv:2109.12604, 2021 - arxiv.org
This work proposes an accelerated primal-dual dynamical system for affine constrained
convex optimization and presents a class of primal-dual methods with nonergodic …

Decentralized inexact proximal gradient method with network-independent stepsizes for convex composite optimization

L Guo, X Shi, J Cao, Z Wang - IEEE Transactions on Signal …, 2023 - ieeexplore.ieee.org
This paper proposes a novel CTA (Combine-Then-Adapt)-based decentralized algorithm for
solving convex composite optimization problems over undirected and connected networks …

DISA: A dual inexact splitting algorithm for distributed convex composite optimization

L Guo, X Shi, S Yang, J Cao - IEEE Transactions on Automatic …, 2023 - ieeexplore.ieee.org
In this article, we propose a novel dual inexact splitting algorithm (DISA) for distributed
convex composite optimization problems, where the local loss function consists of a smooth …

A primal-dual flow for affine constrained convex optimization

H Luo - ESAIM: Control, Optimisation and Calculus of …, 2022 - esaim-cocv.org
We introduce a novel primal-dual flow for affine constrained convex optimization problems.
As a modification of the standard saddle-point system, our flow model is proved to possess …

Scaled relative graphs: Nonexpansive operators via 2D Euclidean geometry

EK Ryu, R Hannah, W Yin - Mathematical Programming, 2022 - Springer
Many iterative methods in applied mathematics can be thought of as fixed-point iterations,
and such algorithms are usually analyzed analytically, with inequalities. In this paper, we …

Variational analysis perspective on linear convergence of some first order methods for nonsmooth convex optimization problems

JJ Ye, X Yuan, S Zeng, J Zhang - Set-Valued and Variational Analysis, 2021 - Springer
We study linear convergence of some first-order methods such as the proximal gradient
method (PGM), the proximal alternating linearized minimization (PALM) algorithm and the …

A variable projection method for large-scale inverse problems with ℓ1 regularization

M Chung, RA Renaut - Applied Numerical Mathematics, 2023 - Elsevier
Inference by means of mathematical modeling from a collection of observations remains a
crucial tool for scientific discovery and is ubiquitous in application areas such as signal …

A unified differential equation solver approach for separable convex optimization: splitting, acceleration and nonergodic rate

H Luo, Z Zhang - arXiv preprint arXiv:2109.13467, 2021 - arxiv.org
This paper provides a self-contained ordinary differential equation solver approach for
separable convex optimization problems. A novel primal-dual dynamical system with built-in …

Convergence on a symmetric accelerated stochastic ADMM with larger stepsizes

J Bai, D Han, H Sun, H Zhang - arXiv preprint arXiv:2103.16154, 2021 - arxiv.org
In this paper, we develop a symmetric accelerated stochastic Alternating Direction Method of
Multipliers (SAS-ADMM) for solving separable convex optimization problems with linear …