Playing with duality: An overview of recent primal? dual approaches for solving large-scale optimization problems

N Komodakis, JC Pesquet - IEEE Signal Processing Magazine, 2015 - ieeexplore.ieee.org
Optimization methods are at the core of many problems in signal/image processing,
computer vision, and machine learning. For a long time, it has been recognized that looking …

Proxskip: Yes! local gradient steps provably lead to communication acceleration! finally!

K Mishchenko, G Malinovsky, S Stich… - International …, 2022 - proceedings.mlr.press
We introduce ProxSkip—a surprisingly simple and provably efficient method for minimizing
the sum of a smooth ($ f $) and an expensive nonsmooth proximable ($\psi $) function. The …

On the ergodic convergence rates of a first-order primal–dual algorithm

A Chambolle, T Pock - Mathematical Programming, 2016 - Springer
We revisit the proofs of convergence for a first order primal–dual algorithm for convex
optimization which we have studied a few years ago. In particular, we prove rates of …

A three-operator splitting scheme and its optimization applications

D Davis, W Yin - Set-valued and variational analysis, 2017 - Springer
Operator-splitting methods convert optimization and inclusion problems into fixed-point
equations; when applied to convex optimization and monotone inclusion problems, the …

Convergence rate analysis of several splitting schemes

D Davis, W Yin - Splitting methods in communication, imaging, science …, 2016 - Springer
Operator-splitting schemes are iterative algorithms for solving many types of numerical
problems. A lot is known about these methods: they converge, and in many cases we know …

Proximal splitting algorithms for convex optimization: A tour of recent advances, with new twists

L Condat, D Kitahara, A Contreras, A Hirabayashi - SIAM Review, 2023 - SIAM
Convex nonsmooth optimization problems, whose solutions live in very high dimensional
spaces, have become ubiquitous. To solve them, the class of first-order algorithms known as …

Primal-dual plug-and-play image restoration

S Ono - IEEE Signal Processing Letters, 2017 - ieeexplore.ieee.org
We propose a new plug-and-play image restoration method based on primal-dual splitting.
Existing plug-and-play image restoration methods interpret any off-the-shelf Gaussian …

Discrete total variation: New definition and minimization

L Condat - SIAM Journal on Imaging Sciences, 2017 - SIAM
We propose a new definition for the gradient field of a discrete image defined on a twice
finer grid. The differentiation process from an image to its gradient field is viewed as the …

Fixed point strategies in data science

PL Combettes, JC Pesquet - IEEE Transactions on Signal …, 2021 - ieeexplore.ieee.org
The goal of this article is to promote the use of fixed point strategies in data science by
showing that they provide a simplifying and unifying framework to model, analyze, and solve …

A new primal–dual algorithm for minimizing the sum of three functions with a linear operator

M Yan - Journal of Scientific Computing, 2018 - Springer
In this paper, we propose a new primal–dual algorithm for minimizing f (x)+ g (x)+ h (A x) f
(x)+ g (x)+ h (A x), where f, g, and h are proper lower semi-continuous convex functions, f is …