22 papers · ranked by Valyu relevance
Tomoya Takeuchi
This paper develops the proximal method of multipliers for a class of nonsmooth convex optimization. The method generates a sequence of minimization problems (subproblems). We show that the sequence of approximations to the solutions of the subproblems converges to a saddle point of the Lagrangian even if the original…
Goran Banjac, John Lygeros
Banjac et al. (J Optim Theory Appl 183(2):490-519, [8]) recently showed that the Douglas-Rachford algorithm provides certificates of infeasibility for a class of convex optimization problems. In particular, they showed that the difference between consecutive iterates generated by the algorithm converges to certificates…
Laurenţiu Leuştean, Andrei Sipoş
We compute, using techniques originally introduced by Kohlenbach, the first author and Nicolae, uniform rates of metastability for the proximal point algorithm in the context of CAT(0) spaces (as first considered by Baˇc´ak), specifically for the case where the ambient space is totally bounded. This result is part of…
Dmitriy Drusvyatskiy
In this short survey, I revisit the role of the proximal point method in large scale optimization. I focus on three recent examples: a proximally guided subgradient method for weakly convex stochastic approximation, the prox-linear algorithm for minimizing compositions of convex functions and smooth maps, and Catalyst…
Sorin-Mihai Grad, Felipe Lara
We introduce and investigate a new generalized convexity notion for functions called prox-convexity. The proximity operator of such a function is single-valued and firmly nonexpansive. We provide examples of (strongly) quasiconvex, weakly convex, and DC (difference of convex) functions that are prox-convex, however…
Kevin L. Keys, Hua Zhou, Kenneth Lange
Proximal distance algorithms combine the classical penalty method of constrained minimization with distance majorization. If f(x) is the loss function, and C is the constraint set in a constrained minimization problem, then the proximal distance principle mandates minimizing the penalized loss f(x) + ρ 2 dist(x, C) 2…
Sandy Bitterlich, Radu Ioan Boţ, Ernö Robert Csetnek, Gert Wanka
The Alternating Minimization Algorithm has been proposed by Paul Tseng to solve convex programming problems with two-block separable linear constraints and objectives, whereby (at least) one of the components of the latter is assumed to be strongly convex. The fact that one of the subproblems to be solved within the…
Alfonso Landeros, Oscar Hernan Madrid Padilla, Hua Zhou, Kenneth Lange
'Kenneth Lange'] The current paper studies the problem of minimizing a loss f(x) subject to constraints of the form Dx ∈ S, where S is a closed set, convex or not, and D is a matrix that fuses parameters. Fusion constraints can capture smoothness, sparsity, or more general constraint patterns. To tackle this generic…
Kevin L. Keys, Hua Zhou, Kenneth Lange
Proximal distance algorithms combine the classical penalty method of constrained minimization with distance majorization. If f(x) is the loss function, and C is the constraint set in a constrained minimization problem, then the proximal distance principle mandates minimizing the penalized loss…
Yiming Zhou, Wei Dai
This work studies a composite minimization involving a differentiable function q and a nonsmooth function h, both may be nonconvex. This problems is ubiquitous in signal processing and machine learning yet remains challenging to solve efficiently, particularly when large-scale instances, poor conditioning, and…
Kenneth Lange, Kevin L. Keys
The MM principle is a device for creating optimization algorithms satisfying the ascent or descent property. The current survey emphasizes the role of the MM principle in nonlinear programming. For smooth functions, one can construct an adaptive interior point method based on scaled Bregman barriers. This algorithm…
Chen Wang, Feng Gao, Georgios B. Giannakis, Gennaro D’Urso + 1 more
Gene networks in living cells can change depending on various conditions such as caused by different environments, tissue types, disease states, and development stages. Identifying the differential changes in gene networks is very important to understand molecular basis of various biological process. While existing…
Peter L. Bartlett, Chris Junchi Li, Jingfeng Wu, Bin Yu
In the field of optimization, developing accelerated methods for solving minimax and fixed-point problems remains a fundamental challenge. This paper presents a novel family of dual accelerated algorithms that achieve optimal convergence rates for both minimax and fixed-point problems. By exploring new anchoring…
Eric Hermes, Khachik Sargsyan, Habib Najm, Judit Zádor
We present a new algorithm for the optimization of molecular structures to saddle points on the potential energy surface using a redundant internal coordinate system. This algorithm automates the procedure of defining the internal coordinate system, including the handling of linear bending angles, e.g. through the…
Abbas Kazemipour, Behtash Babadi, Min Wu, Kaspar Podgorski + 1 more
We consider the problem of optimizing general convex objective functions with nonnegativity constraints. Using the Karush-Kuhn-Tucker (KKT) conditions for the nonnegativity constraints we will derive fast multiplicative update rules for several problems of interest in signal processing, including non-negative…
Dmitriy Drusvyatskiy, Adrian S. Lewis
Given two arbitrary closed sets in Euclidean space, a simple transversality condition guarantees that the method of alternating projections converges locally, at linear rate, to a point in the intersection. Exact projection onto nonconvex sets is typically intractable, but we show that computationallycheap inexact…
Michael Hutcheon, Andrew Teale
Algorithms are presented for performing a topological analysis of an arbitrary function, evaluated on an arbitrary grid of points. These algorithms work strictly by post-processing the data and require no additional function evaluations. This is achieved by connecting the grid points with a neighbourhood graph…
Arni Sturluson, Ali Raza, Grant D. McConachie, Daniel Siderius + 2 more
Nanoporous materials (NPMs) selectively adsorb and concentrate gases into their pores, and thus could be used to store, capture, and sense many different gases. Modularly synthesized classes of NPMs, such as covalent organic frameworks (COFs), offer a large number of candidate structures for each adsorption task. A…
Paul Stapor, Fabian Fröehlich, Jan Hasenauer
Parameter estimation methods for ordinary differential equation (ODE) models of biological processes can exploit gradients and Hessians of objective functions to achieve convergence and computational efficiency. However, the computational complexity of established methods to evaluate the Hessian scales linearly with…
Michael Hutcheon, Andrew Teale
Algorithms are presented for performing a topological analysis of an arbitrary function, evaluated on an arbitrary grid of points. These algorithms work strictly by post-processing the data and require no additional function evaluations. This is achieved by connecting the grid points with a neighbourhood graph…
Andrei Ciuparu, Raul C. Mureșan
We introduce Gradient-k, an upgrade of the k-means algorithm that improves clustering accuracy and reduces the number of iterations required for convergence. This is achieved by correcting the distance used in the k-means algorithm by a factor based on the angle between the density gradient and the direction to the…
Wannes Mores, Satyajeet Bhonsale, Stylianos Floros, Filip Logist + 1 more
Genome-scale metabolic network reconstructions contain extremely detailed and valuable information regarding cellular metabolism. For many applications such as finding genetic engineering targets and reduced kinetic model construction, metabolic network analysis techniques exist. Yield spaces based on the extreme rays…