Search Results - Prox-linear algorithm

Stochastic variance-reduced prox-linear algorithms for nonconvex composite optimization by Zhang, Junyu, Xiao, Lin

“… We propose a class of stochastic variance-reduced prox-linear algorithms for solving such problems and bound their sample complexities for finding an ϵ…”
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Hybrid SGD algorithms to solve stochastic composite optimization problems with application in sparse portfolio selection problems by Yang, Zhen-Ping, Zhao, Yong

“… The first algorithm is the prox-linear hybrid stochastic gradient algorithm, which may achieve sample complexities of O(ϵ2τ−5/2) and O(ϵτ−3/2…”
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Low-Rank Matrix Recovery with Composite Optimization: Good Conditioning and Rapid Convergence by Charisopoulos, Vasileios, Chen, Yudong, Davis, Damek, Díaz, Mateo, Ding, Lijun, Drusvyatskiy, Dmitriy

“… Consequently, standard algorithms for nonsmooth optimization, such as subgradient and prox-linear methods, converge at a rapid dimension-independent rate when initialized within constant relative error of the solution…”
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Robust and Scalable Power System State Estimation via Composite Optimization by Wang, Gang, Giannakis, Georgios B., Chen, Jie

“… This paper, develops two novel algorithms for efficient LAV estimation, which draw from recent advances in composite optimization…”
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A Barzilai–Borwein-Like Iterative Half Thresholding Algorithm for the L1/2 Regularized Problem by Wu, Lei, Sun, Zhe, Li, Dong-Hui

“…In this paper, we propose a Barzilai–Borwein-like iterative half thresholding algorithm for the L 1 / 2 regularized problem…”
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Stochastic Variance-Reduced Prox-Linear Algorithms for Nonconvex Composite Optimization by Zhang, Junyu, Lin, Xiao

“… We propose a class of stochastic variance-reduced prox-linear algorithms for solving such problems and bound their sample complexities for finding an \(\epsilon…”
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Hyperparameter tuning via trajectory predictions: stochastic prox-linear methods in matrix sensing by Lou, Mengqi, Verchand, Kabir Aladin, Pananjady, Ashwin

“…Motivated by the desire to understand stochastic algorithms for nonconvex optimization that are robust to their hyperparameter choices, we analyze a mini-batched prox-linear iterative algorithm…”
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REAL-TIME POWER SYSTEM STATE ESTIMATION VIA DEEP UNROLLED NEURAL NETWORKS by Zhang, Liang, Wang, Gang, Giannakis, Georgios B.

“… model-specific DNN is obtained by unrolling state-of-the-art physics-based prox-linear PSSE solvers…”
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A Globally Convergent Algorithm for Nonconvex Optimization Based on Block Coordinate Update by Xu, Yangyang, Yin, Wotao

“… However, most nonconvex optimization algorithms are only known to have local convergence or subsequence convergence properties…”
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Efficiency of minimizing compositions of convex functions and smooth maps by Drusvyatskiy, D., Paquette, C.

“… The basic algorithm we rely on is the prox-linear method, which in each iteration solves a regularized subproblem formed by linearizing the smooth map…”
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Hyperparameter tuning via trajectory predictions: Stochastic prox-linear methods in matrix sensing by Mengqi Lou, Kabir, Aladin Verchand, Pananjady, Ashwin

“…Motivated by the desire to understand stochastic algorithms for nonconvex optimization that are robust to their hyperparameter choices, we analyze a mini-batched prox-linear iterative algorithm…”
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Stochastic algorithms with geometric step decay converge linearly on sharp functions by Davis, Damek, Drusvyatskiy, Dmitriy, Charisopoulos, Vasileios

“… In this work, we ask whether geometric step decay similarly improves stochastic algorithms for the class of sharp weakly convex problems…”
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Accelerated-gradient-based generalized Levenberg–Marquardt method with oracle complexity bound and local quadratic convergence by Marumo, Naoki, Okuno, Takayuki, Takeda, Akiko

“… The generalized Levenberg–Marquardt (LM) method, also known as the prox-linear method, has been developed for such optimization problems…”
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The multiproximal linearization method for convex composite problems by Bolte, Jérôme, Chen, Zheng, Pauwels, Edouard

“… In the convex setting, we design an algorithm by linearizing each smooth component in accordance with its main curvature…”
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Large-Scale Distributed Sparse Class-Imbalance Learning by Maurya, Chandresh Kumar, Toshniwal, Durga

“… Each node runs a local copy of FISTA-like algorithm which is a distributed implementation of the prox-linear algorithm for cost-sensitive learning. We show the efficacy of the proposed approach on benchmark and real-world data sets and compare the performance with the state-of-the-art techniques in the literature…”
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Multi-Label Nonlinear Matrix Completion With Transductive Multi-Task Feature Selection for Joint MGMT and IDH1 Status Prediction of Patient With High-Grade Gliomas by Chen, Lei, Zhang, Han, Lu, Junfeng, Thung, Kimhan, Aibaidula, Abudumijiti, Liu, Luyan, Chen, Songcan, Jin, Lei, Wu, Jinsong, Wang, Qian, Zhou, Liangfu, Shen, Dinggang

“…The O 6 -methylguanine-DNA methyltransferase (MGMT) promoter methylation and isocitrate dehydrogenase 1 (IDH1) mutation in high-grade gliomas (HGG) have proven…”
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A Proximal Atomic Coordination Algorithm for Distributed Optimization by Romvary, Jordan J., Ferro, Giulio, Haider, Rabab, Annaswamy, Anuradha M.

“…). PAC is based on the prox-linear approach and we prove that it achieves convergence in both objective values and distance to feasibility with rate o(1/<inline…”
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Continuous-time successive convexification for constrained trajectory optimization by Elango, Purnanand, Luo, Dayou, Kamath, Abhinav G., Uzun, Samet, Kim, Taewan, Açıkmeşe, Behçet

“…; and (v) the prox-linear method, a sequential convex programming (SCP) algorithm for convex-composite minimization…”
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Dynamic reconfigurable intelligent surface deployment for physical layer security enhancement in mmWave systems by Tu, Qingqing, Dong, Zheng, Zou, Xianbing, Wei, Ning, Li, Ya, Xu, Fei

“…In next‐generation wireless communications, reconfigurable intelligent surface (RIS) has emerged as a cost‐effective technique for enhancing physical layer…”
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Classification of Directed Networks With Application to Neuroimaging Data by Chen, Li, Liu, Yuncheng, Lin, Lizhen, Zhang, Dongpei

“…Graph-based classification techniques applied to neuroimaging data have played a pivotal role in advancing our comprehension of brain functionalities. Existing…”
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