6 days ago · Abstract. In this paper, we propose and analyze a new matrix-free primal-dual algorithm, called restarted Halpern primal-dual hybrid gradient (rHPDHG), ...

7 days ago · Then, we propose a new accelerated primal– dual algorithm, which matches the lower bounds, and thus is optimal. Our algorithm can be viewed as an accelerated ...

6 days ago · We propose two new algorithms for this decentralized optimization problem and equip them with complexity guarantees. We show that our first method is optimal ...

3 days ago · This paper investigates projection-free algorithms for stochastic constrained multi-level optimization. In this context, the objective function is a nested ...

5 days ago · Browse the latest articles and research from Optimization Methods and Software.

4 days ago · A primal-dual dynamical system approach was proposed to track an inequality constrained time-varying convex optimization problem in [8]. For online time-varying ...

5 days ago · We study adversary-resilient stochastic distributed optimization, in which m machines can independently compute stochastic gradients, and cooperate to jointly ...

5 days ago · To solve different truncated loss functions, we propose the use of a unified proximal operator algorithm. We introduce a fast ADMM algorithm to handle any ...

6 days ago · Our new paper Global Optimization for the Multilevel European Gas Market System with Nonlinear Flow Models on Trees (jointly with Lars Schewe, University of ...