On the complexity of approximating multimarginal optimal transport

T Lin, N Ho, M Cuturi, MI Jordan - Journal of Machine Learning Research, 2022 - jmlr.org
We study the complexity of approximating the multimarginal optimal transport (MOT)
distance, a generalization of the classical optimal transport distance, considered here …

The approximate duality gap technique: A unified theory of first-order methods

J Diakonikolas, L Orecchia - SIAM Journal on Optimization, 2019 - SIAM
We present a general technique for the analysis of first-order methods. The technique relies
on the construction of a duality gap for an appropriate approximation of the objective …

Cyclic block coordinate descent with variance reduction for composite nonconvex optimization

X Cai, C Song, S Wright… - … Conference on Machine …, 2023 - proceedings.mlr.press
Nonconvex optimization is central in solving many machine learning problems, in which
block-wise structure is commonly encountered. In this work, we propose cyclic block …

On a combination of alternating minimization and Nesterov's momentum

S Guminov, P Dvurechensky… - … on machine learning, 2021 - proceedings.mlr.press
Alternating minimization (AM) procedures are practically efficient in many applications for
solving convex and non-convex optimization problems. On the other hand, Nesterov's …

[PDF][PDF] Accelerated alternating minimization

S Guminov, P Dvurechensky… - arxiv preprint arxiv …, 2019 - researchgate.net
Alternating minimization (AM) optimization algorithms have been known for a long time and
are of importance in machine learning problems, among which we are mostly motivated by …

Block coordinate descent on smooth manifolds: Convergence theory and twenty-one examples

L Peng, R Vidal - arxiv preprint arxiv:2305.14744, 2023 - arxiv.org
Block coordinate descent is an optimization paradigm that iteratively updates one block of
variables at a time, making it quite amenable to big data applications due to its scalability …

[HTML][HTML] First-order methods for convex optimization

P Dvurechensky, S Shtern, M Staudigl - EURO Journal on Computational …, 2021 - Elsevier
First-order methods for solving convex optimization problems have been at the forefront of
mathematical optimization in the last 20 years. The rapid development of this important class …

Block-coordinate methods and restarting for solving extensive-form games

D Chakrabarti, J Diakonikolas… - Advances in Neural …, 2023 - proceedings.neurips.cc
Coordinate descent methods are popular in machine learning and optimization for their
simple sparse updates and excellent practical performance. In the context of large-scale …

Accelerated cyclic coordinate dual averaging with extrapolation for composite convex optimization

CY Lin, C Song, J Diakonikolas - … Conference on Machine …, 2023 - proceedings.mlr.press
Exploiting partial first-order information in a cyclic way is arguably the most natural strategy
to obtain scalable first-order methods. However, despite their wide use in practice, cyclic …

Joint graph learning and blind separation of smooth graph signals using minimization of mutual information and laplacian quadratic forms

A Einizade, SH Sardouie - IEEE Transactions on Signal and …, 2023 - ieeexplore.ieee.org
The smoothness of graph signals has found desirable real applications for processing
irregular (graph-based) signals. When the latent sources of the mixtures provided to us as …