Fast convergence of dynamical ADMM via time scaling of damped inertial dynamics

H Attouch, Z Chbani, J Fadili, H Riahi - Journal of Optimization Theory and …, 2022 - Springer
In this paper, we propose in a Hilbertian setting a second-order time-continuous dynamic
system with fast convergence guarantees to solve structured convex minimization problems …

Robust multiple subspaces transfer for heterogeneous domain adaptation

Y Liu, B Du, Y Chen, L Zhang - Pattern Recognition, 2024 - Elsevier
Heterogeneous domain adaptation (HDA) aims to execute knowledge transfer from a source
domain to a heterogeneous target domain. Previous works typically inject knowledge from …

Convergence results of two-step inertial proximal point algorithm

OS Iyiola, Y Shehu - Applied Numerical Mathematics, 2022 - Elsevier
This paper proposes a two-point inertial proximal point algorithm to find zero of maximal
monotone operators in Hilbert spaces. We obtain weak convergence results and non …

Anderson acceleration of proximal gradient methods

V Mai, M Johansson - International Conference on Machine …, 2020 - proceedings.mlr.press
Anderson acceleration is a well-established and simple technique for speeding up fixed-
point computations with countless applications. This work introduces novel methods for …

Beyond l1: Faster and better sparse models with skglm

Q Bertrand, Q Klopfenstein… - Advances in …, 2022 - proceedings.neurips.cc
We propose a new fast algorithm to estimate any sparse generalized linear model with
convex or non-convex separable penalties. Our algorithm is able to solve problems with …

Strongly convergent inertial proximal point algorithm without on-line rule

LO Jolaoso, Y Shehu, JC Yao - Journal of Optimization Theory and …, 2024 - Springer
We present a strongly convergent Halpern-type proximal point algorithm with double inertial
effects to find a zero of a maximal monotone operator in Hilbert spaces. The strong …

Modified proximal gradient methods involving double inertial extrapolations for monotone inclusion

P Inkrong, P Cholamjiak - Mathematical Methods in the Applied …, 2024 - Wiley Online Library
In this work, we propose a novel class of forward‐backward‐forward algorithms for solving
monotone inclusion problems. Our approach incorporates a self‐adaptive technique to …

Anderson acceleration for nonconvex ADMM based on Douglas‐Rachford splitting

W Ouyang, Y Peng, Y Yao, J Zhang… - Computer Graphics …, 2020 - Wiley Online Library
The alternating direction multiplier method (ADMM) is widely used in computer graphics for
solving optimization problems that can be nonsmooth and nonconvex. It converges quickly …

On the asymptotic linear convergence speed of Anderson acceleration applied to ADMM

D Wang, Y He, H De Sterck - Journal of Scientific Computing, 2021 - Springer
Empirical results show that Anderson acceleration (AA) can be a powerful mechanism to
improve the asymptotic linear convergence speed of the Alternating Direction Method of …

Geometry of first-order methods and adaptive acceleration

C Poon, J Liang - arxiv preprint arxiv:2003.03910, 2020 - arxiv.org
First-order operator splitting methods are ubiquitous among many fields through science
and engineering, such as inverse problems, signal/image processing, statistics, data …