Zobrazeno 1 - 10
of 21
pro vyhledávání: '"Ernest K. Ryu"'
Autor:
Ernest K. Ryu, Wotao Yin
Starting from where a first course in convex optimization leaves off, this text presents a unified analysis of first-order optimization methods – including parallel-distributed algorithms – through the abstraction of monotone operators. With the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3ca876efab8bb58dcdbf136c39a071b8
https://doi.org/10.1017/9781009160865
https://doi.org/10.1017/9781009160865
Publikováno v:
Mathematical Programming. 194:569-619
Many iterative methods in applied mathematics can be thought of as fixed-point iterations, and such algorithms are usually analyzed analytically, with inequalities. In this paper, we present a geometric approach to analyzing contractive and nonexpans
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2e57a200a5182b53bcdc5c1fd905e7ca
https://doi.org/10.1007/s10107-021-01639-w
https://doi.org/10.1007/s10107-021-01639-w
Autor:
Ernest K. Ryu, Youngsuk Park
Publikováno v:
Optimization Letters. 14:1583-1598
In this work, we present and analyze C-SAGA, a (deterministic) cyclic variant of SAGA. C-SAGA is an incremental gradient method that minimizes a sum of differentiable convex functions by cyclically accessing their gradients. Even though the theory of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a78ff6442f1327cc4f6da9f5ff82b8e0
https://doi.org/10.1007/s11590-019-01520-y
https://doi.org/10.1007/s11590-019-01520-y
Operator Splitting Performance Estimation: Tight Contraction Factors and Optimal Parameter Selection
Publikováno v:
SIAM Journal on Optimization
SIAM Journal on Optimization, 2020, 30 (3), pp.2251-2271. ⟨10.1137/19M1304854⟩
SIAM Journal on Optimization, Society for Industrial and Applied Mathematics, 2020, 30 (3), pp.2251-2271. ⟨10.1137/19M1304854⟩
SIAM Journal on Optimization, 2020, 30 (3), pp.2251-2271. ⟨10.1137/19M1304854⟩
SIAM Journal on Optimization, Society for Industrial and Applied Mathematics, 2020, 30 (3), pp.2251-2271. ⟨10.1137/19M1304854⟩
We propose a methodology for studying the performance of common splitting methods through semidefinite programming. We prove tightness of the methodology and demonstrate its value by presenting two applications of it. First, we use the methodology as
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c8bfa16e9fd0c9e26f6d1efdae75b7c6
https://doi.org/10.1137/19m1304854
https://doi.org/10.1137/19m1304854
Publikováno v:
SIAM Journal on Scientific Computing. 42:B185-B206
Many imaging problems, such as total variation reconstruction of X-ray computed tomography (CT) and positron-emission tomography (PET), are solved via a convex optimization problem with near-circulant, but not actually circulant, linear systems. The
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0a7b9c98470f1b6d1c8677483e4dd10d
https://doi.org/10.1137/18m1224003
https://doi.org/10.1137/18m1224003
Autor:
Bằng Công Vũ, Ernest K. Ryu
Publikováno v:
Journal of Optimization Theory and Applications. 184:858-876
We consider the monotone inclusion problem with a sum of 3 operators, in which 2 are monotone and 1 is monotone-Lipschitz. The classical Douglas–Rachford and forward–backward–forward methods, respectively, solve the monotone inclusion problem w
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::094f947992e972af2044c66f97faaf14
https://doi.org/10.1007/s10957-019-01601-z
https://doi.org/10.1007/s10957-019-01601-z
Publikováno v:
Journal of Computational Mathematics. 37:778-812
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::462d3a05e84665ecf36b6f19695756d9
https://doi.org/10.4208/jcm.1906-m2018-0282
https://doi.org/10.4208/jcm.1906-m2018-0282
Publikováno v:
Mathematical Programming. 177:225-253
In this paper, we present a method for identifying infeasible, unbounded, and pathological conic programs based on Douglas–Rachford splitting. When an optimization program is infeasible, unbounded, or pathological, the iterates of Douglas–Rachfor
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8825d423c27b8af821921541cc13c711
https://doi.org/10.1007/s10107-018-1265-5
https://doi.org/10.1007/s10107-018-1265-5
Unbalanced and Partial $$L_1$$ L 1 Monge–Kantorovich Problem: A Scalable Parallel First-Order Method
Publikováno v:
Journal of Scientific Computing. 75:1596-1613
We propose a new algorithm to solve the unbalanced and partial $$L_1$$L1-Monge---Kantorovich problems. The proposed method is a first-order primal-dual method that is scalable and parallel. The method's iterations are conceptually simple, computation
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::80bec62ff9dfeb2eb08766eb71aa55a7
https://doi.org/10.1007/s10915-017-0600-y
https://doi.org/10.1007/s10915-017-0600-y
Publikováno v:
Journal of Scientific Computing. 75:182-197
We propose a new algorithm to approximate the Earth Mover’s distance (EMD). Our main idea is motivated by the theory of optimal transport, in which EMD can be reformulated as a familiar $$L_1$$ type minimization. We use a regularization which gives
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2f350beaeea38359fdf555b06407348a
https://doi.org/10.1007/s10915-017-0529-1
https://doi.org/10.1007/s10915-017-0529-1