36 citations · 98 across the 20 of their papers we have counts for
4 papers · 1 filter
Random block coordinate methods for inconsistent convex optimisation problems
Mathias Staudigl, Paulin Jacquot
We develop a novel randomised block coordinate primal-dual algorithm for a class of non-smooth ill-posed convex programs. Lying in the midway between the celebrated Chambolle-Pock…
A conditional gradient homotopy method with applications to Semidefinite Programming
Pavel Dvurechensky, Gabriele Iommazzo, Shimrit Shtern +1
We propose a new homotopy-based conditional gradient method for solving convex optimization problems with a large number of simple conic constraints. Instances of this template nat…
Mini-batch stochastic three-operator splitting for distributed optimization
Barbara Franci, Mathias Staudigl
We consider a network of agents, each with its own private cost consisting of a sum of two possibly nonsmooth convex functions, one of which is composed with a linear operator. At…
Proximal-like algorithms for equilibrium seeking in mixed-integer Nash equilibrium problems
Filippo Fabiani, Barbara Franci, Simone Sagratella +2
We consider potential games with mixed-integer variables, for which we propose two distributed, proximal-like equilibrium seeking algorithms. Specifically, we focus on two scenario…