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Smooth over-parameterized solvers for non-smooth structured optimization
Clarice Poon, Gabriel Peyré
Non-smooth optimization is a core ingredient of many imaging or machine learning pipelines. Non-smoothness encodes structural constraints on the solutions, such as sparsity, group…
Geometry of First-Order Methods and Adaptive Acceleration
Clarice Poon, Jingwei Liang
First-order operator splitting methods are ubiquitous among many fields through science and engineering, such as inverse problems, signal/image processing, statistics, data science…
Trajectory of Alternating Direction Method of Multipliers and Adaptive Acceleration
Clarice Poon, Jingwei Liang
The alternating direction method of multipliers (ADMM) is one of the most widely used first-order optimisation methods in the literature owing to its simplicity, flexibility and ef…
Local Convergence Properties of SAGA/Prox-SVRG and Acceleration
Clarice Poon, Jingwei Liang, Carola-Bibiane Schönlieb
Over the past ten years, driven by large scale optimisation problems arising from machine learning, the development of stochastic optimisation methods have witnessed a tremendous g…