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math.OC2019★ 7 cited
Proximal Adam: Robust Adaptive Update Scheme for Constrained Optimization
Peter Melchior, Rémy Joseph, Fred Moolekamp
We implement the adaptive step size scheme from the optimization methods AdaGrad and Adam in a novel variant of the Proximal Gradient Method (PGM). Our algorithm, dubbed AdaProx, a…
math.OC2017★ 8 cited
Block-Simultaneous Direction Method of Multipliers: A proximal primal-dual splitting algorithm for nonconvex problems with multiple constraints
Fred Moolekamp, Peter Melchior
We introduce a generalization of the linearized Alternating Direction Method of Multipliers to optimize a real-valued function of multiple arguments with potentially multiple c…