4 papers
A New Primal-Dual Algorithm for a Class of Nonlinear Compositional Convex Optimization Problems
Yuzixuan Zhu, Deyi Liu, Quoc Tran-Dinh
We develop a novel primal-dual algorithm to solve a class of nonsmooth and nonlinear compositional convex minimization problems, which covers many existing and brand-new models as…
Non-Stationary First-Order Primal-Dual Algorithms with Faster Convergence Rates
Quoc Tran-Dinh, Yuzixuan Zhu
In this paper, we propose two novel non-stationary first-order primal-dual algorithms to solve nonsmooth composite convex optimization problems. Unlike existing primal-dual schemes…
Augmented Lagrangian-Based Decomposition Methods with Non-Ergodic Optimal Rates
Quoc Tran-Dinh, Yuzixuan Zhu
We develop two new variants of alternating direction methods of multipliers (ADMM) and two parallel primal-dual decomposition algorithms to solve a wide range class of constrained…
Sieve-SDP: a simple facial reduction algorithm to preprocess semidefinite programs
Yuzixuan, Zhu, Gabor Pataki +1
We introduce Sieve-SDP, a simple facial reduction algorithm to preprocess semidefinite programs (SDPs). Sieve-SDP inspects the constraints of the problem to detect lack of strict f…