351 citations · 1.2k across the 14 of their papers we have counts for
8 papers · 1 filter
Stochastic Approximation for Expectation Objective and Expectation Inequality-Constrained Nonconvex Optimization
Francisco Facchinei, Vyacheslav Kungurtsev
Stochastic Approximation has been a prominent set of tools for solving problems with noise and uncertainty. Increasingly, it becomes important to solve optimization problems wherei…
Asynchronous Optimization over Graphs: Linear Convergence under Error Bound Conditions
Loris Cannelli, Francisco Facchinei, Gesualdo Scutari +1
We consider convex and nonconvex constrained optimization with a partially separable objective function: agents minimize the sum of local objective functions, each of which is know…
Diminishing Stepsize Methods for Nonconvex Composite Problems via Ghost Penalties: from the General to the Convex Regular Constrained Case
Francisco Facchinei, Vyacheskav Kungurtsevb, Lorenzo Lampariello +1
In this paper we first extend the diminishing stepsize method for nonconvex constrained problems presented in [4] to deal with equality constraints and a nonsmooth objective functi…
Decentralized Dictionary Learning Over Time-Varying Digraphs
Amir Daneshmand, Ying Sun, Gesualdo Scutari +2
This paper studies Dictionary Learning problems wherein the learning task is distributed over a multi-agent network, modeled as a time-varying directed graph. This formulation is r…
Ghost Penalties in Nonconvex Constrained Optimization: Diminishing Stepsizes and Iteration Complexity
Francisco Facchinei, Vyacheslav Kungurtsev, Lorenzo Lampariello +1
We consider nonconvex constrained optimization problems and propose a new approach to the convergence analysis based on penalty functions. We make use of classical penalty function…
Asynchronous Parallel Algorithms for Nonconvex Big-Data Optimization. Part II: Complexity and Numerical Results
Loris Cannelli, Francisco Facchinei, Vyacheslav Kungurtsev +1
We present complexity and numerical results for a new asynchronous parallel algorithmic method for the minimization of the sum of a smooth nonconvex function and a convex nonsmooth…
Distributed Dictionary Learning
Amir Daneshmand, Gesualdo Scutari, Francisco Facchinei
The paper studies distributed Dictionary Learning (DL) problems where the learning task is distributed over a multi-agent network with time-varying (nonsymmetric) connectivity. Thi…
Asynchronous Parallel Algorithms for Nonconvex Optimization
Loris Cannelli, Francisco Facchinei, Vyacheslav Kungurtsev +1
We propose a new asynchronous parallel block-descent algorithmic framework for the minimization of the sum of a smooth nonconvex function and a nonsmooth convex one, subject to bot…