4 citations · 5 across the 10 of their papers we have counts for
4 papers · 1 filter
Complexity and convergence analysis of a single-loop SDCAM for Lipschitz composite optimization and beyond
Hao Zhang, Naoki Marumo, Ting Kei Pong +1
We develop and analyze a single-loop algorithm for minimizing the sum of a Lipschitz differentiable function , a prox-friendly proper closed function (with a closed domain o…
A Regression-Based Prediction-Correction Method for Stochastic Time-Varying Optimization Problems
Tomoya Kamijima, Naoki Marumo, Akiko Takeda
In many real-world applications, optimization problems evolve continuously over time and are often subject to stochastic noise. We consider a stochastic time-varying optimization p…
On the equivalence of a Hessian-free inequality and Lipschitz continuous Hessian
Radu I. Boţ, Minh N. Dao, Tianxiang Liu +2
It is known that if a twice differentiable function has a Lipschitz continuous Hessian, then its gradients satisfy a Jensen-type inequality. In particular, this inequality is Hessi…
A Simple yet Highly Accurate Prediction-Correction Algorithm for Time-Varying Optimization
Tomoya Kamijima, Naoki Marumo, Akiko Takeda
This paper proposes a simple yet highly accurate prediction-correction algorithm, SHARP, for unconstrained time-varying optimization problems. Its prediction is based on an extrapo…