6 papers · 1 filter
A Domain-Specific Harness for End-to-End Automation of Optimization Research
Heechang Kim, Ernest K. Ryu, Shuvomoy Das Gupta
We present AutoOPT, a domain-specific harness for end-to-end automation of optimization research. AutoOPT organizes the discovery of optimal first-order methods into four stages: n…
Computer-Assisted Design of Accelerated Composite Optimization Methods: OptISTA
Uijeong Jang, Shuvomoy Das Gupta, Ernest K. Ryu
The accelerated composite optimization method FISTA (Beck, Teboulle 2009) is suboptimal by a constant factor, and we present a new method OptISTA that improves FISTA by a constant…
Uniqueness of DRS as the 2 Operator Resolvent-Splitting and Impossibility of 3 Operator Resolvent-Splitting
Ernest K. Ryu
Given the success of Douglas--Rachford splitting (DRS), it is natural to ask whether DRS can be generalized. Are there other 2 operator resolvent-splittings sharing the favorable p…
Convergence Analyses of Davis-Yin Splitting via Scaled Relative Graphs II: Convex Optimization Problems
Soheun Yi, Ernest K. Ryu
The prior work of [SIAM J. Optim., 2025] used scaled relative graphs (SRG) to analyze the convergence of Davis--Yin splitting (DYS) iterations on monotone inclusion problems. In th…
Accelerated Minimax Algorithms Flock Together
TaeHo Yoon, Ernest K. Ryu
Several new accelerated methods in minimax optimization and fixed-point iterations have recently been discovered, and, interestingly, they rely on a mechanism distinct from Nestero…
Coordinate-Update Algorithms can Efficiently Detect Infeasible Optimization Problems
Jinhee Paeng, Jisun Park, Ernest K. Ryu
Coordinate update/descent algorithms are widely used in large-scale optimization due to their low per-iteration cost and scalability, but their behavior on infeasible or misspecifi…