6 papers
An Anderson-accelerated stochastic extragradient method for stochastic variational inequalities
Xin Qu, Wei Bian, Xiaojun Chen
In this paper, we propose an Anderson-accelerated stochastic extragradient algorithm for solving a class of stochastic variational inequalities, by incorporating Anderson accelerat…
A consensus-based optimization method for nonsmooth nonconvex programs with approximated gradient descent scheme
Jiazhen Wei, Fan Wu, Wei Bian
In this paper, we are interested in finding the global minimizer of a nonsmooth nonconvex unconstrained optimization problem. By combining the discrete consensus-based optimization…
Extrapolated Hard Thresholding Algorithms with Finite Length for Composite Penalized Problems
Fan Wu, Jiazhen Wei, Wei Bian
For a class of sparse optimization problems with the penalty function of , we first characterize its local minimizers and then propose an extrapolated hard thresho…
Smoothing Iterative Consensus-based Optimization Algorithm for Nonsmooth Nonconvex Optimization Problems with Global Optimality
Jiazhen Wei, Wei Bian
In this paper, we focus on finding the global minimizer of a general unconstrained nonsmooth nonconvex optimization problem. Taking advantage of the smoothing method and the consen…
A Smoothing Consensus-Based Optimization Algorithm for Nonsmooth Nonconvex Optimization
Jiazhen Wei, Wei Bian
Lately, a novel swarm intelligence model, namely the consensus-based optimization (CBO) algorithm, was introduced to deal with the global optimization problems. Limited by the cond…
A smoothing Anderson acceleration algorithm for nonsmooth fixed point problem with linear convergence
Zekai Li, Wei Bian
In this paper, we consider the Anderson acceleration method for solving the contractive fixed point problem, which is nonsmooth in general. We define a class of smoothing functions…