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math.OC2023
Equilibrate Parametrization: Optimal Metric Selection with Provable One-iteration Convergence for -minimization
Yifan Ran
Incorporating a non-Euclidean variable metric to first-order algorithms is known to bring enhancement. However, due to the lack of an optimal choice, such an enhancement appears si…
math.OC2023
General Optimal Step-size for ADMM-type Algorithms: Domain Parametrization and Optimal Rates
Yifan Ran
In this work, we solve a 49-year open problem, the general optimal step-size for ADMM-type algorithms. For a convex program: , $\text{s.t.}\, {A}{…