873 citations · 5.4k across the 120 of their papers we have counts for
6 papers · 2 filters
Run-and-Inspect Method for Nonconvex Optimization and Global Optimality Bounds for R-Local Minimizers
Yifan Chen, Yuejiao Sun, Wotao Yin
Many optimization algorithms converge to stationary points. When the underlying problem is nonconvex, they may get trapped at local minimizers and occasionally stagnate near saddle…
More Iterations per Second, Same Quality -- Why Asynchronous Algorithms may Drastically Outperform Traditional Ones
Robert Hannah, Wotao Yin
In this paper, we consider the convergence of a very general asynchronous-parallel algorithm called ARock, that takes many well-known asynchronous algorithms as special cases (grad…
Proximal-Proximal-Gradient Method
Ernest K. Ryu, Wotao Yin
In this paper, we present the proximal-proximal-gradient method (PPG), a novel optimization method that is simple to implement and simple to parallelize. PPG generalizes the proxim…
A New Use of Douglas-Rachford Splitting and ADMM for Identifying Infeasible, Unbounded, and Pathological Conic Programs
Yanli Liu, Ernest K. Ryu, Wotao Yin
In this paper, we present a method for identifying infeasible, unbounded, and pathological conic programs based on Douglas-Rachford splitting, or equivalently ADMM. When an optimiz…
Asynchronous Coordinate Descent under More Realistic Assumptions
Tao Sun, Robert Hannah, Wotao Yin
Asynchronous-parallel algorithms have the potential to vastly speed up algorithms by eliminating costly synchronization. However, our understanding to these algorithms is limited b…
Algorithm for Overcoming the Curse of Dimensionality for State-dependent Hamilton-Jacobi equations
Yat Tin Chow, Jerome Darbon, Stanley Osher +1
In this paper, we develop algorithms to overcome the curse of dimensionality in possibly non-convex state-dependent Hamilton-Jacobi equations (HJ PDEs) arising from optimal control…