5 papers · 2 filters
Anisotropic Proximal Point Algorithm
Emanuel Laude, Panagiotis Patrinos
In this paper we study a nonlinear dual space preconditioning approach for the relaxed Proximal Point Algorithm (PPA) with application to monotone and relatively cohypomonotone inc…
The inexact power augmented Lagrangian method for constrained nonconvex optimization
Alexander Bodard, Konstantinos Oikonomidis, Emanuel Laude +1
This work introduces an unconventional inexact augmented Lagrangian method where the augmenting term is a Euclidean norm raised to a power between one and two. The proposed algorit…
Global Convergence Analysis of the Power Proximal Point and Augmented Lagrangian Method
Konstantinos A. Oikonomidis, Alexander Bodard, Emanuel Laude +1
In this paper we study an unconventional inexact Augmented Lagrangian Method (ALM) for convex optimization problems, as first proposed by Bertsekas, wherein the penalty term is a p…
Nonlinearly Preconditioned Gradient Methods under Generalized Smoothness
Konstantinos Oikonomidis, Jan Quan, Emanuel Laude +1
We analyze nonlinearly preconditioned gradient methods for solving smooth minimization problems. We introduce a generalized smoothness property, based on the notion of abstract con…
Forward-backward splitting under the light of generalized convexity
Konstantinos Oikonomidis, Emanuel Laude, Panagiotis Patrinos
In this paper we present a unifying framework for continuous optimization methods grounded in the concept of generalized convexity. Utilizing the powerful theory of -convexity,…