77 citations · 318 across the 57 of their papers we have counts for
5 papers · 1 filter
The proximal point method revisited
Dmitriy Drusvyatskiy
In this short survey, I revisit the role of the proximal point method in large scale optimization. I focus on three recent examples: a proximally guided subgradient method for weak…
The nonsmooth landscape of phase retrieval
Damek Davis, Dmitriy Drusvyatskiy, Courtney Paquette
We consider a popular nonsmooth formulation of the real phase retrieval problem. We show that under standard statistical assumptions, a simple subgradient method converges linearly…
The many faces of degeneracy in conic optimization
Dmitriy Drusvyatskiy, Henry Wolkowicz
Slater's condition -- existence of a "strictly feasible solution" -- is a common assumption in conic optimization. Without strict feasibility, first-order optimality conditions may…
Catalyst Acceleration for Gradient-Based Non-Convex Optimization
Courtney Paquette, Hongzhou Lin, Dmitriy Drusvyatskiy +2
We introduce a generic scheme to solve nonconvex optimization problems using gradient-based algorithms originally designed for minimizing convex functions. Even though these method…
Foundations of gauge and perspective duality
Alexandre Y. Aravkin, James V. Burke, Dmitriy Drusvyatskiy +2
We revisit the foundations of gauge duality and demonstrate that it can be explained using a modern approach to duality based on a perturbation framework. We therefore put gauge du…