activity
20132021
most citedRandomized projection methods for convex feasibility problems: conditioning and convergence rates

11 citations · 46 across the 15 of their papers we have counts for

collaborators

16 papers

cs.LG2021

Complexity of Inexact Proximal Point Algorithm for minimizing convex functions with Holderian Growth

Andrei Pătraşcu, Paul Irofti

Several decades ago the Proximal Point Algorithm (PPA) started to gain a long-lasting attraction for both abstract operator theory and numerical optimization communities. Even in m…

cs.LG2020

Stochastic Proximal Gradient Algorithm with Minibatches. Application to Large Scale Learning Models

Andrei Patrascu, Ciprian Paduraru, Paul Irofti

Stochastic optimization lies at the core of most statistical learning models. The recent great development of stochastic algorithmic tools focused significantly onto proximal gradi…

math.OC2019

Stochastic proximal splitting algorithm for composite minimization

Andrei Patrascu, Paul Irofti

Supported by the recent contributions in multiple branches, the first-order splitting algorithms became central for structured nonsmooth optimization. In the large-scale or noisy c…

cs.LG2019★ 2 cited

Community-Level Anomaly Detection for Anti-Money Laundering

Andra Baltoiu, Andrei Patrascu, Paul Irofti

Anomaly detection in networks often boils down to identifying an underlying graph structure on which the abnormal occurrence rests on. Financial fraud schemes are one such example,…

cs.LG2019★ 4 cited

Quick survey of graph-based fraud detection methods

Paul Irofti, Andrei Patrascu, Andra Baltoiu

In general, anomaly detection is the problem of distinguishing between normal data samples with well defined patterns or signatures and those that do not conform to the expected pr…

math.OC2019

New nonasymptotic convergence rates of stochastic proximal pointalgorithm for convex optimization problems

Andrei Patrascu

Large sectors of the recent optimization literature focused in the last decade on the development of optimal stochastic first order schemes for constrained convex models under prog…

math.OC2018★ 11 cited

Randomized projection methods for convex feasibility problems: conditioning and convergence rates

Ion Necoara, Peter Richtarik, Andrei Patrascu

Finding a point in the intersection of a collection of closed convex sets, that is the convex feasibility problem, represents the main modeling strategy for many computational prob…

math.OC2017★ 9 cited

Nonasymptotic convergence of stochastic proximal point algorithms for constrained convex optimization

Andrei Patrascu, Ion Necoara

A very popular approach for solving stochastic optimization problems is the stochastic gradient descent method (SGD). Although the SGD iteration is computationally cheap and the pr…

math.OC2015

Complexity certifications of first order inexact Lagrangian methods for general convex programming

Ion Necoara, Andrei Patrascu, Angelia Nedić

In this chapter we derive computational complexity certifications of first order inexact dual methods for solving general smooth constrained convex problems which can arise in real…

math.OC2015★ 1 cited

Complexity of first order inexact Lagrangian and penalty methods for conic convex programming

Ion Necoara, Andrei Patrascu, Francois Glineur

In this paper we present a complete iteration complexity analysis of inexact first order Lagrangian and penalty methods for solving cone constrained convex problems that have or ma…

math.OC2015

Adaptive inexact fast augmented Lagrangian methods for constrained convex optimization

Andrei Patrascu, Ion Necoara, Quoc Tran-Dinh

In this paper we analyze several inexact fast augmented Lagrangian methods for solving linearly constrained convex optimization problems. Mainly, our methods rely on the combinatio…

math.OC2015★ 4 cited

DuQuad: an inexact (augmented) dual first order algorithm for quadratic programming

Ion Necoara, Andrei Patrascu

In this paper we present the solver DuQuad specialized for solving general convex quadratic problems arising in many engineering applications. When it is difficult to project on th…

math.OC2014★ 8 cited

Iteration complexity analysis of dual first order methods for conic convex programming

Ion Necoara, Andrei Patrascu

In this paper we provide a detailed analysis of the iteration complexity of dual first order methods for solving conic convex problems. When it is difficult to project on the prima…

math.OC2014★ 4 cited

Iteration complexity analysis of random coordinate descent methods for regularized convex problems

Andrei Patrascu, Ion Necoara

In this paper we analyze a family of general random block coordinate descent methods for the minimization of regularized optimization problems, i.e. the objective function…

math.OC2013★ 1 cited

Efficient random coordinate descent algorithms for large-scale structured nonconvex optimization

A. Patrascu, I. Necoara

In this paper we analyze several new methods for solving nonconvex optimization problems with the objective function formed as a sum of two terms: one is nonconvex and smooth, and…

math.OC2013★ 2 cited

A random coordinate descent algorithm for optimization problems with composite objective function and linear coupled constraints

Ion Necoara, Andrei Patrascu

In this paper we propose a variant of the random coordinate descent method for solving linearly constrained convex optimization problems with composite objective functions. If the…