21 citations · 44 across the 40 of their papers we have counts for
6 papers · 1 filter
Exact Solutions for the NP-hard Wasserstein Barycenter Problem using a Doubly Nonnegative Relaxation and a Splitting Method
Woosuk L. Jung, Henry Wolkowicz
The so-called \emph{simplified} Wasserstein barycenter problem, also known as the cheapest hub problem, consists in selecting one point from each of given sets, each set consis…
Accelerated gradient descent: A guaranteed bound for a heuristic restart strategy
Walaa M. Moursi, Viktor Pavlovic, Stephen A. Vavasis
The convergence rate in function value of accelerated gradient descent is optimal, but there are many modifications that have been used to speed up convergence in practi…
Range of the displacement operator of PDHG with applications to quadratic and conic programming
Tao Jiang, Walaa M. Moursi, Stephen A. Vavasis
Primal-dual hybrid gradient (PDHG) is a first-order method for saddle-point problems and convex programming introduced by Chambolle and Pock. Recently, Applegate et al.\ analyzed t…
On the Bredies-Chenchene-Lorenz-Naldi algorithm
Heinz H. Bauschke, Walaa M. Moursi, Shambhavi Singh +1
Monotone inclusion problems occur in many areas of optimization and variational analysis. Splitting methods, which utilize resolvents or proximal mappings of the underlying operato…
How averaged is the composition of two linear projections?
Heinz H. Bauschke, Theo Bendit, Walaa M. Moursi
Projection operators are fundamental algorithmic operators in Analysis and Optimization. It is well known that these operators are firmly nonexpansive; however, their composition i…
Optimal Control Duality and the Douglas-Rachford Algorithm
Regina S. Burachik, Bethany I Caldwell, C. Yalçın Kaya +1
We explore the relationship between the dual of a weighted minimum-energy control problem, a special case of linear-quadratic optimal control problems, and the Douglas-Rachford (DR…