4 papers
Riemannian Dueling Optimization
Yuxuan Ren, Abhishek Roy, Shiqian Ma
Dueling optimization considers optimizing an objective with access to only a comparison oracle of the objective function. It finds important applications in emerging fields such as…
Exact worst-case convergence rates for Douglas--Rachford and Davis--Yin splitting methods
Edward Duc Hien Nguyen, Jaewook J. Suh, Xin Jiang +1
In this work, we aim to establish the exact worst-case convergence rates of Douglas--Rachford splitting (DRS) and Davis--Yin splitting (DYS) when applied to convex optimization pro…
Bregman Douglas-Rachford Splitting Method
Shiqian Ma, Lin Xiao, Renbo Zhao
In this paper, we propose the Bregman Douglas-Rachford splitting (BDRS) method and its variant Bregman Peaceman-Rachford splitting method for solving maximal monotone inclusion pro…
An Adaptive and Parameter-Free Nesterov's Accelerated Gradient Method for Convex Optimization
Jaewook J. Suh, Shiqian Ma
We propose AdaNAG, an adaptive accelerated gradient method based on Nesterov's accelerated gradient method. AdaNAG is line-search-free, parameter-free, and achieves the accelerated…