6 papers
Constrained Consensus-Based Optimization and Numerical Heuristics for the Few Particle Regime
Jonas Beddrich, Enis Chenchene, Massimo Fornasier +2
Consensus-based optimization (CBO) is a versatile multi-particle optimization method for performing nonconvex and nonsmooth global optimizations in high dimensions. Proofs of globa…
Fast Krasnoselskii-Mann Method with Overrelaxation and Preconditioners
Radu I. Boţ, Enis Chenchene, Jalal M. Fadili
We study accelerated Krasnoselskii-Mann-type methods with preconditioners in both continuous and discrete time. From a continuous-time model, we derive a generalized fast Krasnosel…
Accelerating Diagonal Methods for Bilevel Optimization: Unified Convergence via Continuous-Time Dynamics
Radu Ioan Boţ, Enis Chenchene, Ernö Robert Csetnek +1
We analyze fast diagonal methods for simple bilevel programs. Guided by the analysis of the corresponding continuous-time dynamics, we provide a unified convergence analysis under…
Splitting the Forward-Backward Algorithm: A Full Characterization
Anton à kerman, Enis Chenchene, Pontus Giselsson +1
We study frugal splitting algorithms with minimal lifting for solving monotone inclusion problems involving sums of maximal monotone and cocoercive operators. Building on a foundat…
Wasserstein medians: robustness, PDE characterization and numerics
Guillaume Carlier, Enis Chenchene, Katharina Eichinger
We investigate the notion of Wasserstein median as an alternative to the Wasserstein barycenter, which has become popular but may be sensitive to outliers. In terms of robustness t…
Extra-Gradient Method with Flexible Anchoring: Strong Convergence and Fast Residual Decay
Radu Ioan Boţ, Enis Chenchene
In this paper, we introduce a novel Extra-Gradient method with anchor term governed by general parameters. Our method is derived from an explicit discretization of a Tikhonov-regul…