43 citations · 108 across the 21 of their papers we have counts for
4 papers · 2 filters
A generic coordinate descent solver for nonsmooth convex optimization
Olivier Fercoq
We present a generic coordinate descent solver for the minimization of a nonsmooth convex objective with structure. The method can deal in particular with problems with linear cons…
An Adaptive Primal-Dual Framework for Nonsmooth Convex Minimization
Quoc Tran-Dinh, Ahmet Alacaoglu, Olivier Fercoq +1
We propose a new self-adaptive, double-loop smoothing algorithm to solve composite, nonsmooth, and constrained convex optimization problems. Our algorithm is based on Nesterov's sm…
A Conditional Gradient Framework for Composite Convex Minimization with Applications to Semidefinite Programming
Alp Yurtsever, Olivier Fercoq, Francesco Locatello +1
We propose a conditional gradient framework for a composite convex minimization template with broad applications. Our approach combines smoothing and homotopy techniques under the…
Restarting the accelerated coordinate descent method with a rough strong convexity estimate
Olivier Fercoq, Zheng Qu
We propose new restarting strategies for the accelerated coordinate descent method. Our main contribution is to show that for a well chosen sequence of restarting times, the restar…