86 citations · 685 across the 45 of their papers we have counts for
4 papers · 1 filter
Smooth Primal-Dual Coordinate Descent Algorithms for Nonsmooth Convex Optimization
Ahmet Alacaoglu, Quoc Tran-Dinh, Olivier Fercoq +1
We propose a new randomized coordinate descent method for a convex optimization template with broad applications. Our analysis relies on a novel combination of four ideas applied t…
Adaptive restart of accelerated gradient methods under local quadratic growth condition
Olivier Fercoq, Zheng Qu
By analyzing accelerated proximal gradient methods under a local quadratic growth condition, we show that restarting these algorithms at any frequency gives a globally linearly con…
Smoothing technique for nonsmooth composite minimization with linear operator
Quang Van Nguyen, Olivier Fercoq, Volkan Cevher
We introduce and analyze an algorithm for the minimization of convex functions that are the sum of differentiable terms and proximable terms composed with linear operators. The met…
Generalized Concomitant Multi-Task Lasso for sparse multimodal regression
Mathurin Massias, Olivier Fercoq, Alexandre Gramfort +1
In high dimension, it is customary to consider Lasso-type estimators to enforce sparsity. For standard Lasso theory to hold, the regularization parameter should be proportional to…