30 citations · 87 across the 11 of their papers we have counts for
4 papers · 1 filter
Acceleration of Primal-Dual Methods by Preconditioning and Simple Subproblem Procedures
Yanli Liu, Yunbei Xu, Wotao Yin
Primal-Dual Hybrid Gradient (PDHG) and Alternating Direction Method of Multipliers (ADMM) are two widely-used first-order optimization methods. They reduce a difficult problem to s…
Breaking the Span Assumption Yields Fast Finite-Sum Minimization
Robert Hannah, Yanli Liu, Daniel O'Connor +1
In this paper, we show that SVRG and SARAH can be modified to be fundamentally faster than all of the other standard algorithms that minimize the sum of smooth functions, such…
An Envelope for Davis-Yin Splitting and Strict Saddle Point Avoidance
Yanli Liu, Wotao Yin
It is known that operator splitting methods based on Forward Backward Splitting (FBS), Douglas-Rachford Splitting (DRS), and Davis-Yin Splitting (DYS) decompose a difficult optimiz…
Douglas--Rachford Splitting and ADMM for Pathological Convex Optimization
Ernest K. Ryu, Yanli Liu, Wotao Yin
Despite the vast literature on DRS and ADMM, there has been very little work analyzing their behavior under pathologies. Most analyses assume a primal solution exists, a dual solut…