Lower bounds and optimal algorithms for personalized federated learning
In this work, we consider the optimization formulation of personalized federated learning
recently introduced by Hanzely & Richtarik (2020) which was shown to give an alternative …
recently introduced by Hanzely & Richtarik (2020) which was shown to give an alternative …
An introduction to continuous optimization for imaging
A Chambolle, T Pock - Acta Numerica, 2016 - cambridge.org
A large number of imaging problems reduce to the optimization of a cost function, with
typical structural properties. The aim of this paper is to describe the state of the art in …
typical structural properties. The aim of this paper is to describe the state of the art in …
A unified algorithmic framework for block-structured optimization involving big data: With applications in machine learning and signal processing
This article presents a powerful algorithmic framework for big data optimization, called the
block successive upper-bound minimization (BSUM). The BSUM includes as special cases …
block successive upper-bound minimization (BSUM). The BSUM includes as special cases …
[图书][B] First-order methods in optimization
A Beck - 2017 - SIAM
This book, as the title suggests, is about first-order methods, namely, methods that exploit
information on values and gradients/subgradients (but not Hessians) of the functions …
information on values and gradients/subgradients (but not Hessians) of the functions …
Global convergence of the heavy-ball method for convex optimization
E Ghadimi, HR Feyzmahdavian… - 2015 European control …, 2015 - ieeexplore.ieee.org
This paper establishes global convergence and provides global bounds of the rate of
convergence for the Heavy-ball method for convex optimization. When the objective function …
convergence for the Heavy-ball method for convex optimization. When the objective function …
A general framework for decentralized optimization with first-order methods
Decentralized optimization to minimize a finite sum of functions, distributed over a network of
nodes, has been a significant area within control and signal-processing research due to its …
nodes, has been a significant area within control and signal-processing research due to its …
Accelerated, parallel, and proximal coordinate descent
O Fercoq, P Richtárik - SIAM Journal on Optimization, 2015 - SIAM
We propose a new randomized coordinate descent method for minimizing the sum of
convex functions each of which depends on a small number of coordinates only. Our method …
convex functions each of which depends on a small number of coordinates only. Our method …
Stochastic primal-dual coordinate method for regularized empirical risk minimization
We consider a generic convex optimization problem associated with regularized empirical
risk minimization of linear predictors. The problem structure allows us to reformulate it as a …
risk minimization of linear predictors. The problem structure allows us to reformulate it as a …
An optimal randomized incremental gradient method
In this paper, we consider a class of finite-sum convex optimization problems whose
objective function is given by the average of m\,(≥ 1) m (≥ 1) smooth components together …
objective function is given by the average of m\,(≥ 1) m (≥ 1) smooth components together …
Decentralized stochastic optimization and machine learning: A unified variance-reduction framework for robust performance and fast convergence
Decentralized methods to solve finite-sum minimization problems are important in many
signal processing and machine learning tasks where the data samples are distributed …
signal processing and machine learning tasks where the data samples are distributed …