2018
DOI: 10.1137/16m1093094
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A Smooth Primal-Dual Optimization Framework for Nonsmooth Composite Convex Minimization

Abstract: We propose a new and low per-iteration complexity first-order primal-dual optimization framework for a convex optimization template with broad applications. Our analysis relies on a novel combination of three classic ideas applied to the primal-dual gap function: smoothing, acceleration, and homotopy. The algorithms due to the new approach achieve the best-known convergence rate results, in particular when the template consists of only non-smooth functions. We also outline a restart strategy for the accelerati… Show more

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Cited by 58 publications
(119 citation statements)
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References 70 publications
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“…Indeed, solving a single optimization problem with the HGL norm, using DecOpt [12], requires on average approximately 0.1 s, while the linear decoder requires only approximately 10 −5 s for a signal with 256 samples.…”
Section: Numerical Resultsmentioning
confidence: 99%
“…Indeed, solving a single optimization problem with the HGL norm, using DecOpt [12], requires on average approximately 0.1 s, while the linear decoder requires only approximately 10 −5 s for a signal with 256 samples.…”
Section: Numerical Resultsmentioning
confidence: 99%
“…In such a situation, efficient alternatives are primal-dual methods. Various references on these methods include [46][47][48] and references therein. These methods are basically built based on representing h via its Fenchel conjugate function h * , defined as The duality theory shows the existence of a dual problem to a given primal problem [43,Chapter 19] and puts them together.…”
Section: A Primal-dual First-order Methodsmentioning
confidence: 99%
“…In such a situation, efficient alternatives are primal‐dual methods. Various references on these methods include and references therein. These methods are basically built based on representing h via its Fenchel conjugate function h * , defined as h*()d=supboldcn0.5emcbolddh()c. …”
Section: Convex Optimization Of Energies Regressionmentioning
confidence: 99%
“…In summary, for this data set, replacing the random index set coming from the randomized approach with the learned indices leads to a noticeable improvement, whereas the improvements from switching to non-linear decoders are marginal. It should be noted that these decoders incur heavy computational costs; some running times are summarized in Table I based on a state-of-the-art primal-dual decomposition method [26]. As the Kenya data set size is quite limited, we performed similar experiments on a much larger data set called ImageNet.…”
Section: A Kenya and Imagenet Data Setsmentioning
confidence: 99%