Danqing Zhou

Relaxed Proximal Point Algorithm: Tight Complexity Bounds and Acceleration without Momentum

  • Bofan Wang
  • Shiqian Ma
  • Junfeng Yang
  • Danqing Zhou
    • Categories Convex and Nonsmooth Optimization, Convex Optimization, Nonsmooth Optimization Tags , , , ,

    \(\) In this paper, we focus on the relaxed proximal point algorithm (RPPA) for solving convex (possibly nonsmooth) optimization problems. We conduct a comprehensive study on three types of relaxation schedules: (i) constant schedule with relaxation parameter \(\alpha_k\equiv \alpha \in (0, \sqrt{2}]\), (ii) the dynamic schedule put forward by Teboulle and Vaisbourd [TV23], and (iii) … Read more

    AdaBB: Adaptive Barzilai-Borwein Method for Convex Optimization

  • Danqing Zhou
  • Shiqian Ma
  • Junfeng Yang
    • Categories Convex Optimization Tags , , , , ,

    In this paper, we propose AdaBB, an adaptive gradient method based on the Barzilai-Borwein stepsize. The algorithm is line-search-free and parameter-free, and essentially provides a convergent variant of the Barzilai-Borwein method for general unconstrained convex optimization. We analyze the ergodic convergence of the objective function value and the convergence of the iterates for solving general … Read more