## Complexity-Optimal and Parameter-Free First-Order Methods for Finding Stationary Points of Composite Optimization Problems

This paper develops and analyzes an accelerated proximal descent method for finding stationary points of nonconvex composite optimization problems. The objective function is of the form f+h where h is a proper closed convex function, f is a differentiable function on the domain of h, and ∇f is Lipschitz continuous on the domain of h. … Read more

## Extending the ergodic convergence rate of the proximal ADMM

Pointwise and ergodic iteration-complexity results for the proximal alternating direction method of multipliers (ADMM) for any stepsize in $(0,(1+\sqrt{5})/2)$ have been recently established in the literature. In addition to giving alternative proofs of these results, this paper also extends the ergodic iteration-complexity result to include the case in which the stepsize is equal to $(1+\sqrt{5})/2$. … Read more

## Improved pointwise iteration-complexity of a regularized ADMM and of a regularized non-Euclidean HPE framework

This paper describes a regularized variant of the alternating direction method of multipliers (ADMM) for solving linearly constrained convex programs. It is shown that the pointwise iteration-complexity of the new method is better than the corresponding one for the standard ADMM method and that, up to a logarithmic term, is identical to the ergodic iteration-complexity … Read more

## An accelerated HPE-type algorithm for a class of composite convex-concave saddle-point problems

This article proposes a new algorithm for solving a class of composite convex-concave saddle-point problems. The new algorithm is a special instance of the hybrid proximal extragradient framework in which a Nesterov’s accelerated variant is used to approximately solve the prox subproblems. One of the advantages of the new method is that it works for … Read more