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A first-order primal-dual method with adaptivity to local smoothness

Volkan Cevher, Maria-Luiza Vladarean

We consider the problem of finding a saddle point for the convex-concave objective

\min_x \max_y f(x) + \langle Ax, y\rangle - g^*(y)

, where

f

is a convex function with locally Lipschitz gradient and

g

is convex and possibly non-smooth. We propose an ...

2021

Analyse réelle

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Mathematical Foundations of Robust and Distributionally Robust Optimization

Federated Learning Over Wireless Networks: Convergence Analysis and Resource Allocation

Reactive Navigation in Crowds for Non-holonomic Robots with Convex Bounding Shape

Fast Projection Onto Convex Smooth Constraints

Stabilization and Accuracy Improvement of Power-Hardware-in-the-Loop Test Using a Robust Data-Driven Method

On the Equivalence of Youla, System-Level, and Input-Output Parameterizations

Convex optimization in sums of Banach spaces