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%%% USED
@article{drori2014performance,
year={2014},
journal={Mathematical Programming},
volume={145},
number={1-2},
title={Performance of first-order methods for smooth convex minimization: a novel approach},
publisher={Springer},
author={Drori, Y. and Teboulle, M.},
pages={451-482}
}
@article{taylor2015smooth,
title={Smooth strongly convex interpolation and exact worst-case performance of first-order methods},
author={Taylor, A. B. and Hendrickx, J. M. and Glineur, F.},
journal={Mathematical Programming},
volume={161},
number={1-2},
pages={307--345},
year={2017},
publisher={Springer}
}
@article{taylor2015exact,
title={Exact worst-case performance of first-order methods for composite convex optimization},
author={Taylor, A. B. and Hendrickx, J. M. and Glineur, F.},
journal={SIAM Journal on Optimization},
volume={27},
number={3},
pages={1283--1313},
year={2017},
publisher={SIAM}
}
@article{boyd2003subgradient,
title={Subgradient methods},
author={Boyd, Stephen and Xiao, Lin and Mutapcic, Almir},
journal={lecture notes of EE392o, Stanford University},
year={2003}
}
% Solvers & packages
@INPROCEEDINGS {Yalmip2004,
AUTHOR = { J. L\"{o}fberg },
TITLE = { {YALMIP} : A Toolbox for Modeling and Optimization in {MATLAB} },
BOOKTITLE = { Proceedings of the CACSD Conference },
YEAR = { 2004 }
}
@article{diamond2016cvxpy,
author = {S. Diamond and S. Boyd},
title = {{CVXPY}: {A} {P}ython-embedded modeling language for convex optimization},
journal = {Journal of Machine Learning Research},
year = {2016},
volume = {17},
number = {83},
pages = {1--5},
}
@article{sedumi1999,
author = {Sturm, J. F.},
journal = {Optimization Methods and Software},
pages = {625--653},
title = {Using {S}e{D}u{M}i 1.02, a {MATLAB} toolbox for optimization over symmetric cones},
volume = {11--12},
year = {1999}
}
@article{mosek2010,
title={The {MOSEK} optimization software},
author={Mosek, APS},
journal={Online at http://www.mosek.com},
volume={54},
year={2010}
}
@article{goujaud2022pepit,
title={{PEPit}: computer-assisted worst-case analyses of first-order optimization methods in {P}ython},
author={Goujaud, B. and Moucer, C. and Glineur, F. and Hendrickx, J. and Taylor, A. and Dieuleveut, A.},
journal={preprint arXiv:2201.04040},
year={2022}
}
@inproceedings{pesto2017,
title={Performance {E}stimation {T}oolbox ({PESTO}): automated worst-case analysis of first-order optimization methods},
author={Taylor, A. and Hendrickx, J. and Glineur, F.},
booktitle={Proceedings of the 56th IEEE Conference on Decision and Control (CDC 2017)},
year={2017}
}
@article{meurer2017sympy,
title={SymPy: symbolic computing in Python},
author={Meurer, A. and Smith, C. P. and Paprocki, M. and {\v{C}}ert{\'\i}k, O. and Kirpichev, S. B. and Rocklin, M. and Kumar, A. and Ivanov, S. and Moore, J. K. and Singh, S. and others},
journal={PeerJ Computer Science},
volume={3},
pages={e103},
year={2017},
publisher={PeerJ Inc.}
}
%% REFS for methods
@article{guler1991convergence,
title={On the convergence of the proximal point algorithm for convex minimization},
author={G{\"u}ler, O.},
journal={SIAM Journal on Control and Optimization},
volume={29},
number={2},
pages={403--419},
year={1991},
publisher={SIAM}
}
@inproceedings{jaggi2013revisiting,
title={Revisiting {F}rank-{W}olfe: Projection-Free Sparse Convex Optimization},
author={Jaggi, M.},
booktitle={International Conference on Machine Learning (ICML)},
pages={427--435},
year={2013}
}
@book{Book:Nesterov2,
title = "Lectures on Convex Optimization",
author = "Nesterov, Y.",
series = "Springer Optimization and Its Applications",
publisher = "Springer International Publishing",
year = 2018
}
@article{Nesterov:1983wy,
author = {Nesterov, Y.},
journal = {Soviet Mathematics Doklady},
pages = {372--376},
priority = {2},
title = {{A method of solving a convex programming problem with convergence rate O($1/k^2$))}},
volume = {27},
year = {1983}
}
@inproceedings{ghadimi2015global,
title={Global convergence of the heavy-ball method for convex optimization},
author={Ghadimi, Euhanna and Feyzmahdavian, Hamid Reza and Johansson, Mikael},
booktitle={2015 European control conference (ECC)},
pages={310--315},
year={2015},
organization={IEEE}
}
@book{Book:polyak1987,
title={Introduction to Optimization},
author={Polyak, B. T.},
year={1987},
publisher={Optimization Software New York}
}
@article{polyak1964some,
title={Some methods of speeding up the convergence of iteration methods},
author={Polyak, B. T.},
journal={USSR Computational Mathematics and Mathematical Physics},
volume={4},
number={5},
pages={1--17},
year={1964},
publisher={Elsevier}
}
@article{frank1956algorithm,
title={An algorithm for quadratic programming},
author={Frank, M. and Wolfe, P.},
journal={Naval research logistics quarterly},
volume={3},
number={1-2},
pages={95--110},
year={1956},
publisher={Wiley Online Library}
}@article{nesterov2013gradient,
title={Gradient methods for minimizing composite functions},
author={Nesterov, Y.},
journal={Mathematical Programming},
volume={140},
number={1},
pages={125--161},
year={2013},
publisher={Springer}
}
@article{taylor2018exact,
title={Exact worst-case convergence rates of the proximal gradient method for composite convex minimization},
author={Taylor, A. B. and Hendrickx, J. M. and Glineur, F.},
journal={Journal of Optimization Theory and Applications},
volume={178},
number={2},
pages={455--476},
year={2018},
publisher={Springer}
}
@article{gu2020tight,
title={Tight sublinear convergence rate of the proximal point algorithm for maximal monotone inclusion problems},
author={Gu, G. and Yang, J.},
journal={SIAM Journal on Optimization},
volume={30},
number={3},
pages={1905--1921},
year={2020},
publisher={SIAM}
}
@inproceedings{fazel2003log,
title={Log-det heuristic for matrix rank minimization with applications to Hankel and Euclidean distance matrices},
author={Fazel, M. and Hindi, H. and Boyd, S.},
booktitle={Proceedings of the 2003 American Control Conference, 2003.},
volume={3},
pages={2156--2162},
year={2003},
organization={IEEE}
}
%%% NOT USED
@book{Shor:Subgradient,
added-at = {2011-08-17T16:08:47.000+0200},
address = {New York, NY, USA},
author = {Shor, N. Z. and Kiwiel, Krzysztof C. and Ruszcay\`{n}ski, Andrzej},
biburl = {https://www.bibsonomy.org/bibtex/27642f439d63a8db8b2a3cdf784747a8f/pcbouman},
interhash = {00e79165be422ac4d57b64cb9457d283},
intrahash = {7642f439d63a8db8b2a3cdf784747a8f},
isbn = {0-387-12763-1},
keywords = {book gradient methods minimization},
publisher = {Springer-Verlag New York, Inc.},
timestamp = {2011-08-18T09:10:27.000+0200},
title = {Minimization methods for non-differentiable functions},
year = 1985
}
@inproceedings{moulines2011non,
title={Non-asymptotic analysis of stochastic approximation algorithms for machine learning},
author={Bach, F. R. and Moulines, E.},
booktitle={Advances in Neural Information Processing Systems (NIPS)},
pages={451--459},
year={2011}
}
@article{ryu2016primer,
title={Primer on monotone operator methods},
author={Ryu, E. K. and Boyd, S.},
journal={Appl. Comput. Math},
volume={15},
number={1},
pages={3--43},
year={2016}
}
@book{bauschke2011convex,
title={Convex analysis and monotone operator theory in Hilbert spaces},
author={Bauschke, H. H. and Combettes, P. L.},
volume={408},
year={2011},
publisher={Springer}
}
@InProceedings{pmlr-v99-taylor19a,
title = {Stochastic first-order methods: non-asymptotic and computer-aided analyses via potential functions},
author = {Taylor, A. and Bach, F.},
year = {2019},
booktitle={Conference on Learning Theory (COLT)}
}
@article{deKlerkELS2016,
title={On the worst-case complexity of the gradient method with exact line search for smooth strongly convex functions},
author={de Klerk, E. and Glineur, F. and Taylor, A. B.},
journal={Optimization Letters},
volume={11},
number={7},
pages={1185--1199},
year={2017},
publisher={Springer}
}
@article{de2017worst,
title={Worst-case convergence analysis of inexact gradient and Newton methods through semidefinite programming performance estimation},
author={De Klerk, E. and Glineur, F. and Taylor, A.B.},
journal={SIAM Journal on Optimization},
volume={30},
number={3},
pages={2053--2082},
year={2020},
publisher={SIAM}
}
@article{guler1992new,
title={New proximal point algorithms for convex minimization},
author={G{\"u}ler, O.},
journal={SIAM Journal on Optimization},
volume={2},
number={4},
pages={649--664},
year={1992},
publisher={SIAM}
}
@article{mann1953mean,
title={Mean value methods in iteration},
author={Mann, W. R.},
journal={Proceedings of the American Mathematical Society},
volume={4},
number={3},
pages={506--510},
year={1953},
publisher={JSTOR}
}
@article{halpern1967fixed,
title={Fixed points of nonexpanding maps},
author={Halpern, B.},
journal={Bulletin of the American Mathematical Society},
volume={73},
number={6},
pages={957--961},
year={1967}
}
@Article{drori2014optimal,
author="Drori, Y.
and Teboulle, M.",
title="An optimal variant of {K}elley's cutting-plane method",
journal="Mathematical Programming",
year="2016",
volume="160",
number="1",
pages="321--351"
}
@phdthesis{drori2014contributions,
title={Contributions to the Complexity Analysis of Optimization Algorithms},
author={Drori, Y.},
year={2014},
school={Tel-Aviv University}
}
@phdthesis{Taylor2017PEPs,
title={Convex Interpolation and Performance Estimation of First-order Methods for Convex Optimization},
author={Taylor, A. B.},
year={2017},
school={Universit\'e catholique de Louvain}
}
@inproceedings{defazio2014saga,
title={{SAGA}: A fast incremental gradient method with support for non-strongly convex composite objectives},
author={Defazio, A. and Bach, F. and Lacoste-Julien, S.},
booktitle={Advances in Neural Information Processing Systems (NIPS)},
pages={1646--1654},
year={2014}
}
@InProceedings{pmlr-v89-zhou19c,
title = {Direct Acceleration of SAGA using Sampled Negative Momentum},
author = {Zhou, K. and Ding, Q. and Shang, F. and Cheng, J. and Li, D. and Luo, Z.-Q.},
booktitle = {Proceedings of Machine Learning Research},
pages = {1602--1610},
year = {2019},
volume = {89}
}
@inproceedings{defazio2016simple,
title={A simple practical accelerated method for finite sums},
author={Defazio, A.},
booktitle={Advances in Neural Information Processing Systems (NIPS)},
pages={676--684},
year={2016}
}
@article{kim2014optimized,
title={Optimized first-order methods for smooth convex minimization},
author={Kim, D. and Fessler, J. A.},
journal={Mathematical Programming},
volume={159},
number={1-2},
pages={81--107},
year={2016},
publisher={Springer}
}
@article{kim2015convergence,
title={On the convergence analysis of the optimized gradient method},
author={Kim, D. and Fessler, J. A.},
journal={Journal of optimization theory and applications},
volume={172},
number={1},
pages={187--205},
year={2017},
publisher={Springer}
}
@article{kim2019accelerated,
title={Accelerated proximal point method for maximally monotone operators},
author={Kim, D.},
journal={Mathematical Programming},
pages={1--31},
year={2021},
publisher={Springer}
}
@article{lessard2014analysis,
title={Analysis and design of optimization algorithms via integral quadratic constraints},
author={Lessard, L. and Recht, B. and Packard, A.},
journal={SIAM Journal on Optimization},
volume={26},
number={1},
pages={57--95},
year={2016},
publisher={SIAM}
}
@inproceedings{taylor2018lyapunov,
author = {Taylor, A. and Van Scoy, B. and Lessard, L.},
title = {Lyapunov functions for first-order methods: {T}ight automated convergence guarantees},
booktitle = {International Conference on Machine Learning (ICML)},
year = {2018}
}
@article{nesterov2015quasi,
title={Quasi-monotone subgradient methods for nonsmooth convex minimization},
author={Nesterov, Y. and Shikhman, V.},
journal={Journal of Optimization Theory and Applications},
volume={165},
number={3},
pages={917--940},
year={2015},
publisher={Springer}
}
@inproceedings{cyrus2018robust,
title={A robust accelerated optimization algorithm for strongly convex functions},
author={Cyrus, S. and Hu, B. and Van Scoy, B. and Lessard, L.},
booktitle={2018 Annual American Control Conference (ACC)},
pages={1376--1381},
year={2018},
organization={IEEE}
}
@article{van2018fastest,
title={The fastest known globally convergent first-order method for minimizing strongly convex functions},
author={Van Scoy, B. and Freeman, R. A. and Lynch, K. M.},
journal={IEEE Control Systems Letters},
volume={2},
number={1},
pages={49--54},
year={2018}
}
@article{drori2018efficient,
title={Efficient first-order methods for convex minimization: a constructive approach},
author={Drori, Y. and Taylor, A.B.},
journal={Mathematical Programming},
volume={184},
number={1},
pages={183--220},
year={2020},
publisher={Springer}
}
@article{kim2018optimizing,
title={Optimizing the efficiency of first-order methods for decreasing the gradient of smooth convex functions},
author={Kim, D. and Fessler, J.A.},
journal={Journal of Optimization Theory and Applications},
volume={188},
number={1},
pages={192--219},
year={2021},
publisher={Springer}
}
@book{Book:Nesterov2,
title = "Lectures on Convex Optimization",
author = "Nesterov, Y.",
series = "Springer Optimization and Its Applications",
publisher = "Springer International Publishing",
year = 2018
}
@article{Nesterov:1983wy,
author = {Nesterov, Y.},
journal = {Soviet Mathematics Doklady},
pages = {372--376},
priority = {2},
title = {{A method of solving a convex programming problem with convergence rate O($1/k^2$))}},
volume = {27},
year = {1983}
}
@article{ryu2018operator,
title={Operator splitting performance estimation: Tight contraction factors and optimal parameter selection},
author={Ryu, E.K. and Taylor, A.B. and Bergeling, C. and Giselsson, P.},
journal={SIAM Journal on Optimization},
volume={30},
number={3},
pages={2251--2271},
year={2020},
publisher={SIAM}
}
@article{Dragomir2019optimal,
title={Optimal complexity and certification of Bregman first-order methods},
author={Dragomir, R.-A. and Taylor, A.B. and d’Aspremont, A. and Bolte, J.},
journal={Mathematical Programming},
pages={1--43},
year={2021},
publisher={Springer}
}
@inproceedings{Barre2020Polyak,
title={Complexity guarantees for {P}olyak steps with momentum},
author={Barr{\'e}, M. and Taylor, A. and d’Aspremont, A.},
booktitle={Conference on Learning Theory (COLT)},
year={2020}
}
@article{Barre2020inexact,
title={Principled analyses and design of first-order methods with inexact proximal operators},
author={Barr\'e, M. and Taylor, A. and Bach, F.},
journal={preprint arXiv:2006.06041},
year={2020}
}
@article{nesterov2013gradient,
title={Gradient methods for minimizing composite functions},
author={Nesterov, Y.},
journal={Mathematical Programming},
volume={140},
number={1},
pages={125--161},
year={2013},
publisher={Springer}
}
@article{douglas1956,
author = {J. Douglas and H. H. Rachford},
title = {On the numerical solution of heat conduction problems in two and three space variables},
journal = {Transactions of the American Mathematical Society},
ajournal={Trans. Amer. Math. Soc.},
volume = {82},
pages = {421--439},
year = {1956}
}
@article{moursi2019douglas,
title={Douglas--Rachford Splitting for the Sum of a Lipschitz Continuous and a Strongly Monotone Operator},
author={Moursi, W.M. and Vandenberghe, L.},
journal={Journal of Optimization Theory and Applications},
volume={183},
number={1},
pages={179--198},
year={2019},
publisher={Springer}
}
@article{bauschke2017douglas,
title={On the {D}ouglas--{R}achford algorithm},
author={Bauschke, H. H. and Moursi, W. M.},
journal={Mathematical Programming},
volume={164},
number={1-2},
pages={263--284},
year={2017},
publisher={Springer}
}
@article{bansal2017potential,
title={Potential-Function Proofs for Gradient Methods},
author={Bansal, N. and Gupta, A.},
journal={Theory of Computing},
volume={15},
number={1},
pages={1--32},
year={2019},
publisher={Theory of Computing Exchange}
}
@inproceedings{patrinos2014douglas,
title={{D}ouglas--{R}achford splitting: Complexity estimates and accelerated variants},
author={Patrinos, P. and Stella, L. and Bemporad, A.},
booktitle={53rd IEEE Conference on Decision and Control},
pages={4234--4239},
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