| Paper ID | SPTM-21.2 |
| Paper Title |
YAPA: ACCELERATED PROXIMAL ALGORITHM FOR CONVEX COMPOSITE PROBLEMS |
| Authors |
Giovanni Chierchia, LIGM, Univ Gustave Eiffel, CNRS, ESIEE Paris, France; Mireille El Gheche, Ecole Polytechnique Fédérale de Lausanne (EPFL) / LTS4, Switzerland |
| Session | SPTM-21: Optimization Methods for Signal Processing |
| Location | Gather.Town |
| Session Time: | Friday, 11 June, 13:00 - 13:45 |
| Presentation Time: | Friday, 11 June, 13:00 - 13:45 |
| Presentation |
Poster
|
| Topic |
Signal Processing Theory and Methods: [OPT] Optimization Methods for Signal Processing |
| IEEE Xplore Open Preview |
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| Virtual Presentation |
Click here to watch in the Virtual Conference |
| Abstract |
Proximal splitting methods are standard tools for nonsmooth optimization. While primal-dual methods have become very popular in the last decade for their flexibility, primal methods may still be preferred for two reasons: acceleration schemes are more effective, and only a single stepsize is required. In this paper, we propose a primal proximal method derived from a three-operator splitting in a product space and accelerated with Anderson extrapolation. The proposed algorithm can activate smooth functions via their gradients, and allows for linear operators in nonsmooth functions. Numerical results show the good performance of our algorithm with respect to well-established modern optimization methods. |
