Abstract. Digital signal processing algorithms are repetitive in nature. These algorithms are described by iterative data-flow graphs where nodes represent computations and edges represent communications. For all data-flow graphs, there exists a fundamental lower bound on the iteration period referred to as the iteration bound. Determining the iteration bound for signal processing algorithms de...

In the near future, demand for Heterogeneous Wireless Networking (HWN) is expected to to increase. QoS provisioning in these networks is a challenging issue considering the diversity in wireless networking technologies and the existence of mobile users with different communication requirements. In HWNs with their increased complexity, “the curse of dimensionality” problem makes it impractical t...

The main goal of this paper is to develop uniformly optimal first-order methods for large-scale convex programming (CP). By uniform optimality we mean that the first-order methods themselves do not require the input of any problem parameters, but can still achieve the best possible iteration complexity bounds. To this end, we provide a substantial generalization of the accelerated level method ...

In this paper we present a new iteration-complexity bound for the Mizuno-Todd-Ye predictorcorrector (MTY P-C) primal-dual interior-point algorithm for linear programming. The analysis of the paper is based on the important notion of crossover events introduced by Vavasis and Ye. For a standard form linear program min{cTx : Ax = b, x ≥ 0} with decision variable x ∈ , we show that the MTY P-C alg...

We study the conditions under which one is able to efficiently apply variancereduction and acceleration schemes on finite sum optimization problems. First, we show that, perhaps surprisingly, the finite sum structure by itself, is not sufficient for obtaining a complexity bound of Õ((n + L/μ) ln(1/ )) for L-smooth and μ-strongly convex individual functions one must also know which individual fu...

In this paper, we develop a novel homotopy smoothing (HOPS) algorithm for solving a family of non-smooth problems that is composed of a non-smooth term with an explicit max-structure and a smooth term or a simple non-smooth term whose proximal mapping is easy to compute. The best known iteration complexity for solving such non-smooth optimization problems is O(1/ ) without any assumption on the...

In this paper, we propose two accelerated stochastic subgradient methods for stochastic non-strongly convex optimization problems by leveraging a generic local error bound condition. The novelty of the proposed methods lies at smartly leveraging the recent historical solution to tackle the variance in the stochastic subgradient. The key idea of both methods is to iteratively solve the original ...

Motivated by a numerical example which shows that a feasible version of Mehrotra’s original predictor-corrector algorithm might be inefficient in practice, Salahi et al., proposed a so-called safeguard based variant of the algorithm that enjoys polynomial iteration complexity while its practical efficiency is preserved. In this paper we analyze the same Mehrotra’s algorithm from a different per...

We consider optimization problems with an objective function that is the sum of two convex terms: one is smooth and given by a black-box oracle, and the other is general but with a simple, known structure. We first present an accelerated proximal gradient (APG) method for problems where the smooth part of the objective function is also strongly convex. This method incorporates an efficient line...

In this paper, we develop a novel homotopy smoothing (HOPS) algorithm for solving a family of non-smooth problems that is composed of a non-smooth term with an explicit max-structure and a smooth term or a simple non-smooth term whose proximal mapping is easy to compute. The best known iteration complexity for solving such non-smooth optimization problems is O(1/ ) without any assumption on the...