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Hamza Fawzi

5 accepted papers

2022

Local Linear Convergence of Douglas-Rachford for Linear Programming: a Probabilistic Analysis

ICML 2022spotlight

Douglas-Rachford splitting/ADMM (henceforth DRS) is a very popular algorithm for solving convex optimisation problems to low or moderate accuracy, and in particular for solving large-scale linear programs. Despite recent progress, obtaining highly accurate solutions to linear programs with DRS remai…

Cited by 1SourcePDFScholar
2021

Faster proximal algorithms for matrix optimization using Jacobi-based eigenvalue methods

NeurIPS 2021poster

We consider proximal splitting algorithms for convex optimization problems over matrices. A significant computational bottleneck in many of these algorithms is the need to compute a full eigenvalue or singular value decomposition at each iteration for the evaluation of a proximal operator. In this p…

Cited by 6SourcePDFScholar