Connections between convex optimization algorithms and subspace correction methods
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arXiv
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| Format: | Preprint |
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2025
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| _version_ | 1866912376580734976 |
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| author | Jiang, Boou Park, Jongho Xu, Jinchao |
| author_facet | Jiang, Boou Park, Jongho Xu, Jinchao |
| contents | We show that a broad range of convex optimization algorithms, including alternating projection, operator splitting, and multiplier methods, can be systematically derived from the framework of subspace correction methods via convex duality. To formalize this connection, we introduce the notion of dualization, a process that transforms an iterative method for the dual problem into an equivalent method for the primal problem. This concept establishes new connections across these algorithmic classes, encompassing both well-known and new methods. In particular, we show that classical algorithms such as the von Neumann, Dykstra, Peaceman--Rachford, and Douglas--Rachford methods can be interpreted as dualizations of subspace correction methods applied to appropriate dual formulations. Beyond unifying existing methods, our framework enables the systematic development of new algorithms for convex optimization. For instance, we derive parallel variants of alternating projection and operator splitting methods, as dualizations of parallel subspace correction methods, that are well-suited for large-scale problems on modern computing architectures and offer straightforward convergence guarantees. We also propose new alternating direction method of multipliers-type algorithms, derived as dualizations of certain operator splitting methods. These algorithms naturally ensure convergence even in the multi-block setting, where the conventional method does not guarantee convergence when applied to more than two blocks. This unified perspective not only facilitates algorithm design and the transfer of theoretical results but also opens new avenues for research and innovation in convex optimization. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2505_09765 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Connections between convex optimization algorithms and subspace correction methods Jiang, Boou Park, Jongho Xu, Jinchao Optimization and Control Numerical Analysis 90C46, 49M27, 68W15, 65N55, 90C25 We show that a broad range of convex optimization algorithms, including alternating projection, operator splitting, and multiplier methods, can be systematically derived from the framework of subspace correction methods via convex duality. To formalize this connection, we introduce the notion of dualization, a process that transforms an iterative method for the dual problem into an equivalent method for the primal problem. This concept establishes new connections across these algorithmic classes, encompassing both well-known and new methods. In particular, we show that classical algorithms such as the von Neumann, Dykstra, Peaceman--Rachford, and Douglas--Rachford methods can be interpreted as dualizations of subspace correction methods applied to appropriate dual formulations. Beyond unifying existing methods, our framework enables the systematic development of new algorithms for convex optimization. For instance, we derive parallel variants of alternating projection and operator splitting methods, as dualizations of parallel subspace correction methods, that are well-suited for large-scale problems on modern computing architectures and offer straightforward convergence guarantees. We also propose new alternating direction method of multipliers-type algorithms, derived as dualizations of certain operator splitting methods. These algorithms naturally ensure convergence even in the multi-block setting, where the conventional method does not guarantee convergence when applied to more than two blocks. This unified perspective not only facilitates algorithm design and the transfer of theoretical results but also opens new avenues for research and innovation in convex optimization. |
| title | Connections between convex optimization algorithms and subspace correction methods |
| topic | Optimization and Control Numerical Analysis 90C46, 49M27, 68W15, 65N55, 90C25 |
| url | https://arxiv.org/abs/2505.09765 |