English
Related papers

Related papers: A Robbins-Monro type algorithm for computing globa…

200 papers

The generalized problem of moments is a conic linear optimization problem over the convex cone of positive Borel measures with given support. It has a large variety of applications, including global optimization of polynomials and rational…

Optimization and Control · Mathematics 2018-11-14 Etienne de Klerk , Monique Laurent

In this paper we introduce two conceptual algorithms for minimising abstract convex functions. Both algorithms rely on solving a proximal-type subproblem with an abstract Bregman distance based proximal term. We prove their convergence when…

Optimization and Control · Mathematics 2026-01-09 Reinier Díaz Millán , Julien Ugon

We consider the global minimization of smooth functions based solely on function evaluations. Algorithms that achieve the optimal number of function evaluations for a given precision level typically rely on explicitly constructing an…

Optimization and Control · Mathematics 2020-12-23 Alessandro Rudi , Ulysse Marteau-Ferey , Francis Bach

In this paper we introduce two novel generalizations of the theory for gradient descent type methods in the proximal setting. First, we introduce the proportion function, which we further use to analyze all known (and many new)…

Optimization and Control · Mathematics 2017-09-12 Dominik Csiba , Peter Richtárik

In this paper, we study the global convergence of majorization minimization (MM) algorithms for solving nonconvex regularized optimization problems. MM algorithms have received great attention in machine learning. However, when applied to…

Numerical Analysis · Computer Science 2015-05-01 Yangyang Kang , Zhihua Zhang , Wu-Jun Li

This paper is devoted to study the approximation properties and rate of approximation of the Szasz-Mirakjan-Kantrovich-Stancu type polynomials generated by the Dunkl generalization of the exponential function with respect to q -calculus. We…

Classical Analysis and ODEs · Mathematics 2016-03-21 M. Mursaleen , Md. Nasiruzzaman

This paper presents a regularized Newton method (RNM) with generalized regularization terms for unconstrained convex optimization problems. The generalized regularization includes quadratic, cubic, and elastic net regularizations as special…

Optimization and Control · Mathematics 2024-07-11 Yuya Yamakawa , Nobuo Yamashita

Projection-free optimization via different variants of the Frank-Wolfe (FW) method has become one of the cornerstones in large scale optimization for machine learning and computational statistics. Numerous applications within these fields…

Optimization and Control · Mathematics 2021-08-03 Pavel Dvurechensky , Kamil Safin , Shimrit Shtern , Mathias Staudigl

We present an optimization algorithm that can identify a global minimum of a potentially nonconvex smooth function with high probability, assuming the Gibbs measure of the potential satisfies a logarithmic Sobolev inequality. Our…

Optimization and Control · Mathematics 2025-09-16 Daniel Cortild , Claire Delplancke , Nadia Oudjane , Juan Peypouquet

The goal of the paper is to design sequential strategies which lead to efficient optimization of an unknown function under the only assumption that it has a finite Lipschitz constant. We first identify sufficient conditions for the…

Machine Learning · Statistics 2017-06-19 Cédric Malherbe , Nicolas Vayatis

Submodular function minimization is a fundamental optimization problem that arises in several applications in machine learning and computer vision. The problem is known to be solvable in polynomial time, but general purpose algorithms have…

Machine Learning · Computer Science 2015-02-10 Alina Ene , Huy L. Nguyen

We develop numerical algorithms for the efficient evaluation of quantities associated with generalized matrix functions [J. B. Hawkins and A. Ben-Israel, Linear and Multilinear Algebra 1(2), 1973, pp. 163-171]. Our algorithms are based on…

Numerical Analysis · Mathematics 2015-12-10 Francesca Arrigo , Michele Benzi , Caterina Fenu

In the present paper, we consider Stancu type generalization of Baskakov-Kantorovich operators based on the q-integers and obtain statistical and weighted statistical approximation properties of these operators. Rates of statistical…

Classical Analysis and ODEs · Mathematics 2015-08-28 Vishnu Narayan Mishra , Preeti Sharma , Adem Kilicman , Dilip Jain

Composite function minimization captures a wide spectrum of applications in both computer vision and machine learning. It includes bound constrained optimization, $\ell_1$ norm regularized optimization, and $\ell_0$ norm regularized…

Numerical Analysis · Computer Science 2018-06-11 Ganzhao Yuan , Wei-Shi Zheng , Li Shen , Bernard Ghanem

A framework is presented whereby a general convex conic optimization problem is transformed into an equivalent convex optimization problem whose only constraints are linear equations and whose objective function is Lipschitz continuous.…

Optimization and Control · Mathematics 2015-06-17 James Renegar

In this paper we provide an analytical framework for investigating the efficiency of a consensus-based model for tackling global optimization problems. This work justifies the optimization algorithm in the mean-field sense showing the…

Analysis of PDEs · Mathematics 2018-02-08 José A. Carrillo , Young-Pil Choi , Claudia Totzeck , Oliver Tse

This paper extends the algorithm schemes proposed in \cite{Nesterov2007a} and \cite{Nesterov2007b} to the minimization of the sum of a composite objective function and a convex function. Two proximal point-type schemes are provided and…

Optimization and Control · Mathematics 2011-05-03 Quoc Tran Dinh , Moritz Diehl

In this paper, we define a new subclass of $k$-uniformly starlike functions of order $\gamma,\ (0\leq\gamma<1)$ by using certain generalized $q$-integral operator. We explore geometric interpretation of the functions in this class by…

Complex Variables · Mathematics 2021-01-14 Om Ahuja , Asena Çetinkaya , Naveen Kumar Jain

We present a novel communication-efficient Newton-type algorithm for finite-sum optimization over a distributed computing environment. Our method, named DINO, overcomes both theoretical and practical shortcomings of similar existing…

Optimization and Control · Mathematics 2020-06-09 Rixon Crane , Fred Roosta

Global minimization is a fundamental challenge in optimization, especially in machine learning, where finding the global minimum of a function directly impacts model performance and convergence. This article introduces a novel optimization…

Machine Learning · Computer Science 2024-10-31 Seifeddine Achour