Related papers: Orbits of geometric descent
This paper deals with convex nonsmooth optimization problems. We introduce a general smooth approximation framework for the original function and apply random (accelerated) coordinate descent methods for minimizing the corresponding smooth…
Vector optimization problems are a generalization of multiobjective optimization in which the preference order is related to an arbitrary closed and convex cone, rather than the nonnegative octant. Due to its real life applications, it is…
We present a strikingly simple proof that two rules are sufficient to automate gradient descent: 1) don't increase the stepsize too fast and 2) don't overstep the local curvature. No need for functional values, no line search, no…
We prove that any locally bounded from below, upper semicontinuous v-convex function in any Carnot group is h-convex.
We study the iteration complexity of Lipschitz convex optimization problems satisfying a general error bound. We show that for this class of problems, subgradient descent with either Polyak stepsizes or decaying stepsizes achieves minimax…
Many tasks in machine learning and signal processing can be solved by minimizing a convex function of a measure. This includes sparse spikes deconvolution or training a neural network with a single hidden layer. For these problems, we study…
A block decomposition method is proposed for minimizing a (possibly non-convex) continuously differentiable function subject to one linear equality constraint and simple bounds on the variables. The proposed method iteratively selects a…
We consider dynamical systems $(X,T,\mu)$ which have exponential decay of correlations for either H\"older continuous functions or functions of bounded variation. Given a sequence of balls $(B_n)_{n=1}^\infty$, we give sufficient conditions…
Functions that are piecewise defined are a common sight in mathematics while convexity is a property especially desired in optimization. Suppose now a piecewise-defined function is convex on each of its defining components - when can we…
We prove minimax theorems for lower semicontinuous functions defined on a Hilbert space. The main tool is the theory of $\Phi$-convex functions and sufficient and necessary conditions for the minimax equality to hold for $\Phi$-convex…
In this paper, we analyze the mirror descent algorithm for non-smooth optimization problems in which the objective function is relatively strongly convex, without relying on the standard Lipschitz continuity assumption commonly used in the…
We introduce a definition of a quasiconvex function on an infinite directed regular tree that depends on what we understood by a segment on the tree. Our definition is based on thinking on segments as sub-trees with the root as the midpoint…
We prove that a simple random walk on quasi-transitive graphs with the volume growth being faster than any polynomial of degree 4 has a.s. infinitely many cut times, and hence infinitely many cutpoints. This confirms a conjecture raised by…
We consider minimizing a nonconvex, smooth function $f$ on a Riemannian manifold $\mathcal{M}$. We show that a perturbed version of Riemannian gradient descent algorithm converges to a second-order stationary point (and hence is able to…
This note deals with certain properties of convex functions. We provide results on the convexity of the set of minima of these functions, the behaviour of their subgradient set under restriction, and optimization of these functions over an…
In this note we prove that any $W^{1,2}$ mapping $u$ in the plane that minimizes an appropriate quasiconvex energy functional subject to the Jacobian constraint ${\rm det} \na u=1$ a.e., are necessarily Lipschitz. Furthermore we show that…
Randomly initialized first-order optimization algorithms are the method of choice for solving many high-dimensional nonconvex problems in machine learning, yet general theoretical guarantees cannot rule out convergence to critical points of…
We prove that subharmonic functions of finite order on finite dimensional real space, bounded from above outside of some asymptotically small sets on spheres, are bounded from above everywhere. It follows that subharmonic functions of…
We present an adaptive step-size method, which does not include line-search techniques, for solving a wide class of nonconvex multiobjective programming problems on an unbounded constraint set. We also prove convergence of a general…
We consider $L$-functions attached to representations of the Galois group of the function field of a curve over a finite field. Under mild tameness hypotheses, we prove non-vanishing results for twists of these $L$-functions by characters…