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State-of-the-art methods in convex and non-convex optimization employ higher-order derivative information, either implicitly or explicitly. We explore the limitations of higher-order optimization and prove that even for convex optimization,…
First order methods endowed with global convergence guarantees operate using global lower bounds on the objective. The tightening of the bounds has been shown to increase both the theoretical guarantees and the practical performance. In…
In this paper, we provide near-optimal accelerated first-order methods for minimizing a broad class of smooth nonconvex functions that are strictly unimodal on all lines through a minimizer. This function class, which we call the class of…
The performance of optimization methods is often tied to the spectrum of the objective Hessian. Yet, conventional assumptions, such as smoothness, do often not enable us to make finely-grained convergence statements -- particularly not for…
In this paper, we focus on simple bilevel optimization problems, where we minimize a convex smooth objective function over the optimal solution set of another convex smooth constrained optimization problem. We present a novel bilevel…
Second-order methods, which utilize gradients as well as Hessians to optimize a given function, are of major importance in mathematical optimization. In this work, we prove tight bounds on the oracle complexity of such methods for smooth…
We prove lower bounds for higher-order methods in smooth non-convex finite-sum optimization. Our contribution is threefold: We first show that a deterministic algorithm cannot profit from the finite-sum structure of the objective, and that…
Nesterov's accelerated gradient descent method (AGD) is a seminal deterministic first-order method known to achieve the optimal order of iteration complexity for solving convex smooth optimization problems. Two distinct sequences of…
This note studies numerical methods for solving compositional optimization problems, where the inner function is smooth, and the outer function is Lipschitz continuous, non-smooth, and non-convex but exhibits one of two special structures…
This paper studies the lower bound complexity for the optimization problem whose objective function is the average of $n$ individual smooth convex functions. We consider the algorithm which gets access to gradient and proximal oracle for…
Recently some specific classes of non-smooth and non-Lipschitz convex optimization problems were selected by Yu.~Nesterov along with H.~Lu. We consider convex programming problems with similar smoothness conditions for the objective…
We discuss non-Euclidean deterministic and stochastic algorithms for optimization problems with strongly and uniformly convex objectives. We provide accuracy bounds for the performance of these algorithms and design methods which are…
We formulate two classes of first-order algorithms more general than previously studied for minimizing smooth and strongly convex or, respectively, smooth and convex functions. We establish sufficient conditions, via new discrete Lyapunov…
First-order algorithms have been popular for solving convex and non-convex optimization problems. A key assumption for the majority of these algorithms is that the gradient of the objective function is globally Lipschitz continuous, but…
We obtain a new lower bound on the information-based complexity of first-order minimization of smooth and convex functions. We show that the bound matches the worst-case performance of the recently introduced Optimized Gradient Method,…
Typically, the sequence of points generated by an optimization algorithm may have multiple limit points. Under convexity assumptions, however, (sub)gradient methods are known to generate a convergent sequence of points. In this paper, we…
This paper shows that the optimal subgradient algorithm, OSGA, proposed in \cite{NeuO} can be used for solving structured large-scale convex constrained optimization problems. Only first-order information is required, and the optimal…
We consider the problem of minimizing a sum of several convex non-smooth functions. We introduce a new algorithm called the selective linearization method, which iteratively linearizes all but one of the functions and employs simple…
Higher-order tensor methods were recently proposed for minimizing smooth convex and nonconvex functions. Higher-order algorithms accelerate the convergence of the classical first-order methods thanks to the higher-order derivatives used in…
The study of first-order optimization algorithms (FOA) typically starts with assumptions on the objective functions, most commonly smoothness and strong convexity. These metrics are used to tune the hyperparameters of FOA. We introduce a…