Related papers: DC Proximal Newton for Non-Convex Optimization Pro…
We analyze the performance of a variant of Newton method with quadratic regularization for solving composite convex minimization problems. At each step of our method, we choose regularization parameter proportional to a certain power of the…
Boosting is a popular way to derive powerful learners from simpler hypothesis classes. Following previous work (Mason et al., 1999; Friedman, 2000) on general boosting frameworks, we analyze gradient-based descent algorithms for boosting…
Newton's method is the most widespread high-order method, demanding the gradient and the Hessian of the objective function. However, one of the main disadvantages of Newtons method is its lack of global convergence and high iteration cost.…
We develop algorithms that find and track the optimal solution trajectory of time-varying convex optimization problems which consist of local and network-related objectives. The algorithms are derived from the prediction-correction…
The DC optimal power flow (DCOPF) problem is a fundamental problem in power systems operations and planning. With high penetration of uncertain renewable resources in power systems, DCOPF needs to be solved repeatedly for a large amount of…
In this paper, we present a generic framework to extend existing uniformly optimal convex programming algorithms to solve more general nonlinear, possibly nonconvex, optimization problems. The basic idea is to incorporate a local search…
Inspired by the Optimistic Gradient Ascent-Proximal Point Algorithm (OGAProx) proposed by Bo{\c{t}}, Csetnek, and Sedlmayer for solving a saddle-point problem associated with a convex-concave function with a nonsmooth coupling function and…
We consider the problem of finding local minimizers in non-convex and non-smooth optimization. Under the assumption of strict saddle points, positive results have been derived for first-order methods. We present the first known results for…
We consider a class of difference-of-convex (DC) optimization problems whose objective is level-bounded and is the sum of a smooth convex function with Lipschitz gradient, a proper closed convex function and a continuous concave function.…
Nonconvex regularization has been popularly used in low-rank matrix learning. However, extending it for low-rank tensor learning is still computationally expensive. To address this problem, we develop an efficient solver for use with a…
Trace norm regularization is a widely used approach for learning low rank matrices. A standard optimization strategy is based on formulating the problem as one of low rank matrix factorization which, however, leads to a non-convex problem.…
This paper studies the numerical solution of strictly convex unconstrained optimization problems by linesearch Newton-CG methods. We focus on methods employing inexact evaluations of the objective function and inexact and possibly random…
In this paper, we focus on the problem of minimizing the sum of a nonconvex differentiable function and a DC (Difference of Convex functions) function, where the differentiable function is not restricted to the global Lipschitz gradient…
The graduated optimization approach, also known as the continuation method, is a popular heuristic to solving non-convex problems that has received renewed interest over the last decade. Despite its popularity, very little is known in terms…
Rapid advances in data collection and processing capabilities have allowed for the use of increasingly complex models that give rise to nonconvex optimization problems. These formulations, however, can be arbitrarily difficult to solve in…
We generalize Newton-type methods for minimizing smooth functions to handle a sum of two convex functions: a smooth function and a nonsmooth function with a simple proximal mapping. We show that the resulting proximal Newton-type methods…
Deep learning approaches, known for their ability to model complex relationships and fast execution, are increasingly being applied to solve large optimization problems. However, existing methods often face challenges in simultaneously…
We describe inexact proximal Newton-like methods for solving degenerate regularized optimization problems and for the broader problem of finding a zero of a generalized equation that is the sum of a continuous map and a maximal monotone…
Continuous optimization is an important problem in many areas of AI, including vision, robotics, probabilistic inference, and machine learning. Unfortunately, most real-world optimization problems are nonconvex, causing standard convex…
Majorization-minimization algorithms consist of successively minimizing a sequence of upper bounds of the objective function so that along the iterations the objective function decreases. Such a simple principle allows to solve a large…