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In the development of first-order methods for smooth (resp., composite) convex optimization problems, where smooth functions with Lipschitz continuous gradients are minimized, the gradient (resp., gradient mapping) norm becomes a…
Establishing a fast rate of convergence for optimization methods is crucial to their applicability in practice. With the increasing popularity of deep learning over the past decade, stochastic gradient descent and its adaptive variants…
Shuffling gradient methods are widely used in modern machine learning tasks and include three popular implementations: Random Reshuffle (RR), Shuffle Once (SO), and Incremental Gradient (IG). Compared to the empirical success, the…
Adaptive gradient methods are typically used for training over-parameterized models. To better understand their behaviour, we study a simplistic setting -- smooth, convex losses with models over-parameterized enough to interpolate the data.…
A unified framework for first-order optimization algorithms fornonconvex unconstrained optimization is proposed that uses adaptivelypreconditioned gradients and includes popular methods such as full anddiagonal AdaGrad, AdaNorm, as well as…
In the first part of the paper we consider accelerated first order optimization method for convex functions with $L$-Lipschitz-continuous gradient, that is able to automatically adapts to problems which satisfies Polyak-{\L}ojasiewicz…
Building upon recent works on linesearch-free adaptive proximal gradient methods, this paper proposes adaPG$^{q,r}$, a framework that unifies and extends existing results by providing larger stepsize policies and improved lower bounds.…
Nonnegative matrix factorization has been widely applied in face recognition, text mining, as well as spectral analysis. This paper proposes an alternating proximal gradient method for solving this problem. With a uniformly positive lower…
First-order methods (FOMs) have been widely used for solving large-scale problems. A majority of existing works focus on problems without constraint or with simple constraints. Several recent works have studied FOMs for problems with…
We introduce a notion of inexact model of a convex objective function, which allows for errors both in the function and in its gradient. For this situation, a gradient method with an adaptive adjustment of some parameters of the model is…
We introduce a class of first-order methods for smooth constrained optimization that are based on an analogy to non-smooth dynamical systems. Two distinctive features of our approach are that (i) projections or optimizations over the entire…
We propose a conditional gradient framework for a composite convex minimization template with broad applications. Our approach combines smoothing and homotopy techniques under the CGM framework, and provably achieves the optimal…
We present adaptive gradient methods (both basic and accelerated) for solving convex composite optimization problems in which the main part is approximately smooth (a.k.a. $(\delta, L)$-smooth) and can be accessed only via a (potentially…
Adaptive optimization has achieved notable success for distributed learning while extending adaptive optimizer to federated Learning (FL) suffers from severe inefficiency, including (i) rugged convergence due to inaccurate gradient…
This paper considers the robust phase retrieval, which can be cast as a nonsmooth and nonconvex composite optimization problem. We propose two first-order algorithms with adaptive step sizes: the subgradient algorithm (AdaSubGrad) and the…
This paper studies a class of double-loop (inner-outer) algorithms for convex composite optimization. For unconstrained problems, we develop a restarted accelerated composite gradient method that attains the optimal first-order complexity…
The nonlinear conjugate gradient methods are known to be an effective approach for standard unconstrained optimization problems especially for large-scale problems. This paper proposes a proximal nonlinear conjugate gradient method, which…
This paper considers the problem of unconstrained minimization of smooth convex functions having Lipschitz continuous gradients with known Lipschitz constant. We recently proposed an optimized gradient method (OGM) for this problem and…
Federated edge learning (FEEL) is envisioned as a promising paradigm to achieve privacy-preserving distributed learning. However, it consumes excessive learning time due to the existence of straggler devices. In this paper, a novel…
We propose a family of optimization methods that achieve linear convergence using first-order gradient information and constant step sizes on a class of convex functions much larger than the smooth and strongly convex ones. This larger…