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Consider the task of recovering an unknown $n$-vector from phaseless linear measurements. This task is the phase retrieval problem. Through the technique of lifting, this nonconvex problem may be convexified into a semidefinite rank-one…
Recently, the robustification of principal component analysis has attracted lots of attention from statisticians, engineers and computer scientists. In this work we study the type of outliers that are not necessarily apparent in the…
The use of min-max optimization in adversarial training of deep neural network classifiers and training of generative adversarial networks has motivated the study of nonconvex-nonconcave optimization objectives, which frequently arise in…
Euclidean distance matrix optimization with ordinal constraints (EDMOC) has found important applications in sensor network localization and molecular conformation. It can also be viewed as a matrix formulation of multidimensional scaling,…
We study the optimization of (strongly) quasar-convex functions, a class that arises naturally in many machine learning and data science applications due to its favorable properties. The fundamental properties of this class are first…
In this paper, we study the convergence rate of the DCA (Difference-of-Convex Algorithm), also known as the convex-concave procedure, with two different termination criteria that are suitable for smooth and nonsmooth decompositions…
We develop a novel and single-loop variance-reduced algorithm to solve a class of stochastic nonconvex-convex minimax problems involving a nonconvex-linear objective function, which has various applications in different fields such as…
Relative to the large literature on upper bounds on complexity of convex optimization, lesser attention has been paid to the fundamental hardness of these problems. Given the extensive use of convex optimization in machine learning and…
This paper provides a zeroth-order optimisation framework for non-smooth and possibly non-convex cost functions with matrix parameters that are real and symmetric. We provide complexity bounds on the number of iterations required to ensure…
Log-concave sampling has witnessed remarkable algorithmic advances in recent years, but the corresponding problem of proving lower bounds for this task has remained elusive, with lower bounds previously known only in dimension one. In this…
Minimax problems have achieved success in machine learning such as adversarial training, robust optimization, reinforcement learning. For theoretical analysis, current optimal excess risk bounds, which are composed by generalization error…
We investigate a structured class of nonconvex-nonconcave min-max problems exhibiting so-called \emph{weak Minty} solutions, a notion which was only recently introduced, but is able to simultaneously capture different generalizations of…
In this paper, we initiate a systematic investigation of differentially private algorithms for convex empirical risk minimization. Various instantiations of this problem have been studied before. We provide new algorithms and matching lower…
We propose a simple proof of the worst-case iteration complexity for the Difference of Convex functions Algorithm (DCA) for unconstrained minimization, showing that the global rate of convergence of the norm of the objective function's…
We present a variant of accelerated gradient descent algorithms, adapted from Nesterov's optimal first-order methods, for weakly-quasi-convex and weakly-quasi-strongly-convex functions. We show that by tweaking the so-called estimate…
This work studies constrained stochastic optimization problems where the objective and constraint functions are convex and expressed as compositions of stochastic functions. The problem arises in the context of fair classification, fair…
We provide sharp worst-case evaluation complexity bounds for nonconvex minimization problems with general inexpensive constraints, i.e.\ problems where the cost of evaluating/enforcing of the (possibly nonconvex or even disconnected)…
We consider the problem of ranking a set of OT constraints in a manner consistent with data. We speed up Tesar and Smolensky's RCD algorithm to be linear on the number of constraints. This finds a ranking so each attested form x_i beats or…
Simplex-type methods, such as the well-known Nelder-Mead algorithm, are widely used in derivative-free optimization (DFO), particularly in practice. Despite their popularity, the theoretical understanding of their convergence properties has…
Previous algorithms can solve convex-concave minimax problems $\min_{x \in \mathcal{X}} \max_{y \in \mathcal{Y}} f(x,y)$ with $\mathcal{O}(\epsilon^{-2/3})$ second-order oracle calls using Newton-type methods. This result has been…