Related papers: Inexact Gradient Projection and Fast Data Driven C…

The Projected Gradient Descent (PGD) algorithm is a widely used and efficient first-order method for solving constrained optimization problems due to its simplicity and scalability in large design spaces. Building on recent advancements in…

We present two stochastic descent algorithms that apply to unconstrained optimization and are particularly efficient when the objective function is slow to evaluate and gradients are not easily obtained, as in some PDE-constrained…

Distributed sensors in the internet-of-things (IoT) generate vast amounts of sparse data. Analyzing this high-dimensional data and identifying relevant predictors pose substantial challenges, especially when data is preferred to remain on…

We present two approximate versions of the proximal subgradient method for minimizing the sum of two convex functions (not necessarily differentiable). The algorithms involve, at each iteration, inexact evaluations of the proximal operator…

We focus on the problem of minimizing the sum of smooth component functions (where the sum is strongly convex) and a non-smooth convex function, which arises in regularized empirical risk minimization in machine learning and distributed…

We focus on the optimization problem with smooth, possibly nonconvex objectives and a convex constraint set for which the Euclidean projection operation is practically available. Focusing on this setting, we carry out a general convergence…

We introduce the first direct policy search algorithm which provably converges to the globally optimal $\textit{dynamic}$ filter for the classical problem of predicting the outputs of a linear dynamical system, given noisy, partial…

In machine learning research, the proximal gradient methods are popular for solving various optimization problems with non-smooth regularization. Inexact proximal gradient methods are extremely important when exactly solving the proximal…

We study a general class of bilevel problems, consisting in the minimization of an upper-level objective which depends on the solution to a parametric fixed-point equation. Important instances arising in machine learning include…

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…

Many recent studies on first-order methods (FOMs) focus on \emph{composite non-convex non-smooth} optimization with linear and/or nonlinear function constraints. Upper (or worst-case) complexity bounds have been established for these…

Tracking objects in 3D space and predicting their 6DoF pose is an essential task in computer vision. State-of-the-art approaches often rely on object texture to tackle this problem. However, while they achieve impressive results, many…

Stochastic nonconvex optimization problems with nonlinear constraints have a broad range of applications in intelligent transportation, cyber-security, and smart grids. In this paper, first, we propose an inexact-proximal accelerated…

The Optimized Gradient Method (OGM), its strongly convex extension, the Information Theoretical Exact Method (ITEM), as well as the related Triple Momentum Method (TMM) have superior convergence guarantees when compared to the Fast Gradient…

We propose a new deflation strategy to accelerate the convergence of the preconditioned conjugate gradient(PCG) method for solving parametric large-scale linear systems of equations. Unlike traditional deflation techniques that rely on…

This work concerns the zeroth-order global minimization of continuous nonconvex functions with a unique global minimizer and possibly multiple local minimizers. We formulate a theoretical framework for inexact proximal point (IPP) methods…

Parameter-efficient tunings (PETs) have demonstrated impressive performance and promising perspectives in training large models, while they are still confronted with a common problem: the trade-off between learning new content and…

Recently there has been an increasing interest in primal-dual methods for model predictive control (MPC), which require minimizing the (augmented) Lagrangian at each iteration. We propose a novel first order primal-dual method, termed…

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…

We consider optimization methods for convex minimization problems under inexact information on the objective function. We introduce inexact model of the objective, which as a particular cases includes $(\delta,L)$ inexact oracle and…