Related papers: A Semi-Smooth Newton Algorithm for High-Dimensiona…

We consider the problem of minimizing a sum of $n$ functions over a convex parameter set $\mathcal{C} \subset \mathbb{R}^p$ where $n\gg p\gg 1$. In this regime, algorithms which utilize sub-sampling techniques are known to be effective. In…

The stochastic proximal point (SPP) methods have gained recent attention for stochastic optimization, with strong convergence guarantees and superior robustness to the classic stochastic gradient descent (SGD) methods showcased at little to…

Recurrent Spiking Neural Networks (RSNNs) have emerged as a computationally efficient and brain-inspired learning model. The design of sparse RSNNs with fewer neurons and synapses helps reduce the computational complexity of RSNNs.…

We present a hybrid algorithm for optimizing a convex, smooth function over the cone of positive semidefinite matrices. Our algorithm converges to the global optimal solution and can be used to solve general large-scale semidefinite…

This technical note studies a class of distributed nonsmooth convex consensus optimization problem. The cost function is a summation of local cost functions which are convex but nonsmooth. Each of the local cost functions consists of a…

In this work, we consider strongly convex strongly concave (SCSC) saddle point (SP) problems $\min_{x\in\mathbb{R}^{d_x}}\max_{y\in\mathbb{R}^{d_y}}f(x,y)$ where $f$ is $L$-smooth, $f(.,y)$ is $\mu$-strongly convex for every $y$, and…

Deep convolutional neural networks have been proved successful on a wide range of tasks, yet they are still hindered by their large computation cost in many industrial scenarios. In this paper, we propose to reduce such cost for CNNs…

High-dimensional linear regression under heavy-tailed noise or outlier corruption is challenging, both computationally and statistically. Convex approaches have been proven statistically optimal but suffer from high computational costs,…

We propose a scalable method for semi-supervised (transductive) learning from massive network-structured datasets. Our approach to semi-supervised learning is based on representing the underlying hypothesis as a graph signal with small…

Minimizing sum of two functions under a linear constraint is what we called splitting problem. This convex optimization has wide applications in machine learning problems, such as Lasso, Group Lasso and Sparse logistic regression. A recent…

In this paper, we propose a single-loop stochastic gradient algorithm for solving stochastic nonconvex-concave minimax optimization with nonlinear convex coupled constraints (MCC). The proposed method, SPACO (Stochastic Penalty-based…

We propose a sequential quadratic programming (SQP) method that can incorporate adaptive sampling for stochastic nonsmooth nonconvex optimization problems with upper-C^2 objectives. Upper-$\Ctwo$ functions can be viewed as…

The state-of-the-art deep neural networks (DNNs) have significant computational and data management requirements. The size of both training data and models continue to increase. Sparsification and pruning methods are shown to be effective…

Many contemporary signal processing, machine learning and wireless communication applications can be formulated as nonconvex nonsmooth optimization problems. Often there is a lack of efficient algorithms for these problems, especially when…

Sparse Neural Networks (SNNs) have emerged as powerful tools for efficient feature selection. Leveraging the dynamic sparse training (DST) algorithms within SNNs has demonstrated promising feature selection capabilities while drastically…

Many real-world problems, such as those with fairness constraints, involve complex expectation constraints and large datasets, necessitating the design of efficient stochastic methods to solve them. Most existing research focuses on cases…

The distributed nonconvex optimization problem of minimizing a global cost function formed by a sum of $n$ local cost functions by using local information exchange is considered. This problem is an important component of many machine…

This paper investigates accelerating the convergence of distributed optimization algorithms on non-convex problems. We propose a distributed primal-dual stochastic gradient descent~(SGD) equipped with "powerball" method to accelerate. We…

We investigate fast methods that allow to quickly eliminate variables (features) in supervised learning problems involving a convex loss function and a $l_1$-norm penalty, leading to a potentially substantial reduction in the number of…

In this paper, we propose new methods to efficiently solve convex optimization problems encountered in sparse estimation, which include a new quasi-Newton method that avoids computing the Hessian matrix and improves efficiency, and we prove…