Related papers: Discrete Decreasing Minimization, Part I: Base-pol…
Finding the optimal configuration of parameters in ResNet is a nonconvex minimization problem, but first-order methods nevertheless find the global optimum in the overparameterized regime. We study this phenomenon with mean-field analysis,…
We propose a descent subgradient algorithm for unconstrained nonsmooth nonconvex multiobjective optimization problems. To find a descent direction, we present an iterative process that efficiently approximates the Goldstein subdifferential…
In this paper, we use composite optimization algorithms to solve sigmoid networks. We equivalently transfer the sigmoid networks to a convex composite optimization and propose the composite optimization algorithms based on the linearized…
Within the framework of parameter dependent PDEs, we develop a constructive approach based on Deep Neural Networks for the efficient approximation of the parameter-to-solution map. The research is motivated by the limitations and drawbacks…
Following the great success of Machine Learning (ML), especially Deep Neural Networks (DNNs), in many research domains in 2010s, several ML-based approaches were proposed for detection in large inverse linear problems, e.g., massive MIMO…
We provide a solution method for the polyhedral convex set optimization problem, that is, the problem to minimize a set-valued mapping with polyhedral convex graph with respect to a set ordering relation which is generated by a polyhedral…
A path or a polygonal domain is C-oriented if the orientations of its edges belong to a set of C given orientations; this is a generalization of the notable rectilinear case (C = 2). We study exact and approximation algorithms for…
We aim to derive effective lower bounds for the Discrete Cost Multicommodity Network Design Problem (DCMNDP). Given an undirected graph, the problem requires installing at most one facility on each edge such that a set of point-to-point…
Abstract notions of convexity over the vertices of a graph, and corresponding notions of halfspaces, have recently gained attention from the machine learning community. In this work we study monophonic halfspaces, a notion of graph…
Distributed network optimization algorithms, such as minimum spanning tree, minimum cut, and shortest path, are an active research area in distributed computing. This paper presents a fast distributed algorithm for such problems in the…
In this paper, we show that simple {Stochastic} subGradient Decent methods with multiple Restarting, named {\bf RSGD}, can achieve a \textit{linear convergence rate} for a class of non-smooth and non-strongly convex optimization problems…
The multi-gradient descent algorithm (MGDA) finds a common descent direction that can improve all objectives by identifying the minimum-norm point in the convex hull of the objective gradients. This method has become a foundational tool in…
Difference-of-Convex (DC) minimization, referring to the problem of minimizing the difference of two convex functions, has been found rich applications in statistical learning and studied extensively for decades. However, existing methods…
Based on the ideas of arXiv:1710.06612, we consider the problem of minimization of the Holder-continuous non-smooth functional $f$ with non-positive convex (generally, non-smooth) Lipschitz-continuous functional constraint. We propose some…
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…
We consider the problem of adding a fixed number of new edges to an undirected graph in order to minimize the diameter of the augmented graph, and under the constraint that the number of edges added for each vertex is bounded by an integer.…
Minimax optimal convergence rates for classes of stochastic convex optimization problems are well characterized, where the majority of results utilize iterate averaged stochastic gradient descent (SGD) with polynomially decaying step sizes.…
We develop a distributed algorithm for convex Empirical Risk Minimization, the problem of minimizing large but finite sum of convex functions over networks. The proposed algorithm is derived from directly discretizing the second-order…
Decentralized optimization strategies are helpful for various applications, from networked estimation to distributed machine learning. This paper studies finite-sum minimization problems described over a network of nodes and proposes a…
Mirror descent (MD) is a powerful first-order optimization technique that subsumes several optimization algorithms including gradient descent (GD). In this work, we develop a semi-definite programming (SDP) framework to analyze the…