Related papers: A Unified Adaptive Tensor Approximation Scheme to …
In this paper we present an inexact zeroth-order method suitable for the solution nonsmooth and nonconvex stochastic composite optimization problems, in which the objective is split into a real-valued Lipschitz continuous stochastic…
High-order tensor methods that employ Taylor-based local models (of degree $p\ge 3$) within adaptive regularization frameworks have been recently proposed for both convex and nonconvex optimization problems. They have been shown to have…
This work proposes an accelerated first-order algorithm we call the Robust Momentum Method for optimizing smooth strongly convex functions. The algorithm has a single scalar parameter that can be tuned to trade off robustness to gradient…
In this paper, we propose and analyze zeroth-order stochastic approximation algorithms for nonconvex and convex optimization, with a focus on addressing constrained optimization, high-dimensional setting and saddle-point avoiding. To handle…
As application demands for online convex optimization accelerate, the need for designing new methods that simultaneously cover a large class of convex functions and impose the lowest possible regret is highly rising. Known online…
In this paper, we present new second-order algorithms for composite convex optimization, called Contracting-domain Newton methods. These algorithms are affine-invariant and based on global second-order lower approximation for the smooth…
Recent advances in convex optimization have leveraged computer-assisted proofs to develop optimized first-order methods that improve over classical algorithms. However, each optimized method is specially tailored for a particular problem…
Despite their frequent slow convergence, proximal gradient schemes are widely used in large-scale optimization tasks due to their tremendous stability, scalability, and ease of computation. In this paper, we develop and investigate a…
Classical analysis of convex and non-convex optimization methods often requires the Lipshitzness of the gradient, which limits the analysis to functions bounded by quadratics. Recent work relaxed this requirement to a non-uniform smoothness…
Alternating minimization (AM) procedures are practically efficient in many applications for solving convex and non-convex optimization problems. On the other hand, Nesterov's accelerated gradient is theoretically optimal first-order method…
In this paper, we introduce the Adaptive Inertial Method (AIM), a novel framework for accelerated first-order methods through a customizable inertial term. We provide a rigorous convergence analysis establishing a global convergence rate of…
This work considers minimizing a sum of convex functions, each with potentially different structure ranging from nonsmooth to smooth, Lipschitz to non-Lipschitz. Nesterov's universal fast gradient method provides an optimal black-box…
For a linear equality constrained convex optimization problem involving two objective functions with a ``nonsmooth" + ``nonsmooth" composite structure, we study two algorithms derived from a mixed-order dynamical system which incorporates…
This paper presents a framework to solve constrained optimization problems in an accelerated manner based on High-Order Tuners (HT). Our approach is based on reformulating the original constrained problem as the unconstrained optimization…
We present a new accelerated stochastic second-order method that is robust to both gradient and Hessian inexactness, which occurs typically in machine learning. We establish theoretical lower bounds and prove that our algorithm achieves…
A fully stochastic second-order adaptive-regularization method for unconstrained nonconvex optimization is presented which never computes the objective-function value, but yet achieves the optimal $\mathcal{O}(\epsilon^{-3/2})$ complexity…
We propose a framework to use Nesterov's accelerated method for constrained convex optimization problems. Our approach consists of first reformulating the original problem as an unconstrained optimization problem using a continuously…
We present a totally asynchronous algorithm for convex optimization that is based on a novel generalization of Nesterov's accelerated gradient method. This algorithm is developed for fast convergence under "total asynchrony," i.e., allowing…
Accelerated first order methods, also called fast gradient methods, are popular optimization methods in the field of convex optimization. However, they are prone to suffer from oscillatory behaviour that slows their convergence when medium…
For solving large-scale non-convex problems, we propose inexact variants of trust region and adaptive cubic regularization methods, which, to increase efficiency, incorporate various approximations. In particular, in addition to approximate…