Related papers: Potential-based analyses of first-order methods fo…
We present two first-order, sequential optimization algorithms to solve constrained optimization problems. We consider a black-box setting with a priori unknown, non-convex objective and constraint functions that have Lipschitz continuous…
Many problems encountered in science and engineering can be formulated as estimating a low-rank object (e.g., matrices and tensors) from incomplete, and possibly corrupted, linear measurements. Through the lens of matrix and tensor…
We focus on analyzing the classical stochastic projected gradient methods under a general dependent data sampling scheme for constrained smooth nonconvex optimization. We show the worst-case rate of convergence $\tilde{O}(t^{-1/4})$ and…
This paper proposes a novel first-order algorithm that solves composite nonsmooth and stochastic convex optimization problem with function constraints. Most of the works in the literature provide convergence rate guarantees on the…
We present a new feasible proximal gradient method for constrained optimization where both the objective and constraint functions are given by the summation of a smooth, possibly nonconvex function and a convex simple function. The…
Composite convex optimization models arise in several applications, and are especially prevalent in inverse problems with a sparsity inducing norm and in general convex optimization with simple constraints. The most widely used algorithms…
Composite optimization offers a powerful modeling tool for a variety of applications and is often numerically solved by means of proximal gradient methods. In this paper, we consider fully nonconvex composite problems under only local…
We consider the setting where the nodes of an undirected, connected network collaborate to solve a shared objective modeled as the sum of smooth functions. We assume that each summand is privately known by a unique node. NEAR-DGD is a…
We study the convergence rate of first-order methods for rectangular matrix factorization, which is a canonical nonconvex optimization problem. Specifically, given a rank-$r$ matrix $\mathbf{A}\in\mathbb{R}^{m\times n}$, we prove that…
We present a unified convergence analysis for first order convex optimization methods using the concept of strong Lyapunov conditions. Combining this with suitable time scaling factors, we are able to handle both convex and strong convex…
In this paper, we propose a unified two-phase scheme to accelerate any high-order regularized tensor approximation approach on the smooth part of a composite convex optimization model. The proposed scheme has the advantage of not needing to…
We present a family of algorithms, called descent algorithms, for optimizing convex and non-convex functions. We also introduce a new first-order algorithm, called rescaled gradient descent (RGD), and show that RGD achieves a faster…
Functional constrained optimization is becoming more and more important in machine learning and operations research. Such problems have potential applications in risk-averse machine learning, semisupervised learning, and robust optimization…
We provide a novel computer-assisted technique for systematically analyzing first-order methods for optimization. In contrast with previous works, the approach is particularly suited for handling sublinear convergence rates and stochastic…
In this work, we consider a connected network of finitely many agents working cooperatively to solve a min-max problem with convex-concave structure. We propose a decentralised first-order algorithm which can be viewed as a non-trivial…
Solving the trust-region subproblem (TRS) plays a key role in numerical optimization and many other applications. The generalized Lanczos trust-region (GLTR) method is a well-known Lanczos type approach for solving a large-scale TRS. The…
We propose a novel linesearch variant of the trust region normal map-based semismooth Newton method developed in [Ouyang and Milzarek, Math. Program. 212(1-2), 389--435 (2025)] for solving a class of nonsmooth, nonconvex composite-type…
We propose computationally tractable accelerated first-order methods for Riemannian optimization, extending the Nesterov accelerated gradient (NAG) method. For both geodesically convex and geodesically strongly convex objective functions,…
Higher-order tensor methods were recently proposed for minimizing smooth convex and nonconvex functions. Higher-order algorithms accelerate the convergence of the classical first-order methods thanks to the higher-order derivatives used in…
In this paper we develop efficient first-order algorithms for the generalized trust-region subproblem (GTRS), which has applications in signal processing, compressed sensing, and engineering. Although the GTRS, as stated, is nonlinear and…