Related papers: Accelerating Min-Max Optimization with Application…
We study the problem of estimating the size of maximum matching and minimum vertex cover in sublinear time. Denoting the number of vertices by $n$ and the average degree in the graph by $\bar{d}$, we obtain the following results for both…
In this paper, we consider a class of structured nonsmooth fractional minimization, where the first part of the objective is the ratio of a nonnegative nonsmooth nonconvex function to a nonnegative nonsmooth convex function, while the…
It is known that for convex optimization $\min_{\mathbf{w}\in\mathcal{W}}f(\mathbf{w})$, the best possible rate of first order accelerated methods is $O(1/\sqrt{\epsilon})$. However, for the bilinear minimax problem:…
We propose faster algorithms for the following three optimization problems on $n$ collinear points, i.e., points in dimension one. The first two problems are known to be NP-hard in higher dimensions. 1- Maximizing total area of disjoint…
We propose an adaptive smoothing algorithm based on Nesterov's smoothing technique in \cite{Nesterov2005c} for solving "fully" nonsmooth composite convex optimization problems. Our method combines both Nesterov's accelerated proximal…
We propose an adaptive accelerated smoothing technique for a nonsmooth convex optimization problem where the smoothing update rule is coupled with the momentum parameter. We also extend the setting to the case where the objective function…
We further research on the accelerated optimization phenomenon on Riemannian manifolds by introducing accelerated global first-order methods for the optimization of $L$-smooth and geodesically convex (g-convex) or $\mu$-strongly g-convex…
In this paper, we study a class of stochastic bilevel optimization problems, also known as stochastic simple bilevel optimization, where we minimize a smooth stochastic objective function over the optimal solution set of another stochastic…
We study the oracle complexity of finding $\varepsilon$-Pareto stationary points in smooth multiobjective optimization with $m$ objectives. Progress is measured by the Pareto stationarity gap $\mathcal{G}(x)$, the norm of the best convex…
We consider the Demand Strip Packing problem (DSP), in which we are given a set of jobs, each specified by a processing time and a demand. The task is to schedule all jobs such that they are finished before some deadline $D$ while…
In this paper we present two frameworks in which global maximization of a bounded hessian function over a strongly convex set can be reduced to convex optimization. The first presented framework is a continuation of one of our previous…
In this paper, we investigate optimization problems with nonnegative and orthogonal constraints, where any feasible matrix of size $n \times p$ exhibits a sparsity pattern such that each row accommodates at most one nonzero entry. Our…
Many discrete minimization problems, including various versions of the shortest path problem, can be efficiently solved by dynamic programming (DP) algorithms that are "pure" in that they only perform basic operations, as min, max, +, but…
In this work, we consider bilevel optimization when the lower-level problem is strongly convex. Recent works show that with a Hessian-vector product (HVP) oracle, one can provably find an $\epsilon$-stationary point within…
We study the simplex method over polyhedra satisfying certain "discrete curvature" lower bounds, which enforce that the boundary always meets vertices at sharp angles. Motivated by linear programs with totally unimodular constraint…
This paper considers non-smooth optimization problems where we seek to minimize the pointwise maximum of a continuously parameterized family of functions. Since the objective function is given as the solution to a maximization problem,…
Traditional algorithms for stochastic optimization require projecting the solution at each iteration into a given domain to ensure its feasibility. When facing complex domains, such as positive semi-definite cones, the projection operation…
We investigate robust optimization problems defined for maximizing convex functions. For finite uncertainty set, we develop a geometric branch-and-bound algorithmic approach to solve this problem. The geometric branch-and-bound algorithm…
We present a stochastic optimization method that uses a fourth-order regularized model to find local minima of smooth and potentially non-convex objective functions with a finite-sum structure. This algorithm uses sub-sampled derivatives…
We consider the stochastic approximation problem where a convex function has to be minimized, given only the knowledge of unbiased estimates of its gradients at certain points, a framework which includes machine learning methods based on…