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In this paper, we consider a large network containing many regions such that each region is equipped with a worker with some data processing and communication capability. For such a network, some workers may become stragglers due to the…
A Distortion Contribution Analysis (DCA) obtains the distortion at the output of an analog electronic circuit as a sum of distortion contributions of its sub-circuits. Similar to a noise analysis, a DCA helps a designer to pinpoint the…
The goal of decentralized optimization over a network is to optimize a global objective formed by a sum of local (possibly nonsmooth) convex functions using only local computation and communication. It arises in various application domains,…
We study the consensus decentralized optimization problem where the objective function is the average of $n$ agents private non-convex cost functions; moreover, the agents can only communicate to their neighbors on a given network topology.…
In this work, we propose and analyze DCA-PAGE, a novel algorithm that integrates the difference-of-convex algorithm (DCA) with the ProbAbilistic Gradient Estimator (PAGE) to solve structured nonsmooth difference-of-convex programs. In the…
This paper considers the problem of minimizing an expectation function over a closed convex set, coupled with a {\color{black} functional or expectation} constraint on either decision variables or problem parameters. We first present a new…
We consider nonconvex-concave minimax problems, $\min_{\mathbf{x}} \max_{\mathbf{y} \in \mathcal{Y}} f(\mathbf{x}, \mathbf{y})$, where $f$ is nonconvex in $\mathbf{x}$ but concave in $\mathbf{y}$ and $\mathcal{Y}$ is a convex and bounded…
The stochastic gradient (SG) method can minimize an objective function composed of a large number of differentiable functions, or solve a stochastic optimization problem, to a moderate accuracy. The block coordinate descent/update (BCD)…
Due to the rapid growth of smart agents such as weakly connected computational nodes and sensors, developing decentralized algorithms that can perform computations on local agents becomes a major research direction. This paper considers the…
Distributed Optimization is an increasingly important subject area with the rise of multi-agent control and optimization. We consider a decentralized stochastic optimization problem where the agents on a graph aim to asynchronously optimize…
We are interested in solving the Asymmetric Eigenvalue Complementarity Problem (AEiCP) by accelerated Difference-of-Convex (DC) algorithms. Two novel hybrid accelerated DCA: the Hybrid DCA with Line search and Inertial force (HDCA-LI) and…
In this paper, we consider the nonsmooth convex optimization problems over the fixed point constraint sets of firmly nonexpansive operators. To find an optimal solution of the problem, we present an iterative method based on the hybrid…
In this paper, we develop a new computational approach which is based on minimizing the difference of two convex functionals (DC) to solve a broader class of phase retrieval problems. The approach splits a standard nonlinear least squares…
The paper studies decentralized optimization over networks, where agents minimize a composite objective consisting of the sum of smooth convex functions--the agents' losses--and an additional nonsmooth convex extended value function. We…
Adam is a popular variant of stochastic gradient descent for finding a local minimizer of a function. In the constant stepsize regime, assuming that the objective function is differentiable and non-convex, we establish the convergence in…
In this paper, we consider nonconvex minimax optimization, which is gaining prominence in many modern machine learning applications such as GANs. Large-scale edge-based collection of training data in these applications calls for…
We study the stochastic optimization of canonical correlation analysis (CCA), whose objective is nonconvex and does not decouple over training samples. Although several stochastic gradient based optimization algorithms have been recently…
Minimax problems have recently attracted a lot of research interests. A few efforts have been made to solve decentralized nonconvex strongly-concave (NCSC) minimax-structured optimization; however, all of them focus on smooth problems with…
We provide new adaptive first-order methods for constrained convex optimization. Our main algorithms AdaACSA and AdaAGD+ are accelerated methods, which are universal in the sense that they achieve nearly-optimal convergence rates for both…
Deep Neural Networks ( DNN s) are known to make overconfident mistakes, which makes their use problematic in safety-critical applications. State-of-the-art ( SOTA ) calibration techniques improve on the confidence of predicted labels alone…