Related papers: ZO-AdaMM: Zeroth-Order Adaptive Momentum Method fo…
The nonconvex and nonsmooth finite-sum optimization problem with linear constraint has attracted much attention in the fields of artificial intelligence, computer, and mathematics, due to its wide applications in machine learning and the…
We introduce Adam, an algorithm for first-order gradient-based optimization of stochastic objective functions, based on adaptive estimates of lower-order moments. The method is straightforward to implement, is computationally efficient, has…
Zeroth-order (ZO) optimization is one key technique for machine learning problems where gradient calculation is expensive or impossible. Several variance reduced ZO proximal algorithms have been proposed to speed up ZO optimization for…
This dissertation explores block decomposable methods for large-scale optimization problems. It focuses on alternating direction method of multipliers (ADMM) schemes and block coordinate descent (BCD) methods. Specifically, it introduces a…
The alternating direction method of multipliers (ADMM) is a common optimization tool for solving constrained and non-differentiable problems. We provide an empirical study of the practical performance of ADMM on several nonconvex…
Many modern computer vision and machine learning applications rely on solving difficult optimization problems that involve non-differentiable objective functions and constraints. The alternating direction method of multipliers (ADMM) is a…
It is well known that we need to choose the hyper-parameters in Momentum, AdaGrad, AdaDelta, and other alternative stochastic optimizers. While in many cases, the hyper-parameters are tuned tediously based on experience becoming more of an…
We study a class of zeroth-order distributed optimization problems, where each agent can control a partial vector and observe a local cost that depends on the joint vector of all agents, and the agents can communicate with each other with…
Although ADAM is a very popular algorithm for optimizing the weights of neural networks, it has been recently shown that it can diverge even in simple convex optimization examples. Several variants of ADAM have been proposed to circumvent…
Zeroth-order or derivative-free optimization (MeZO) is an attractive strategy for finetuning large language models (LLMs) because it eliminates the memory overhead of backpropagation. However, it converges slowly due to the inherent curse…
Adaptive Moment Estimation (ADAM) is a very popular training algorithm for deep neural networks and belongs to the family of adaptive gradient descent optimizers. However to the best of the authors knowledge no complete convergence analysis…
In this paper, we analyze the convergence of the alternating direction method of multipliers (ADMM) for minimizing a nonconvex and possibly nonsmooth objective function, $\phi(x_0,\ldots,x_p,y)$, subject to coupled linear equality…
This paper investigates how to accelerate the convergence of distributed optimization algorithms on nonconvex problems with zeroth-order information available only. We propose a zeroth-order (ZO) distributed primal-dual stochastic…
In this paper, we study zeroth-order algorithms for minimax optimization problems that are nonconvex in one variable and strongly-concave in the other variable. Such minimax optimization problems have attracted significant attention lately…
Fine-tuning language models (LMs) with the Adam optimizer often demands excessive memory, limiting accessibility. The "in-place" version of Stochastic Gradient Descent (IP-SGD) and Memory-Efficient Zeroth-order Optimizer (MeZO) have been…
Zeroth-order (ZO) optimization is a subset of gradient-free optimization that emerges in many signal processing and machine learning applications. It is used for solving optimization problems similarly to gradient-based methods. However, it…
Zeroth-order (ZO) optimization provides a gradient-free alternative to first-order (FO) methods by estimating gradients via finite differences of function evaluations, and has recently emerged as a memory-efficient paradigm for fine-tuning…
This work proposes a novel adaptive linearized alternating direction multiplier method (LADMM) to convex optimization, which improves the convergence rate of the LADMM-based algorithm by adjusting step-size iteratively.The innovation of…
We propose Zeroth-Order Random Matrix Search for Learning from Demonstrations (ZORMS-LfD). ZORMS-LfD enables the costs, constraints, and dynamics of constrained optimal control problems, in both continuous and discrete time, to be learned…
In the paper, we propose a class of faster adaptive Gradient Descent Ascent (GDA) methods for solving the nonconvex-strongly-concave minimax problems by using the unified adaptive matrices, which include almost all existing coordinate-wise…