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Optimization of frame structures is formulated as a~non-convex optimization problem, which is currently solved to local optimality. In this contribution, we investigate four optimization approaches: (i) general non-linear optimization, (ii)…

Optimization and Control · Mathematics 2019-09-17 Marek Tyburec , Jan Zeman , Martin Kružík , Didier Henrion

Constrained Optimization solution algorithms are restricted to point based solutions. In practice, single or multiple objectives must be satisfied, wherein both the objective function and constraints can be non-convex resulting in multiple…

Neural and Evolutionary Computing · Computer Science 2021-01-05 Gurpreet Singh , Soumyajit Gupta , Matthew Lease

We study the global convergence of generative adversarial imitation learning for linear quadratic regulators, which is posed as minimax optimization. To address the challenges arising from non-convex-concave geometry, we analyze the…

Machine Learning · Computer Science 2019-01-15 Qi Cai , Mingyi Hong , Yongxin Chen , Zhaoran Wang

Nonconvex regularization has been popularly used in low-rank matrix learning. However, extending it for low-rank tensor learning is still computationally expensive. To address this problem, we develop an efficient solver for use with a…

Machine Learning · Computer Science 2022-05-09 Quanming Yao , Yaqing Wang , Bo Han , James Kwok

Motivated by recent increased interest in optimization algorithms for non-convex optimization in application to training deep neural networks and other optimization problems in data analysis, we give an overview of recent theoretical…

Deep learning, in the form of artificial neural networks, has achieved remarkable practical success in recent years, for a variety of difficult machine learning applications. However, a theoretical explanation for this remains a major open…

Machine Learning · Computer Science 2016-06-15 Itay Safran , Ohad Shamir

Various optimal gradient-based algorithms have been developed for smooth nonconvex optimization. However, many nonconvex machine learning problems do not belong to the class of smooth functions and therefore the existing algorithms are…

Optimization and Control · Mathematics 2023-06-27 Ziyi Chen , Yi Zhou , Yingbin Liang , Zhaosong Lu

This work considers two popular minimization problems: (i) the minimization of a general convex function $f(\mathbf{X})$ with the domain being positive semi-definite matrices; (ii) the minimization of a general convex function…

Information Theory · Computer Science 2019-02-22 Qiuwei Li , Zhihui Zhu , Gongguo Tang

The loss surface of deep neural networks has recently attracted interest in the optimization and machine learning communities as a prime example of high-dimensional non-convex problem. Some insights were recently gained using spin glass…

Machine Learning · Statistics 2017-06-05 C. Daniel Freeman , Joan Bruna

Non-convex optimization plays a key role in a growing number of machine learning applications. This motivates the identification of specialized structure that enables sharper theoretical analysis. One such identified structure is…

Optimization and Control · Mathematics 2023-06-06 Qiang Fu , Dongchu Xu , Ashia Wilson

Quadratic constrained quadratic programming problems often occur in various fields such as engineering practice, management science, and network communication. This article mainly studies a non convex quadratic programming problem with…

Optimization and Control · Mathematics 2023-12-29 Bo Zhang , YueLin Gao , Xia Liu , XiaoLi Huang

We present a geometrical analysis on the completely positive programming reformulation of quadratic optimization problems and its extension to polynomial optimization problems with a class of geometrically defined nonconvex conic programs…

Optimization and Control · Mathematics 2019-01-09 Sunyoung Kim , Masakazu Kojima , Kim-Chuan Toh

We present a non-convex optimization algorithm metaheuristic, based on the training of a deep generative network, which enables effective searching within continuous, ultra-high dimensional landscapes. During network training, populations…

Machine Learning · Computer Science 2023-07-11 Jiaqi Jiang , Jonathan A. Fan

We prove that finding all globally optimal two-layer ReLU neural networks can be performed by solving a convex optimization program with cone constraints. Our analysis is novel, characterizes all optimal solutions, and does not leverage…

Machine Learning · Computer Science 2022-03-15 Yifei Wang , Jonathan Lacotte , Mert Pilanci

Convex optimization problems with staged structure appear in several contexts, including optimal control, verification of deep neural networks, and isotonic regression. Off-the-shelf solvers can solve these problems but may scale poorly. We…

Optimization and Control · Mathematics 2020-10-28 Rudy Bunel , Oliver Hinder , Srinadh Bhojanapalli , Krishnamurthy , Dvijotham

Training a classifier under non-convex constraints has gotten increasing attention in the machine learning community thanks to its wide range of applications such as algorithmic fairness and class-imbalanced classification. However, several…

Machine Learning · Statistics 2022-10-31 You-Lin Chen , Zhaoran Wang , Mladen Kolar

This paper considers general rank-constrained optimization problems that minimize a general objective function $f(X)$ over the set of rectangular $n\times m$ matrices that have rank at most $r$. To tackle the rank constraint and also to…

Information Theory · Computer Science 2021-09-07 Zhihui Zhu , Qiuwei Li , Gongguo Tang , Michael B. Wakin

Due to the non-convex nature of training Deep Neural Network (DNN) models, their effectiveness relies on the use of non-convex optimization heuristics. Traditional methods for training DNNs often require costly empirical methods to produce…

Machine Learning · Computer Science 2023-12-21 Tolga Ergen , Mert Pilanci

We study the effects of mild over-parameterization on the optimization landscape of a simple ReLU neural network of the form $\mathbf{x}\mapsto\sum_{i=1}^k\max\{0,\mathbf{w}_i^{\top}\mathbf{x}\}$, in a well-studied teacher-student setting…

Machine Learning · Computer Science 2021-08-02 Itay Safran , Gilad Yehudai , Ohad Shamir

Machine Learning models incorporating multiple layered learning networks have been seen to provide effective models for various classification problems. The resulting optimization problem to solve for the optimal vector minimizing the…

Optimization and Control · Mathematics 2018-07-03 Vyacheslav Kungurtsev , Tomas Pevny