Related papers: Zeroth-Order Algorithms for Nonconvex Minimax Prob…
Novel coordinate descent (CD) methods are proposed for minimizing nonconvex functions consisting of three terms: (i) a continuously differentiable term, (ii) a simple convex term, and (iii) a concave and continuous term. First, by extending…
We consider minimization of a smooth nonconvex function with inexact oracle access to gradient and Hessian (without assuming access to the function value) to achieve approximate second-order optimality. A novel feature of our method is that…
We propose a novel single-loop decentralized algorithm called DGDA-VR for solving the stochastic nonconvex strongly-concave minimax problem over a connected network of $M$ agents. By using stochastic first-order oracles to estimate the…
This paper resolves a longstanding open question pertaining to the design of near-optimal first-order algorithms for smooth and strongly-convex-strongly-concave minimax problems. Current state-of-the-art first-order algorithms find an…
This paper studies a compressed momentum-based single-point zeroth-order algorithm for stochastic distributed nonconvex optimization, aiming to alleviate communication overhead and address the unavailability of explicit gradient…
In this paper, we develop new first-order method for composite non-convex minimization problems with simple constraints and inexact oracle. The objective function is given as a sum of "`hard"', possibly non-convex part, and "`simple"'…
In this paper we study a nonconvex-strongly-concave constrained minimax problem. Specifically, we propose a first-order augmented Lagrangian method for solving it, whose subproblems are nonconvex-strongly-concave unconstrained minimax…
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…
We propose a new stochastic optimization framework for empirical risk minimization problems such as those that arise in machine learning. The traditional approaches, such as (mini-batch) stochastic gradient descent (SGD), utilize an…
The graduated optimization approach is a method for finding global optimal solutions for nonconvex functions by using a function smoothing operation with stochastic noise. This paper makes three contributions regarding graduated…
Zeroth-order (ZO) optimization is indispensable for complex non-convex tasks where explicit gradients are computationally prohibitive or strictly inaccessible. For deploying ZO methods over distributed heterogeneous networks, the gradient…
Minimax problems, such as generative adversarial network, adversarial training, and fair training, are widely solved by a multi-step gradient descent ascent (MGDA) method in practice. However, its convergence guarantee is limited. In this…
In this paper, we consider two distinct challenges in the resolution of nonsmooth stochastic optimization. Of these, the first pertains to the pronounced dependence of dimension in Gaussian smoothing-enabled zeroth-order schemes, impeding…
Zeroth-order (a.k.a, derivative-free) methods are a class of effective optimization methods for solving complex machine learning problems, where gradients of the objective functions are not available or computationally prohibitive.…
Unlike nonconvex optimization, where gradient descent is guaranteed to converge to a local optimizer, algorithms for nonconvex-nonconcave minimax optimization can have topologically different solution paths: sometimes converging to a…
We consider stochastic convex optimization problems with affine constraints and develop several methods using either primal or dual approach to solve it. In the primal case, we use a special penalization technique to make the initial…
Dual averaging and gradient descent with their stochastic variants stand as the two canonical recipe books for first-order optimization: Every modern variant can be viewed as a descendant of one or the other. In the convex regime, these…
The article discusses distributed gradient-descent algorithms for computing local and global minima in nonconvex optimization. For local optimization, we focus on distributed stochastic gradient descent (D-SGD)--a simple network-based…
While Nesterov's Accelerated Gradient Descent (AGD) efficiently solves constrained problems when the constraint set $X \subseteq \mathbb{R}^n$ is simple and easy to project onto, it remains an open question whether function-constrained…
We study the problem of finding a near-stationary point for smooth minimax optimization. The recently proposed extra anchored gradient (EAG) methods achieve the optimal convergence rate for the convex-concave minimax problem in the…