Related papers: Consensus-Based Optimization on Hypersurfaces: Wel…

Reaching consensus among states of a multi-agent system is a key requirement for many distributed control/optimization problems. Such a consensus is often achieved using the standard Laplacian matrix (for continuous system) or Perron matrix…

The training of modern machine learning models often consists in solving high-dimensional non-convex optimisation problems that are subject to large-scale data. In this context, momentum-based stochastic optimisation algorithms have become…

The conserved Kuramoto-Sivashinsky (CKS) equation, u_t = -(u+u_xx+u_x^2)_xx, has recently been derived in the context of crystal growth, and it is also strictly related to a similar equation appearing, e.g., in sand-ripple dynamics. We show…

We consider the problem of minimizing a convex function that is evolving according to unknown and possibly stochastic dynamics, which may depend jointly on time and on the decision variable itself. Such problems abound in the machine…

We study fully nonlinear geometric flows that deform strictly $k$-convex hypersurfaces in Euclidean space with pointwise normal speed given by a concave function of the principal curvatures. Specifically, the speeds we consider are obtained…

This paper introduces an abstract framework for randomized subspace correction methods for convex optimization, which unifies and generalizes a broad class of existing algorithms, including domain decomposition, multigrid, and block…

This paper considers stochastic first-order algorithms for convex-concave minimax problems of the form $\min_{\bf x}\max_{\bf y}f(\bf x, \bf y)$, where $f$ can be presented by the average of $n$ individual components which are $L$-average…

We present and analyze a central cutting surface algorithm for general semi-infinite convex optimization problems, and use it to develop a novel algorithm for distributionally robust optimization problems in which the uncertainty set…

We investigate the uniform convergence of subdifferential mappings from empirical risk to population risk in nonsmooth, nonconvex stochastic optimization. This question is key to understanding how empirical stationary points approximate…

While many distributed optimization algorithms have been proposed for solving smooth or convex problems over the networks, few of them can handle non-convex and non-smooth problems. Based on a proximal primal-dual approach, this paper…

This paper studies distributed nonconvex optimization problems with stochastic gradients for a multi-agent system, in which each agent aims to minimize the sum of all agents' cost functions by using local compressed information exchange. We…

Multilayer networks provide a more comprehensive framework for exploring real-world and engineering systems than traditional single-layer networks, consisting of multiple interacting networks. However, despite significant research in…

Non-convex optimization with local search heuristics has been widely used in machine learning, achieving many state-of-art results. It becomes increasingly important to understand why they can work for these NP-hard problems on typical…

We discuss kinetic-based particle optimization methods and variable-sample strategies for problems where the cost function represents the expected value of a random mapping. Kinetic-based optimization methods rely on a consensus mechanism…

We consider distributed convex optimization problems that involve a separable objective function and nontrivial functional constraints, such as Linear Matrix Inequalities (LMIs). We propose a decentralized and computationally inexpensive…

In this paper, we describe a new way to get convergence rates for optimal methods in smooth (strongly) convex optimization tasks. Our approach is based on results for tasks where gradients have nonrandom small noises. Unlike previous…

This paper proposes and analyzes a communication-efficient distributed optimization framework for general nonconvex nonsmooth signal processing and machine learning problems under an asynchronous protocol. At each iteration, worker machines…

We investigate superdiffusion for stochastic processes generated by nonuniformly hyperbolic system models, in terms of the convergence of rescaled distributions to the normal distribution following the abnormal central limit theorem, which…

In this paper, we develop an analytical framework for the partial differential equation underlying the consensus-based optimization model. The main challenge arises from the nonlinear, nonlocal nature of the consensus point, coupled with a…

We consider pessimistic bilevel stochastic programs in which the follower maximizes over a fixed compact convex set a strictly convex quadratic function, whose Hessian depends on the leader's decision. The resulting random variable is…