Related papers: A Hierarchical Convex Optimization for Multiclass …

We examine gradient descent on unregularized logistic regression problems, with homogeneous linear predictors on linearly separable datasets. We show the predictor converges to the direction of the max-margin (hard margin SVM) solution. The…

This paper aims to find efficient solutions to a multi-objective optimization problem (MP) with convex polynomial data. To this end, a hybrid method, which allows us to transform problem (MP) into a scalar convex polynomial optimization…

This paper deals with a modifed iterative projection method for approximating a solution of hierarchical fixed point problems for nearly nonexpansive mappings. Some strong convergence theorems for the proposed method are presented under…

The hard margin loss function has been at the core of the support vector machine (SVM) research from the very beginning due to its generalization capability.On the other hand, the cardinality constraint has been widely used for feature…

In many learning settings, it is beneficial to augment the main features with pairwise interactions. Such interaction models can be often enhanced by performing variable selection under the so-called strong hierarchy constraint: an…

This paper addresses the problem of efficiently classifying high-dimensional data over decentralized networks. Penalized support vector machines (SVMs) are widely used for high-dimensional classification tasks. However, the double…

In a Hilbert setting, we develop a gradient-based dynamic approach for fast solving convex optimization problems. By applying time scaling, averaging, and perturbation techniques to the continuous steepest descent (SD), we obtain…

Decentralized distributed optimization over time-varying graphs (networks) is nowadays a very popular branch of research in optimization theory and consensus theory. One of the motivations to consider such networks is an application to…

Convergence guarantees for optimization over bounded-rank matrices are delicate to obtain because the feasible set is a non-smooth and non-convex algebraic variety. Existing techniques include projected gradient descent, fixed-rank…

This paper optimizes the step coefficients of first-order methods for smooth convex minimization in terms of the worst-case convergence bound (i.e., efficiency) of the decrease in the gradient norm. This work is based on the performance…

This paper considers the decentralized convex optimization problem, which has a wide range of applications in large-scale machine learning, sensor networks, and control theory. We propose novel algorithms that achieve optimal computation…

The data-compatibility approach to constrained optimization, proposed here, strives to a point that is "close enough" to the solution set and whose target function value is "close enough" to the constrained minimum value. These notions can…

Composite convex optimization models arise in several applications, and are especially prevalent in inverse problems with a sparsity inducing norm and in general convex optimization with simple constraints. The most widely used algorithms…

We consider classification tasks in the regime of scarce labeled training data in high dimensional feature space, where specific expert knowledge is also available. We propose a new hybrid optimization algorithm that solves the elastic-net…

In a real Hilbert space setting, we reconsider the classical Arrow-Hurwicz differential system in view of solving linearly constrained convex minimization problems. We investigate the asymptotic properties of the differential system and…

We propose a nonconvex estimator for joint multivariate regression and precision matrix estimation in the high dimensional regime, under sparsity constraints. A gradient descent algorithm with hard thresholding is developed to solve the…

This paper proposes a new steepest gradient descent method for solving nonconvex finite minimax problems using non-monotone adaptive step sizes and providing proof of convergence results in cases of the nonconvex, quasiconvex, and…

In this paper, we propose a new Fully Composite Formulation of convex optimization problems. It includes, as a particular case, the problems with functional constraints, max-type minimization problems, and problems of Composite…

Vertex Separation Minimization Problem (VSMP) consists of finding a layout of a graph G = (V,E) which minimizes the maximum vertex cut or separation of a layout. It is an NP-complete problem in general for which metaheuristic techniques can…

In this article, we extend our previous work (Applicable Analysis, 2024, pp. 1-25) on the steepest descent method for uncertain multiobjective optimization problems. While that study established local convergence, it did not address global…