Related papers: Backtracking linesearch for conditional gradient s…

We describe a novel constructive technique for devising efficient first-order methods for a wide range of large-scale convex minimization settings, including smooth, non-smooth, and strongly convex minimization. The technique builds upon a…

Gradient-related first-order methods have become the workhorse of large-scale numerical optimization problems. Many of these problems involve nonconvex objective functions with multiple saddle points, which necessitates an understanding of…

Nonlinear conjugate gradients are among the most popular techniques for solving continuous optimization problems. Although these schemes have long been studied from a global convergence standpoint, their worst-case complexity properties…

The paper concerns with novel first-order methods for monotone variational inequalities. They use a very simple linesearch procedure that takes into account a local information of the operator. Also the methods do not require…

The success of deep learning over the past decade mainly relies on gradient-based optimisation and backpropagation. This paper focuses on analysing the performance of first-order gradient-based optimisation algorithms, gradient descent and…

The spectral gradient method is known to be a powerful low-cost tool for solving large-scale optimization problems. In this paper, our goal is to exploit its advantages in the stochastic optimization framework, especially in the case of…

We present preconditioned stochastic gradient descent (SGD) algorithms for the $\ell_1$ minimization problem $\min_{x}\|A x - b\|_1$ in the overdetermined case, where there are far more constraints than variables. Specifically, we have $A…

Sign-based stochastic methods have gained attention due to their ability to achieve robust performance despite using only the sign information for parameter updates. However, the current convergence analysis of sign-based methods relies on…

The gradient descent (GD) method -- is a fundamental and likely the most popular optimization algorithm in machine learning (ML), with a history traced back to a paper in 1847 (Cauchy, 1847). It was studied under various assumptions,…

Low-rank matrix estimation is a canonical problem that finds numerous applications in signal processing, machine learning and imaging science. A popular approach in practice is to factorize the matrix into two compact low-rank factors, and…

We present a novel class of projected gradient (PG) methods for minimizing a smooth but not necessarily convex function over a convex compact set. We first provide a novel analysis of the constant-stepsize PG method, achieving the…

Constrained optimization problems where both the objective and constraints may be nonsmooth and nonconvex arise across many learning and data science settings. In this paper, we show for any Lipschitz, weakly convex objectives and…

Recently, a simple yet effective algorithm -- goal-conditioned supervised-learning (GCSL) -- was proposed to tackle goal-conditioned reinforcement-learning. GCSL is based on the principle of hindsight learning: by observing states visited…

Backtracking linesearch is the de facto approach for minimizing continuously differentiable functions with locally Lipschitz gradient. In recent years, it has been shown that in the convex setting it is possible to avoid linesearch…

In this paper, we consider a class of possibly nonconvex, nonsmooth and non-Lipschitz optimization problems arising in many contemporary applications such as machine learning, variable selection and image processing. To solve this class of…

In this paper, we present a novel stochastic optimization method, which uses the binary search technique with first order gradient based optimization method, called Binary Search Gradient Optimization (BSG) or BiGrad. In this optimization…

This paper discusses several (sub)gradient methods attaining the optimal complexity for smooth problems with Lipschitz continuous gradients, nonsmooth problems with bounded variation of subgradients, weakly smooth problems with H\"older…

We identify and analyze a fundamental limitation of the classical projected subgradient method in nonsmooth convex optimization: the inevitable failure caused by the absence of valid subgradients at boundary points. We show that, under…

We analyze the conjugate gradient (CG) method with variable preconditioning for solving a linear system with a real symmetric positive definite (SPD) matrix of coefficients $A$. We assume that the preconditioner is SPD on each step, and…

In this paper, we investigate a general class of stochastic gradient descent (SGD) algorithms, called Conditioned SGD, based on a preconditioning of the gradient direction. Using a discrete-time approach with martingale tools, we establish…