Related papers: Accelerated Zeroth-Order and First-Order Momentum …
Zeroth-order optimization addresses problems where gradient information is inaccessible or impractical to compute. While most existing methods rely on first-order approximations, incorporating second-order (curvature) information can, in…
Lower-bound analyses for nonconvex strongly-concave minimax optimization problems have shown that stochastic first-order algorithms require at least $\mathcal{O}(\varepsilon^{-4})$ oracle complexity to find an $\varepsilon$-stationary…
Rank-based zeroth-order (ZO) optimization -- which relies only on the ordering of function evaluations -- offers strong robustness to noise and monotone transformations, and underlies many successful algorithms such as CMA-ES, natural…
Alternating gradient-descent-ascent (AltGDA) is an optimization algorithm that has been widely used for model training in various machine learning applications, which aims to solve a nonconvex minimax optimization problem. However, the…
Optimizing large-scale nonconvex problems, common in deep learning, demands balancing rapid convergence with computational efficiency. First-order (FO) optimizers, which serve as today's baselines, provide fast convergence and good…
Minimizing finite sums of functions is a central problem in optimization, arising in numerous practical applications. Such problems are commonly addressed using first-order optimization methods. However, these procedures cannot be used in…
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…
This paper delves into the realm of stochastic optimization for compositional minimax optimization - a pivotal challenge across various machine learning domains, including deep AUC and reinforcement learning policy evaluation. Despite its…
This paper investigates the stochastic distributed nonconvex optimization problem of minimizing a global cost function formed by the summation of $n$ local cost functions. We solve such a problem by involving zeroth-order (ZO) information…
Fine-tuning Large Language Models (LLMs) has proven effective for a variety of downstream tasks. However, as LLMs grow in size, the memory demands for backpropagation become increasingly prohibitive. Zeroth-order (ZO) optimization methods…
Many recent studies on first-order methods (FOMs) focus on \emph{composite non-convex non-smooth} optimization with linear and/or nonlinear function constraints. Upper (or worst-case) complexity bounds have been established for these…
We present a new accelerated gradient-based method for solving smooth unconstrained optimization problems. The goal is to embed a heavy-ball type of momentum into the Fast Gradient Method (FGM). For this purpose, we devise a generalization…
We consider the fundamental problem in non-convex optimization of efficiently reaching a stationary point. In contrast to the convex case, in the long history of this basic problem, the only known theoretical results on first-order…
We address black-box convex optimization problems, where the objective and constraint functions are not explicitly known but can be sampled within the feasible set. The challenge is thus to generate a sequence of feasible points converging…
In this paper, we consider a class of nonconvex-nonconcave minimax problems, i.e., NC-PL minimax problems, whose objective functions satisfy the Polyak-\L ojasiewicz (PL) condition with respect to the inner variable. We propose a…
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…
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…
We propose an accelerated meta-algorithm, which allows to obtain accelerated methods for convex unconstrained minimization in different settings. As an application of the general scheme we propose nearly optimal methods for minimizing…
In this paper, we study zeroth-order algorithms for nonconvex minimax problems with coupled linear constraints under the deterministic and stochastic settings, which have attracted wide attention in machine learning, signal processing and…
Asynchronous algorithms have attracted much attention recently due to the crucial demands on solving large-scale optimization problems. However, the accelerated versions of asynchronous algorithms are rarely studied. In this paper, we…