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Norm-constrained linear minimization oracle (LMO)-based optimizers such as spectral gradient descent and Muon are attractive in large-scale learning, but extending them to manifold-constrained problems is nontrivial and often leads to…
This work studies constrained stochastic optimization problems where the objective and constraint functions are convex and expressed as compositions of stochastic functions. The problem arises in the context of fair classification, fair…
One revisits the standard saddle-point method based on conjugate duality for solving convex minimization problems. Our aim is to reduce or remove unnecessary topological restrictions on the constraint set. Dual equalities and…
Bipedal locomotion is a key challenge in robotics, particularly for robots like Bolt, which have a point-foot design. This study explores the control of such underactuated robots using constrained reinforcement learning, addressing their…
We introduce and investigate stochastic processes designed to find local minimizers and saddle points of non-convex functions, exploring the landscape more efficiently than the standard noisy gradient descent. The processes switch between…
Low-rank optimization problems with sparse simplex constraints involve variables that must satisfy nonnegativity, sparsity, and sum-to-1 conditions, making their optimization particularly challenging due to the interplay between low-rank…
The constrained gradient method (CGM) has recently been proposed to solve convex optimization and monotone variational inequality (VI) problems with general functional constraints. While existing literature has established convergence…
We introduce a Bayesian system identification (SysID) framework for jointly estimating robot's state trajectories and physical parameters with high accuracy. It embeds physically consistent inverse dynamics, contact and loop-closure…
Slow manifolds are important geometric structures in the state spaces of dynamical systems with multiple time scales. This paper introduces an algorithm for computing trajectories on slow manifolds that are normally hyperbolic with both…
Conjugate gradient (CG) methods are widely acknowledged as efficient for minimizing continuously differentiable functions in Euclidean spaces. In recent years, various CG methods have been extended to Riemannian manifold optimization, but…
In this paper, we propose and analyze zeroth-order stochastic approximation algorithms for nonconvex and convex optimization, with a focus on addressing constrained optimization, high-dimensional setting and saddle-point avoiding. To handle…
A game theory inspired methodology is proposed for finding a function's saddle points. While explicit descent methods are known to have severe convergence issues, implicit methods are natural in an adversarial setting, as they take the…
We consider a setting in which an evolving surface is implicitly characterized as the zero level of a level set function. Such an implicit surface does not encode any information about the path of a single point on the evolving surface. In…
This study develops a fixed-time convergent saddle point dynamical system for solving min-max problems under a relaxation of standard convexity-concavity assumption. In particular, it is shown that by leveraging the dynamical systems…
Two algorithms are proposed, analyzed, and tested for solving continuous optimization problems with nonlinear equality constraints. Each is an extension of a stochastic momentum-based method from the unconstrained setting to the setting of…
We propose a novel Riemannian method for solving the Extreme multi-label classification problem that exploits the geometric structure of the sparse low-dimensional local embedding models. A constrained optimization problem is formulated as…
A central challenge to many fields of science and engineering involves minimizing non-convex error functions over continuous, high dimensional spaces. Gradient descent or quasi-Newton methods are almost ubiquitously used to perform such…
We propose two novel conditional gradient-based methods for solving structured stochastic convex optimization problems with a large number of linear constraints. Instances of this template naturally arise from SDP-relaxations of…
We introduce a new stochastic algorithm to locate the index-1 saddle points of a function $V:\mathbb R^d \to \mathbb R$, with $d$ possibly large. This algorithm can be seen as an equivalent of the stochastic gradient descent which is a…
The main focus of this paper is the study of efficient multigrid methods for large linear systems with a particular saddle-point structure. Indeed, when the system matrix is symmetric, but indefinite, the variational convergence theory that…