Related papers: Zeroth order optimization with orthogonal random d…
This paper considers unconstrained convex optimization problems with time-varying objective functions. We propose algorithms with a discrete time-sampling scheme to find and track the solution trajectory based on prediction and correction…
The minimization of convex functions which are only available through partial and noisy information is a key methodological problem in many disciplines. In this paper we consider convex optimization with noisy zero-th order information,…
We consider optimization methods for convex minimization problems under inexact information on the objective function. We introduce inexact model of the objective, which as a particular cases includes $(\delta,L)$ inexact oracle and…
We propose an extension of a special form of gradient descent -- in the literature known as linearised Bregman iteration -- to a larger class of non-convex functions. We replace the classical (squared) two norm metric in the gradient…
This paper studies a compressed momentum-based single-point zeroth-order algorithm for stochastic distributed nonconvex optimization, aiming to alleviate communication overhead and address the unavailability of explicit gradient…
In this paper, we consider gradient methods for minimizing smooth convex functions, which employ the information obtained at the previous iterations in order to accelerate the convergence towards the optimal solution. This information is…
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…
Convex optimization problems arising in applications often have favorable objective functions and complicated constraints, thereby precluding first-order methods from being immediately applicable. We describe an approach that exchanges the…
This paper investigates how to accelerate the convergence of distributed optimization algorithms on nonconvex problems with zeroth-order information available only. We propose a zeroth-order (ZO) distributed primal-dual stochastic…
In this paper, we focus on solving an important class of nonconvex optimization problems which includes many problems for example signal processing over a networked multi-agent system and distributed learning over networks. Motivated by…
Zeroth-order methods have become important tools for solving problems where we have access only to function evaluations. However, the zeroth-order methods only using gradient approximations are $n$ times slower than classical first-order…
The proximal gradient algorithm has been popularly used for convex optimization. Recently, it has also been extended for nonconvex problems, and the current state-of-the-art is the nonmonotone accelerated proximal gradient algorithm.…
We propose two numerical algorithms in the fully nonconvex setting for the minimization of the sum of a smooth function and the composition of a nonsmooth function with a linear operator. The iterative schemes are formulated in the spirit…
Consider convex optimization problems subject to a large number of constraints. We focus on stochastic problems in which the objective takes the form of expected values and the feasible set is the intersection of a large number of convex…
In this paper we analyze a family of general random block coordinate descent methods for the minimization of $\ell_0$ regularized optimization problems, i.e. the objective function is composed of a smooth convex function and the $\ell_0$…
Random reshuffling techniques are prevalent in large-scale applications, such as training neural networks. While the convergence and acceleration effects of random reshuffling-type methods are fairly well understood in the smooth setting,…
In this paper, we explore two fundamental first-order algorithms in convex optimization, namely, gradient descent (GD) and proximal gradient method (ProxGD). Our focus is on making these algorithms entirely adaptive by leveraging local…
This paper focuses on stochastic methods for solving smooth non-convex strongly-concave min-max problems, which have received increasing attention due to their potential applications in deep learning (e.g., deep AUC maximization,…
Prediction-correction algorithms are a highly effective class of methods for solving pseudo-convex optimization problems. The descent direction of these algorithms can be viewed as an adjustment to the gradient direction based on the…
In this paper we present an inexact zeroth-order method suitable for the solution nonsmooth and nonconvex stochastic composite optimization problems, in which the objective is split into a real-valued Lipschitz continuous stochastic…