Related papers: Towards Gradient-based Bilevel Optimization with N…
We present a new feasible proximal gradient method for constrained optimization where both the objective and constraint functions are given by the summation of a smooth, possibly nonconvex function and a convex simple function. The…
This paper considers the simple bilevel optimization (SBO) problem, which minimizes a composite convex function over the optimal solution set of another composite convex minimization problem. We first show that this bilevel problem is…
We propose several adaptive algorithmic methods for problems of non-smooth convex optimization. The first of them is based on a special artificial inexactness. Namely, the concept of inexact ($ \delta, \Delta, L$)-model of objective…
The subgradient method is one of the most fundamental algorithmic schemes for nonsmooth optimization. The existing complexity and convergence results for this method are mainly derived for Lipschitz continuous objective functions. In this…
We study projection-free methods for functional constrained optimization with convex or smooth nonconvex objectives. Such problems arise in applications such as portfolio optimization and radiation therapy planning, where risk-aware…
Bilevel optimization enjoys a wide range of applications in emerging machine learning and signal processing problems such as hyper-parameter optimization, image reconstruction, meta-learning, adversarial training, and reinforcement…
Bilevel optimization is a popular two-level hierarchical optimization, which has been widely applied to many machine learning tasks such as hyperparameter learning, meta learning and continual learning. Although many bilevel optimization…
Continual Learning (CL) aims to train neural networks on a dynamic stream of tasks without forgetting previously learned knowledge. Among optimization-based approaches, C-Flat has emerged as a promising solution due to its plug-and-play…
In this paper, a globally convergent Newton-type proximal gradient method is developed for composite multi-objective optimization problems where each objective function can be represented as the sum of a smooth function and a nonsmooth…
We propose a new approach to solving bilevel optimization problems, intermediate between solving full-system optimality conditions with a Newton-type approach, and treating the inner problem as an implicit function. The overall idea is to…
We consider stochastic optimization when one only has access to biased stochastic oracles of the objective and the gradient, and obtaining stochastic gradients with low biases comes at high costs. This setting captures various optimization…
Bilevel optimization has been recently revisited for designing and analyzing algorithms in hyperparameter tuning and meta learning tasks. However, due to its nested structure, evaluating exact gradients for high-dimensional problems is…
Many important machine learning applications involve regularized nonconvex bi-level optimization. However, the existing gradient-based bi-level optimization algorithms cannot handle nonconvex or nonsmooth regularizers, and they suffer from…
In this paper, we consider a novel optimization design for multi-waveguide pinching-antenna systems, aiming to maximize the weighted sum rate (WSR) by jointly optimizing beamforming coefficients and antenna position. To handle the…
The training of deep neural networks is inherently a nonconvex optimization problem, yet standard approaches such as stochastic gradient descent (SGD) require simultaneous updates to all parameters, often leading to unstable convergence and…
In recent years, a variety of gradient-based first-order methods have been developed to solve bi-level optimization problems for learning applications. However, theoretical guarantees of these existing approaches heavily rely on the…
Existing methods for nonconvex bilevel optimization (NBO) require prior knowledge of first- and second-order problem-specific parameters (e.g., Lipschitz constants and the Polyak-{\L}ojasiewicz (P{\L}) parameters) to set step sizes, a…
We extend the well-known BFGS quasi-Newton method and its memory-limited variant LBFGS to the optimization of nonsmooth convex objectives. This is done in a rigorous fashion by generalizing three components of BFGS to subdifferentials: the…
Stochastic distributed optimization methods that solve an optimization problem over a multi-agent network have played an important role in a variety of large-scale signal processing and machine leaning applications. Among the existing…
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…