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This paper studies lower bounds for fundamental optimization problems in the CONGEST model. We show that solving problems exactly in this model can be a hard task, by providing $\tilde{\Omega}(n^2)$ lower bounds for cornerstone problems,…

Data Structures and Algorithms · Computer Science 2019-05-27 Nir Bachrach , Keren Censor-Hillel , Michal Dory , Yuval Efron , Dean Leitersdorf , Ami Paz

Minimizing a convex, quadratic objective of the form $f_{\mathbf{A},\mathbf{b}}(x) := \frac{1}{2}x^\top \mathbf{A} x - \langle \mathbf{b}, x \rangle$ for $\mathbf{A} \succ 0 $ is a fundamental problem in machine learning and optimization.…

Machine Learning · Computer Science 2019-04-17 Max Simchowitz

For the problem of maximizing a monotone, submodular function with respect to a cardinality constraint $k$ on a ground set of size $n$, we provide an algorithm that achieves the state-of-the-art in both its empirical performance and its…

Data Structures and Algorithms · Computer Science 2024-08-20 Yixin Chen , Tonmoy Dey , Alan Kuhnle

In this paper, an inexact proximal-point penalty method is studied for constrained optimization problems, where the objective function is non-convex, and the constraint functions can also be non-convex. The proposed method approximately…

Optimization and Control · Mathematics 2020-12-02 Qihang Lin , Runchao Ma , Yangyang Xu

Finding approximate stationary points, i.e., points where the gradient is approximately zero, of non-convex but smooth objective functions $f$ over unrestricted $d$-dimensional domains is one of the most fundamental problems in classical…

Optimization and Control · Mathematics 2024-09-13 Alexandros Hollender , Manolis Zampetakis

Direct Multisearch is a well-established class of algorithms, suited for multiobjective derivative-free optimization. In this work, we analyze the worst-case complexity of this class of methods in its most general formulation for…

Optimization and Control · Mathematics 2020-11-04 A. L. Custódio , Y. Diouane , R. Garmanjani , E. Riccietti

In this paper, we initiate a systematic investigation of differentially private algorithms for convex empirical risk minimization. Various instantiations of this problem have been studied before. We provide new algorithms and matching lower…

Machine Learning · Computer Science 2014-10-21 Raef Bassily , Adam Smith , Abhradeep Thakurta

In this paper, we analyze a derivative-free line search method designed for bound-constrained problems. Our analysis demonstrates that this method exhibits a worst-case complexity comparable to other derivative-free methods for…

Optimization and Control · Mathematics 2025-10-29 Andrea Brilli , Andrea Cristofari , Giampaolo Liuzzi , Stefano Lucidi

It has recently been shown that the problem of testing global convexity of polynomials of degree four is {strongly} NP-hard, answering an open question of N.Z. Shor. This result is minimal in the degree of the polynomial when global…

Optimization and Control · Mathematics 2019-03-14 Amir Ali Ahmadi , Georgina Hall

We introduce biased gradient oracles to capture a setting where the function measurements have an estimation error that can be controlled through a batch size parameter. Our proposed oracles are appealing in several practical contexts, for…

Machine Learning · Computer Science 2021-05-18 Nirav Bhavsar , Prashanth L. A

A strategy is proposed for characterizing the worst-case performance of algorithms for solving nonconvex smooth optimization problems. Contemporary analyses characterize worst-case performance by providing, under certain assumptions on an…

Optimization and Control · Mathematics 2018-08-28 Frank E. Curtis , Daniel P. Robinson

A recent model for property testing of probability distributions (Chakraborty et al., ITCS 2013, Canonne et al., SICOMP 2015) enables tremendous savings in the sample complexity of testing algorithms, by allowing them to condition the…

Data Structures and Algorithms · Computer Science 2018-12-10 Jayadev Acharya , Clément L. Canonne , Gautam Kamath

Stochastic approximation (SA) is a key method used in statistical learning. Recently, its non-asymptotic convergence analysis has been considered in many papers. However, most of the prior analyses are made under restrictive assumptions…

Machine Learning · Statistics 2019-06-18 Belhal Karimi , Blazej Miasojedow , Eric Moulines , Hoi-To Wai

In this paper, we develop a parameterized proximal point algorithm (P-PPA) for solving a class of separable convex programming problems subject to linear and convex constraints. The proposed algorithm is provable to be globally convergent…

Optimization and Control · Mathematics 2018-12-11 Jianchao Bai , Hongchao Zhang , Jicheng Li

This paper considers the minimization of a continuously differentiable function over a cardinality constraint. We focus on smooth and relatively smooth functions. These smoothness criteria result in new descent lemmas. Based on the new…

Optimization and Control · Mathematics 2024-09-26 Fatih Selim Aktas , Mustafa Celebi Pinar

This paper is concerned with objective value performance of the scenario approach for robust convex optimization. A novel method is proposed to derive probabilistic bounds for the objective value from scenario programs with a finite number…

Optimization and Control · Mathematics 2022-04-20 Zheming Wang , Raphaël M. Jungers

The PCP Theorem is one of the most stunning results in computational complexity theory, a culmination of a series of results regarding proof checking it exposes some deep structure of computational problems. As a surprising side-effect, it…

Computational Complexity · Computer Science 2012-07-30 Luke Mathieson

In this paper, we consider non-convex optimization problems under \textit{unknown} yet safety-critical constraints. Such problems naturally arise in a variety of domains including robotics, manufacturing, and medical procedures, where it is…

Machine Learning · Computer Science 2020-06-25 Mohammad Fereydounian , Zebang Shen , Aryan Mokhtari , Amin Karbasi , Hamed Hassani

We study the query complexity of finding a Tarski fixed point over the $k$-dimensional grid $\{1,\ldots,n\}^k$. Improving on the previous best upper bound of $\smash{O(\log^{\lceil 2k/3\rceil} n)}$ [FPS20], we give a new algorithm with…

Computer Science and Game Theory · Computer Science 2022-05-24 Xi Chen , Yuhao Li

One of the most effective algorithms for differentially private learning and optimization is objective perturbation. This technique augments a given optimization problem (e.g. deriving from an ERM problem) with a random linear term, and…

Machine Learning · Computer Science 2021-01-01 Seth Neel , Aaron Roth , Giuseppe Vietri , Zhiwei Steven Wu