Related papers: Gradient-Free Federated Learning Methods with $l_1…

There has been a growing effort in studying the distributed optimization problem over a network. The objective is to optimize a global function formed by a sum of local functions, using only local computation and communication. Literature…

$L_0$-smoothness, which has been pivotal to advancing decentralized optimization theory, is often fairly restrictive for modern tasks like deep learning. The recent advent of relaxed $(L_0,L_1)$-smoothness condition enables improved…

In this paper we consider stochastic weakly convex composite problems, however without the existence of a stochastic subgradient oracle. We present a derivative free algorithm that uses a two point approximation for computing a gradient…

Stochastic Gradient (SG) is the defacto iterative technique to solve stochastic optimization (SO) problems with a smooth (non-convex) objective $f$ and a stochastic first-order oracle. SG's attractiveness is due in part to its simplicity of…

We study unconstrained optimization problems of nonsmooth, nonconvex Lipschitz functions, using only noisy pairwise comparisons governed by a known link function. Our goal is to compute a $(\delta,\varepsilon)$-Goldstein stationary point.…

This paper addresses stochastic optimization of Lipschitz-continuous, nonsmooth and nonconvex objectives over compact convex sets, where only noisy function evaluations are available. While gradient-free methods have been developed for…

We consider a distributionally robust formulation of stochastic optimization problems arising in statistical learning, where robustness is with respect to uncertainty in the underlying data distribution. Our formulation builds on…

In the last several years, the intimate connection between convex optimization and learning problems, in both statistical and sequential frameworks, has shifted the focus of algorithmic machine learning to examine this interplay. In…

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…

Under mild assumptions stochastic gradient methods asymptotically achieve an optimal rate of convergence if the arithmetic mean of all iterates is returned as an approximate optimal solution. However, in the absence of stochastic noise, the…

This paper focuses on the problem of minimizing a locally Lipschitz continuous function. Motivated by the effectiveness of Bregman gradient methods in training nonsmooth deep neural networks and the recent progress in stochastic subgradient…

We propose a novel study of the stochastic proximal gradient method for minimizing the sum of two convex functions, one of which is smooth. Under suitable assumptions and without requiring any boundedness or control of the variance of the…

This work aims to solve a stochastic nonconvex nonsmooth composite optimization problem. Previous works on composite optimization problem requires the major part to satisfy Lipschitz smoothness or some relaxed smoothness conditions, which…

The usual approach to developing and analyzing first-order methods for smooth convex optimization assumes that the gradient of the objective function is uniformly smooth with some Lipschitz constant $L$. However, in many settings the…

The empirical success of derivative-free methods in reinforcement learning for planning through contact seems at odds with the perceived fragility of classical gradient-based optimization methods in these domains. What is causing this gap,…

This paper presents a hierarchical federated learning (FL) framework that extends the alternating direction method of multipliers (ADMM) with smoothing techniques, tailored for non-convex and non-smooth objectives. Unlike traditional…

We consider derivative-free algorithms for stochastic and non-stochastic convex optimization problems that use only function values rather than gradients. Focusing on non-asymptotic bounds on convergence rates, we show that if pairs of…

We study structured convex optimization problems, with additive objective $r:=p + q$, where $r$ is ($\mu$-strongly) convex, $q$ is $L_q$-smooth and convex, and $p$ is $L_p$-smooth, possibly nonconvex. For such a class of problems, we…

We analyze stochastic gradient algorithms for optimizing nonconvex, nonsmooth finite-sum problems. In particular, the objective function is given by the summation of a differentiable (possibly nonconvex) component, together with a possibly…

Large-scale constrained optimization problems are at the core of many tasks in control, signal processing, and machine learning. Notably, problems with functional constraints arise when, beyond a performance{\nobreakdash-}centric goal…