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We study approximation limits of single-hidden-layer neural networks with analytic activation functions under global coefficient constraints. Under uniform $\ell^1$ bounds, or more generally sub-exponential growth of the coefficients, we…

Mathematical Finance · Quantitative Finance 2026-01-09 Jean-Gabriel Attali

Quadratic programs (QPs) arise in various domains such as machine learning, finance, and control. Recently, learning-enhanced primal-dual hybrid gradient (PDHG) methods have shown great potential in addressing large-scale linear programs;…

Optimization and Control · Mathematics 2024-12-03 Linxin Yang , Bingheng Li , Tian Ding , Jianghua Wu , Akang Wang , Yuyi Wang , Jiliang Tang , Ruoyu Sun , Xiaodong Luo

We propose a sequential quadratic programming (SQP) method that can incorporate adaptive sampling for stochastic nonsmooth nonconvex optimization problems with upper-C^2 objectives. Upper-$\Ctwo$ functions can be viewed as…

Optimization and Control · Mathematics 2023-10-17 J. Wang , I. Aravena , C. G. Petra

Deep neural networks (DNNs) have been used to model complex optimization problems in many applications, yet have difficulty guaranteeing solution optimality and feasibility, despite training on large datasets. Training a NN as a surrogate…

Optimization and Control · Mathematics 2025-10-29 Fuat Can Beylunioglu , P. Robert Duimering , Mehrdad Pirnia

We consider a variational convex relaxation of a class of optimal partitioning and multiclass labeling problems, which has recently proven quite successful and can be seen as a continuous analogue of Linear Programming (LP) relaxation…

Computer Vision and Pattern Recognition · Computer Science 2011-12-06 Jan Lellmann , Frank Lenzen , Christoph Schnörr

Neural Networks (NNs) are the method of choice for building learning algorithms. Their popularity stems from their empirical success on several challenging learning problems. However, most scholars agree that a convincing theoretical…

Numerical Analysis · Mathematics 2021-01-01 Ronald DeVore , Boris Hanin , Guergana Petrova

This work explores the neural network approximation capabilities for functions within the spectral Barron space $\mathscr{B}^s$, where $s$ is the smoothness index. We demonstrate that for functions in $\mathscr{B}^{1/2}$, a shallow neural…

Numerical Analysis · Mathematics 2025-07-10 Yulei Liao , Pingbing Ming , Hao Yu

Regularized empirical risk minimization with constrained labels (in contrast to fixed labels) is a remarkably general abstraction of learning. For common loss and regularization functions, this optimization problem assumes the form of a…

Machine Learning · Computer Science 2016-02-23 Iaroslav Shcherbatyi , Bjoern Andres

We present an overlapping Schwarz decomposition algorithm for constrained quadratic programs (QPs). Schwarz algorithms have been traditionally used to solve linear algebra systems arising from partial differential equations, but we have…

Optimization and Control · Mathematics 2021-02-17 Sungho Shin , Mihai Anitescu , Victor M. Zavala

A wide range of optimization problems can often be written in terms of generalized convex functions (GCFs). When this structure is present, it can convert certain nested bilevel objectives into single-level problems amenable to standard…

Optimization and Control · Mathematics 2026-05-14 Moeen Nehzati

We study fundamental limits of first-order stochastic optimization in a range of nonconvex settings, including L-smooth functions satisfying Quasar-Convexity (QC), Quadratic Growth (QG), and Restricted Secant Inequalities (RSI). While the…

Machine Learning · Statistics 2025-06-03 El Mehdi Saad , Wei-Cheng Lee , Francesco Orabona

We study linear function approximation in a finite basis under finite-precision arithmetic. In a highly non-orthogonal basis, certain directions are only weakly represented, so that rounding errors can significantly distort the effectively…

Numerical Analysis · Mathematics 2026-03-17 Astrid Herremans , Daan Huybrechs

We study distributed composite optimization over networks: agents minimize a sum of smooth (strongly) convex functions, the agents' sum-utility, plus a nonsmooth (extended-valued) convex one. We propose a general unified algorithmic…

Optimization and Control · Mathematics 2021-08-04 Jinming Xu , Ye Tian , Ying Sun , Gesualdo Scutari

In comparison to classical shallow representation learning techniques, deep neural networks have achieved superior performance in nearly every application benchmark. But despite their clear empirical advantages, it is still not well…

Machine Learning · Computer Science 2022-01-11 Calvin Murdock , George Cazenavette , Simon Lucey

Models based on approximation capabilities have recently been studied in the context of Optimal Recovery. These models, however, are not compatible with overparametrization, since model- and data-consistent functions could then be…

Optimization and Control · Mathematics 2020-04-02 Simon Foucart

We provide theoretical analysis of the statistical and computational properties of penalized $M$-estimators that can be formulated as the solution to a possibly nonconvex optimization problem. Many important estimators fall in this…

Machine Learning · Statistics 2015-01-28 Zhaoran Wang , Han Liu , Tong Zhang

We provide new theoretical insights on why over-parametrization is effective in learning neural networks. For a $k$ hidden node shallow network with quadratic activation and $n$ training data points, we show as long as $ k \ge \sqrt{2n}$,…

Machine Learning · Computer Science 2018-06-18 Simon S. Du , Jason D. Lee

Many practical optimization problems lack strong convexity. Fortunately, recent studies have revealed that first-order algorithms also enjoy linear convergences under various weaker regularity conditions. While the relationship among…

Optimization and Control · Mathematics 2026-02-05 Feng-Yi Liao , Lijun Ding , Yang Zheng

Optimization problems are ubiquitous in our societies and are present in almost every segment of the economy. Most of these optimization problems are NP-hard and computationally demanding, often requiring approximate solutions for…

Optimization and Control · Mathematics 2021-06-23 James Kotary , Ferdinando Fioretto , Pascal Van Hentenryck

Max-cut, clustering, and many other partitioning problems that are of significant importance to machine learning and other scientific fields are NP-hard, a reality that has motivated researchers to develop a wealth of approximation…

Data Structures and Algorithms · Computer Science 2018-10-17 Maria-Florina Balcan , Vaishnavh Nagarajan , Ellen Vitercik , Colin White