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We consider minimization problems with the well-known Polya-Lojasievich condition and Lipshitz-continuous gradient. Such problem occurs in different places in machine learning and related fields. Furthermore, we assume that a gradient is…

Optimization and Control · Mathematics 2023-12-12 Sergei M. Puchinin , Fedor S. Stonyakin

We introduce a notion of inexact model of a convex objective function, which allows for errors both in the function and in its gradient. For this situation, a gradient method with an adaptive adjustment of some parameters of the model is…

Optimization and Control · Mathematics 2021-10-12 Fedor S. Stonyakin

In the development of first-order methods for smooth (resp., composite) convex optimization problems, where smooth functions with Lipschitz continuous gradients are minimized, the gradient (resp., gradient mapping) norm becomes a…

Optimization and Control · Mathematics 2020-10-06 Masaru Ito , Mituhiro Fukuda

This paper addresses the study of derivative-free smooth optimization problems, where the gradient information on the objective function is unavailable. Two novel general derivative-free methods are proposed and developed for minimizing…

Optimization and Control · Mathematics 2023-11-29 Pham Duy Khanh , Boris S. Mordukhovich , Dat Ba Tran

In 1963, Polyak proposed a simple condition that is sufficient to show a global linear convergence rate for gradient descent. This condition is a special case of the \L{}ojasiewicz inequality proposed in the same year, and it does not…

Machine Learning · Computer Science 2020-09-15 Hamed Karimi , Julie Nutini , Mark Schmidt

We consider a composite optimization problem where the sum of a continuously differentiable and a merely lower semicontinuous function has to be minimized. The proximal gradient algorithm is the classical method for solving such a problem…

Optimization and Control · Mathematics 2023-05-01 Xiaoxi Jia , Christian Kanzow , Patrick Mehlitz

In this paper, we derive a new linear convergence rate for the gradient method with fixed step lengths for non-convex smooth optimization problems satisfying the Polyak-Lojasiewicz (PL) inequality. We establish that the PL inequality is a…

Optimization and Control · Mathematics 2022-04-05 Hadi Abbaszadehpeivasti , Etienne de Klerk , Moslem Zamani

The paper considers approaches to saddle point problems with a two-sided variant of the Polyak-Lojasievich condition based on the gradient method with inexact information and proposes a stopping rule based on the smallness of the norm of…

Optimization and Control · Mathematics 2023-07-28 A. Ya. Muratidi , F. S. Stonyakin

We study the linear convergence rates of the proximal gradient method for composite functions satisfying two classes of Polyak-{\L}ojasiewicz (PL) inequality: the PL inequality, the variant of PL inequality defined by the proximal map-based…

Optimization and Control · Mathematics 2025-07-01 Qingyuan Kong , Rujun Jiang , Yihan He

In this paper, we consider two variants of the concept of sharp minimum for mathematical programming problems with quasiconvex objective function and inequality constraints. It investigated the problem of describing a variant of a simple…

Optimization and Control · Mathematics 2023-12-29 S. M. Puchinin , E. R. Korolkov , F. S. Stonyakin , M. S. Alkousa , A. A Vyguzov

This paper develops a comprehensive convergence analysis for generic classes of descent algorithms in nonsmooth and nonconvex optimization under several conditions of the Polyak-\L ojasiewicz-Kurdyka (PLK) type. Along other results, we…

Optimization and Control · Mathematics 2025-02-13 G. C. Bento , B. S. Mordukhovich , T. S. Mota , Yu. Nesterov

We study gradient methods for optimizing $(L_0, L_1)$-smooth functions, a class that generalizes Lipschitz-smooth functions and has gained attention for its relevance in machine learning. We provide new insights into the structure of this…

Optimization and Control · Mathematics 2025-03-11 Daniil Vankov , Anton Rodomanov , Angelia Nedich , Lalitha Sankar , Sebastian U. Stich

Gradient descent methods are fundamental first-order optimization algorithms in both Euclidean spaces and Riemannian manifolds. However, the exact gradient is not readily available in many scenarios. This paper proposes a novel inexact…

Optimization and Control · Mathematics 2024-09-18 Juan Zhou , Kangkang Deng , Hongxia Wang , Zheng Peng

This paper focuses on the decentralized optimization (minimization and saddle point) problems with objective functions that satisfy Polyak-{\L}ojasiewicz condition (PL-condition). The first part of the paper is devoted to the minimization…

Optimization and Control · Mathematics 2024-05-14 Ilya Kuruzov , Mohammad Alkousa , Fedor Stonyakin , Alexander Gasnikov

When training neural networks with low-precision computation, rounding errors often cause stagnation or are detrimental to the convergence of the optimizers; in this paper we study the influence of rounding errors on the convergence of the…

Machine Learning · Statistics 2025-01-22 Lu Xia , Michiel E. Hochstenbach , Stefano Massei

Minimization of a smooth function on a sphere or, more generally, on a smooth manifold, is the simplest non-convex optimization problem. It has a lot of applications. Our goal is to propose a version of the gradient projection algorithm for…

Optimization and Control · Mathematics 2019-06-28 Maxim Balashov , Boris Polyak , Andrey Tremba

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…

Optimization and Control · Mathematics 2020-08-25 Fedor Stonyakin

Policy gradients methods apply to complex, poorly understood, control problems by performing stochastic gradient descent over a parameterized class of polices. Unfortunately, even for simple control problems solvable by standard dynamic…

Machine Learning · Computer Science 2022-06-22 Jalaj Bhandari , Daniel Russo

We study the gradient method under the assumption that an additively inexact gradient is available for, generally speaking, non-convex problems. The non-convexity of the objective function, as well as the use of an inexactness specified…

Optimization and Control · Mathematics 2022-12-13 Boris T. Polyak , Ilia A. Kuruzov , Fedor S. Stonyakin

In this paper we propose a generalized condition for a sharp minimum, somewhat similar to the inexact oracle proposed recently by Devolder-Glineur-Nesterov. The proposed approach makes it possible to extend the class of applicability of…

Optimization and Control · Mathematics 2022-12-13 S. S. Ablaev , D. V. Makarenko , F. S. Stonyakin , M. S. Alkousa , I. V. Baran
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