English
Related papers

Related papers: The complexity of first-order optimization methods…

200 papers

We study the convergence properties of a general inertial first-order proximal splitting algorithm for solving nonconvex nonsmooth optimization problems. Using the Kurdyka--\L ojaziewicz (KL) inequality we establish new convergence rates…

Optimization and Control · Mathematics 2016-09-14 Patrick R. Johnstone , Pierre Moulin

This paper shows that error bounds can be used as effective tools for deriving complexity results for first-order descent methods in convex minimization. In a first stage, this objective led us to revisit the interplay between error bounds…

Optimization and Control · Mathematics 2016-07-21 Jérôme Bolte , Trong Phong Nguyen , Juan Peypouquet , Bruce Suter

In this paper, we study the Kurdyka-{\L}ojasiewicz (KL) exponent, an important quantity for analyzing the convergence rate of first-order methods. Specifically, we develop various calculus rules to deduce the KL exponent of new (possibly…

Optimization and Control · Mathematics 2021-08-31 Guoyin Li , Ting Kei Pong

We propose a novel analysis framework for non-descent-type optimization methodologies in nonconvex scenarios based on the Kurdyka-Lojasiewicz property. Our framework allows covering a broad class of algorithms, including those commonly…

Optimization and Control · Mathematics 2024-06-05 Junwen Qiu , Bohao Ma , Xiao Li , Andre Milzarek

Identifiability, and the closely related idea of partial smoothness, unify classical active set methods and more general notions of solution structure. Diverse optimization algorithms generate iterates in discrete time that are eventually…

Optimization and Control · Mathematics 2024-06-24 Adrian Lewis , Tonghua Tian

We study the complexity of finding the global solution to stochastic nonconvex optimization when the objective function satisfies global Kurdyka-Lojasiewicz (KL) inequality and the queries from stochastic gradient oracles satisfy mild…

Optimization and Control · Mathematics 2022-10-05 Ilyas Fatkhullin , Jalal Etesami , Niao He , Negar Kiyavash

The asymptotic analysis of a generic stochastic optimization algorithm mainly relies on the establishment of a specific descent condition. While the convexity assumption allows for technical shortcuts and generally leads to strict…

Optimization and Control · Mathematics 2024-04-09 Jean-Baptiste Fest

This paper addresses the generalized descent algorithm (DEAL) for minimizing smooth functions, which is analyzed under the Kurdyka-{\L}ojasiewicz (KL) inequality. In particular, the suggested algorithm guarantees a sufficient decrease by…

Optimization and Control · Mathematics 2025-11-14 Masoud Ahookhosh , Susan Ghaderi , Alireza Kabgani , Morteza Rahimi

Kurdyka-Lojasiewicz (KL) exponent plays an important role in estimating the convergence rate of many contemporary first-order methods. In particular, a KL exponent of $\frac12$ for a suitable potential function is related to local linear…

Optimization and Control · Mathematics 2021-01-14 Peiran Yu , Guoyin Li , Ting Kei Pong

The classical Lojasiewicz inequality and its extensions for partial differential equation problems (Simon) and to o-minimal structures (Kurdyka) have a considerable impact on the analysis of gradient-like methods and related problems:…

Optimization and Control · Mathematics 2008-02-07 Jerome Bolte , Aris Daniilidis , Olivier Ley , Laurent Mazet

Polyak-{\L}ojasiewicz (PL) [Polyak, 1963] condition is a weaker condition than the strong convexity but suffices to ensure a global convergence for the Gradient Descent algorithm. In this paper, we study the lower bound of algorithms using…

Optimization and Control · Mathematics 2023-08-03 Pengyun Yue , Cong Fang , Zhouchen Lin

Classical global convergence results for first-order methods rely on uniform smoothness and the \L{}ojasiewicz inequality. Motivated by properties of objective functions that arise in machine learning, we propose a non-uniform refinement of…

Machine Learning · Computer Science 2022-06-03 Jincheng Mei , Yue Gao , Bo Dai , Csaba Szepesvari , Dale Schuurmans

We study a class of nonconvex-nonconcave minimax problems in which the inner maximization problem satisfies a local Kurdyka-Lojasiewicz (KL) condition that may vary with the outer minimization variable. In contrast to the global KL or…

Optimization and Control · Mathematics 2026-05-20 Zhaosong Lu , Xiangyuan Wang

We study the random reshuffling (RR) method for smooth nonconvex optimization problems with a finite-sum structure. Though this method is widely utilized in practice such as the training of neural networks, its convergence behavior is only…

Optimization and Control · Mathematics 2023-01-26 Xiao Li , Andre Milzarek , Junwen Qiu

The Kurdyka-{\L}ojasiewicz (K{\L}) property, exponent and modulus have played a very important role in the study of global convergence and rate of convergence for optimal algorithms. In this paper, at a stationary point of a locally lower…

Optimization and Control · Mathematics 2023-09-06 Minghua Li , Kaiwen Meng , Xiaoqi Yang

We study decentralized multiagent optimization over networks, modeled as undirected graphs. The optimization problem consists of minimizing a nonconvex smooth function plus a convex extended-value function, which enforces constraints or…

Optimization and Control · Mathematics 2024-12-13 Xiaokai Chen , Tianyu Cao , Gesualdo Scutari

In this paper, we consider a class of nonsmooth sum-of-ratios fractional optimization problems with block structure. This model class is ubiquitous and encompasses several important nonsmooth optimization problems in the literature. We…

Optimization and Control · Mathematics 2023-05-22 Radu Ioan Boţ , Minh N. Dao , Guoyin Li

Cubic-regularized Newton's method (CR) is a popular algorithm that guarantees to produce a second-order stationary solution for solving nonconvex optimization problems. However, existing understandings of the convergence rate of CR are…

Optimization and Control · Mathematics 2018-08-23 Yi Zhou , Zhe Wang , Yingbin Liang

We consider in this paper a class of single-ratio fractional minimization problems, in which the numerator part of the objective is the sum of a nonsmooth nonconvex function and a smooth nonconvex function while the denominator part is a…

Optimization and Control · Mathematics 2020-12-23 Na Zhang , Qia Li

We study the convergence properties of the 'greedy' Frank-Wolfe algorithm with a unit step size, for a convex maximization problem over a compact set. We assume the function satisfies smoothness and strong convexity. These assumptions…

Optimization and Control · Mathematics 2025-05-02 Fatih Selim Aktas , Christian Kroer
‹ Prev 1 2 3 10 Next ›