Related papers: A Novel Gradient Methodology with Economical Objec…
Many structured data-fitting applications require the solution of an optimization problem involving a sum over a potentially large number of measurements. Incremental gradient algorithms offer inexpensive iterations by sampling a subset of…
Using gradient descent (GD) with fixed or decaying step-size is a standard practice in unconstrained optimization problems. However, when the loss function is only locally convex, such a step-size schedule artificially slows GD down as it…
Mini-batch algorithms have been proposed as a way to speed-up stochastic convex optimization problems. We study how such algorithms can be improved using accelerated gradient methods. We provide a novel analysis, which shows how standard…
In decentralized optimization over networks, each node in the network has a portion of the global objective function and the aim is to collectively optimize this function. Gradient tracking methods have emerged as a popular alternative for…
Many modern deep learning applications require balancing multiple objectives that are often conflicting. Examples include multi-task learning, fairness-aware learning, and the alignment of Large Language Models (LLMs). This leads to…
Learning adversarial examples can be formulated as an optimization problem of maximizing the loss function with some box-constraints. However, for solving this induced optimization problem, the state-of-the-art gradient-based methods such…
Privacy protection has become an increasingly pressing requirement in distributed optimization. However, equipping distributed optimization with differential privacy, the state-of-the-art privacy protection mechanism, will unavoidably…
Stochastic gradient methods are scalable for solving large-scale optimization problems that involve empirical expectations of loss functions. Existing results mainly apply to optimization problems where the objectives are one- or two-level…
We suggest simple modifications of the conditional gradient method for smooth optimization problems, which maintain the basic convergence properties, but reduce the implementation cost of each iteration essentially. Namely, we propose the…
As deep learning models and datasets rapidly scale up, network training is extremely time-consuming and resource-costly. Instead of training on the entire dataset, learning with a small synthetic dataset becomes an efficient solution.…
In this paper, we propose a new descent method, termed as multiobjective memory gradient method, for finding Pareto critical points of a multiobjective optimization problem. The main thought in this method is to select a combination of the…
It is widely accepted that the stepsize is of great significance to gradient method. Two efficient gradient methods with approximately optimal stepsizes mainly based on regularization models are proposed for unconstrained optimization. More…
Optimal experimental design (OED) seeks experiments expected to yield the most useful data for some purpose. In practical circumstances where experiments are time-consuming or resource-intensive, OED can yield enormous savings. We pursue…
This paper explores numerical methods for solving a convex differentiable semi-infinite program. We introduce a primal-dual gradient method which performs three updates iteratively: a momentum gradient ascend step to update the constraint…
This paper proposes a novel proximal-gradient algorithm for a decentralized optimization problem with a composite objective containing smooth and non-smooth terms. Specifically, the smooth and nonsmooth terms are dealt with by gradient and…
Gradient tracking methods have emerged as one of the most popular approaches for solving decentralized optimization problems over networks. In this setting, each node in the network has a portion of the global objective function, and the…
Many real-world optimization problems contain parameters that are unknown before deployment time, either due to stochasticity or to lack of information (e.g., demand or travel times in delivery problems). A common strategy in such cases is…
A wide range of optimization problems arising in machine learning can be solved by gradient descent algorithms, and a central question in this area is how to efficiently compress a large-scale dataset so as to reduce the computational…
Diffusion models have demonstrated empirical successes in various applications and can be adapted to task-specific needs via guidance. This paper studies a form of gradient guidance for adapting a pre-trained diffusion model towards…
Many popular adaptive gradient methods such as Adam and RMSProp rely on an exponential moving average (EMA) to normalize their stepsizes. While the EMA makes these methods highly responsive to new gradient information, recent research has…