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In this work, we study decentralized convex constrained optimization problems in networks. We focus on the dual averaging-based algorithmic framework that is well-documented to be superior in handling constraints and complex communication…

Optimization and Control · Mathematics 2022-08-16 Changxin Liu , Yang Shi , Huiping Li , Wenli Du

We consider the dynamics of gradient descent (GD) in overparameterized single hidden layer neural networks with a squared loss function. Recently, it has been shown that, under some conditions, the parameter values obtained using GD achieve…

Machine Learning · Computer Science 2021-05-17 Siddhartha Satpathi , R Srikant

We consider the problem of minimizing a difference-of-convex (DC) function, which can be written as the sum of a smooth convex function with Lipschitz gradient, a proper closed convex function and a continuous possibly nonsmooth concave…

Optimization and Control · Mathematics 2018-04-20 Tianxiang Liu , Ting Kei Pong , Akiko Takeda

We propose a DC proximal Newton algorithm for solving nonconvex regularized sparse learning problems in high dimensions. Our proposed algorithm integrates the proximal Newton algorithm with multi-stage convex relaxation based on the…

Machine Learning · Statistics 2018-02-16 Xingguo Li , Lin F. Yang , Jason Ge , Jarvis Haupt , Tong Zhang , Tuo Zhao

In this paper, a class of Decentralized Approximate Newton (DEAN) methods for addressing convex optimization on a networked system are developed, where nodes in the networked system seek for a consensus that minimizes the sum of their…

Optimization and Control · Mathematics 2020-12-01 Hejie Wei , Zhihai Qu , Xuyang Wu , Hao Wang , Jie Lu

Stochastic gradient descent (SGD) has been found to be surprisingly effective in training a variety of deep neural networks. However, there is still a lack of understanding on how and why SGD can train these complex networks towards a…

Machine Learning · Computer Science 2019-01-03 Yi Zhou , Junjie Yang , Huishuai Zhang , Yingbin Liang , Vahid Tarokh

In this paper, we study possible extensions of the main ideas and methods of constrained DC optimization to the case of nonlinear semidefinite programming problems and more general nonlinear and nonsmooth cone constrained optimization…

Optimization and Control · Mathematics 2024-04-23 M. V. Dolgopolik

The key task of machine learning is to minimize the loss function that measures the model fit to the training data. The numerical methods to do this efficiently depend on the properties of the loss function. The most decisive among these…

Machine Learning · Computer Science 2025-10-31 Tomas Hrycej , Bernhard Bermeitinger , Massimo Pavone , Götz-Henrik Wiegand , Siegfried Handschuh

We investigate the differential privacy (DP) guarantees under the hidden state assumption (HSA) for multi-convex problems. Recent analyses of privacy loss under the hidden state assumption have relied on strong assumptions such as…

Machine Learning · Computer Science 2025-06-03 Ding Chen , Chen Liu

Decentralized optimization is effective to save communication in large-scale machine learning. Although numerous algorithms have been proposed with theoretical guarantees and empirical successes, the performance limits in decentralized…

Machine Learning · Computer Science 2022-10-17 Kun Yuan , Xinmeng Huang , Yiming Chen , Xiaohan Zhang , Yingya Zhang , Pan Pan

We study the overparametrization bounds required for the global convergence of stochastic gradient descent algorithm for a class of one hidden layer feed-forward neural networks, considering most of the activation functions used in…

Machine Learning · Computer Science 2022-11-17 Bartłomiej Polaczyk , Jacek Cyranka

Recent works have shown that deep neural networks can be employed to solve partial differential equations, giving rise to the framework of physics informed neural networks. We introduce a generalization for these methods that manifests as a…

Numerical Analysis · Mathematics 2021-03-25 Remco van der Meer , Cornelis Oosterlee , Anastasia Borovykh

The paper considers the problem of network-based computation of global minima in smooth nonconvex optimization problems. It is known that distributed gradient-descent-type algorithms can achieve convergence to the set of global minima by…

Optimization and Control · Mathematics 2019-10-24 Brian Swenson , Anirudh Sridhar , H. Vincent Poor

We address the minimization of a smooth objective function under an $\ell_0$-constraint and simple convex constraints. When the problem has no constraints except the $\ell_0$-constraint, some efficient algorithms are available; for example,…

Optimization and Control · Mathematics 2017-01-31 Katsuya Tono , Akiko Takeda , Jun-ya Gotoh

We introduce a new approach to apply the boosted difference of convex functions algorithm (BDCA) for solving non-convex and non-differentiable problems involving difference of two convex functions (DC functions). Supposing the first DC…

Optimization and Control · Mathematics 2022-06-22 Orizon P. Ferreira , Elianderson M. Santos , João Carlos O. Souza

In this paper, we adopt a probability distribution estimation perspective to explore the optimization mechanisms of supervised classification using deep neural networks. We demonstrate that, when employing the Fenchel-Young loss, despite…

Machine Learning · Computer Science 2025-04-01 Binchuan Qi , Wei Gong , Li Li

Due to the non-convex nature of training Deep Neural Network (DNN) models, their effectiveness relies on the use of non-convex optimization heuristics. Traditional methods for training DNNs often require costly empirical methods to produce…

Machine Learning · Computer Science 2023-12-21 Tolga Ergen , Mert Pilanci

Existing decentralized algorithms usually require knowledge of problem parameters for updating local iterates. For example, the hyperparameters (such as learning rate) usually require the knowledge of Lipschitz constant of the global…

Optimization and Control · Mathematics 2024-02-15 Jiaxiang Li , Xuxing Chen , Shiqian Ma , Mingyi Hong

Adaptive gradient methods such as Adam have gained increasing popularity in deep learning optimization. However, it has been observed that compared with (stochastic) gradient descent, Adam can converge to a different solution with a…

Machine Learning · Computer Science 2021-08-26 Difan Zou , Yuan Cao , Yuanzhi Li , Quanquan Gu

A variant of consensus based distributed gradient descent (\textbf{DGD}) is studied for finite sums of smooth but possibly non-convex functions. In particular, the local gradient term in the fixed step-size iteration of each agent is…

Optimization and Control · Mathematics 2026-05-27 Lei Qin , Michael Cantoni , Ye Pu