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A parametric class of trust-region algorithms for constrained nonconvex optimization is analyzed, where the objective function is never computed. By defining appropriate first-order stationarity criteria, we are able to extend the Adagrad…

Optimization and Control · Mathematics 2024-11-04 Serge Gratton , Sadok Jerad , Philippe L. Toint

This paper studies large-scale optimization problems on Riemannian manifolds whose objective function is a finite sum of negative log-probability losses. Such problems arise in various machine learning and signal processing applications. By…

Optimization and Control · Mathematics 2022-07-18 Jiang Hu , Ruicheng Ao , Anthony Man-Cho So , Minghan Yang , Zaiwen Wen

This paper analyzes the convergence for a large class of Riemannian stochastic approximation (SA) schemes, which aim at tackling stochastic optimization problems. In particular, the recursions we study use either the exponential map of the…

Machine Learning · Statistics 2021-05-20 Alain Durmus , Pablo Jiménez , Éric Moulines , Salem Said , Hoi-To Wai

We revisit the smooth convex-concave bilinearly-coupled saddle-point problem of the form $\min_x\max_y f(x) + \langle y,\mathbf{B} x\rangle - g(y)$. In the highly specific case where each of the functions $f(x)$ and $g(y)$ is either affine…

Optimization and Control · Mathematics 2024-11-25 Dmitry Kovalev , Ekaterina Borodich

We present an adaptive trust-region method for unconstrained optimization that allows inexact solutions to the trust-region subproblems. Our method is a simple variant of the classical trust-region method of \citet{sorensen1982newton}. The…

Optimization and Control · Mathematics 2025-08-27 Fadi Hamad , Oliver Hinder

We propose a globally convergent trust-region bundle method for minimizing lower-$C^2$ functions using higher-order cutting-plane models. Under certain growth assumptions on the objective around its minimum, the method is able to compute…

Optimization and Control · Mathematics 2026-03-26 Bennet Gebken , Michael Ulbrich

We develop new algorithms for Riemannian bilevel optimization. We focus in particular on batch and stochastic gradient-based methods, with the explicit goal of avoiding second-order information such as Riemannian hyper-gradients. We propose…

Optimization and Control · Mathematics 2024-05-28 Sanchayan Dutta , Xiang Cheng , Suvrit Sra

In many contemporary optimization problems such as those arising in machine learning, it can be computationally challenging or even infeasible to evaluate an entire function or its derivatives. This motivates the use of stochastic…

Optimization and Control · Mathematics 2021-07-01 El-houcine Bergou , Youssef Diouane , Vladimir Kunc , Vyacheslav Kungurtsev , Clément W. Royer

We propose a stochastic nonconvex optimization algorithm that achieves almost sure $\tilde{\mathcal{O}}(\epsilon^{-1.5})$ iteration complexity for problems with smooth objective functions and gradients only observable with noise. The…

Optimization and Control · Mathematics 2026-04-30 Yunsoo Ha , Sara Shashaani , Quoc Tran-dinh

We develop a worst-case evaluation complexity bound for trust-region methods in the presence of unbounded Hessian approximations. We use the algorithm of arXiv:2103.15993v3 as a model, which is designed for nonsmooth regularized problems,…

Optimization and Control · Mathematics 2025-10-14 Geoffroy Leconte , Dominique Orban

Smooth, non-convex optimization problems on Riemannian manifolds occur in machine learning as a result of orthonormality, rank or positivity constraints. First- and second-order necessary optimality conditions state that the Riemannian…

Optimization and Control · Mathematics 2019-10-24 Chris Criscitiello , Nicolas Boumal

We study a fixed step-size noisy distributed gradient descent algorithm for solving optimization problems in which the objective is a finite sum of smooth but possibly non-convex functions. Random perturbations are introduced to the…

Optimization and Control · Mathematics 2023-07-21 Lei Qin , Michael Cantoni , Ye Pu

One of the most attractive recent approaches to processing well-structured large-scale convex optimization problems is based on smooth convex-concave saddle point reformu-lation of the problem of interest and solving the resulting problem…

Data Structures and Algorithms · Computer Science 2014-05-22 Aharon Ben-Tal , Arkadi Nemirovski

The minimax optimization over Riemannian manifolds (possibly nonconvex constraints) has been actively applied to solve many problems, such as robust dimensionality reduction and deep neural networks with orthogonal weights (Stiefel…

Machine Learning · Computer Science 2023-02-21 Xidong Wu , Zhengmian Hu , Heng Huang

Motivated by energy based analyses for descent methods in the Euclidean setting, we investigate a generalisation of such analyses for descent methods over Riemannian manifolds. In doing so, we find that it is possible to derive…

Optimization and Control · Mathematics 2022-12-13 Vishwak Srinivasan , Ashia Wilson

Optimization with matrix gradient orthogonalization has recently demonstrated impressive results in the training of deep neural networks (Jordan et al., 2024; Liu et al., 2025). In this paper, we provide a theoretical analysis of this…

Machine Learning · Computer Science 2025-04-09 Dmitry Kovalev

We introduce new global and local inexact oracle concepts for a wide class of convex functions in composite convex minimization. Such inexact oracles naturally come from primal-dual framework, barrier smoothing, inexact computations of…

Optimization and Control · Mathematics 2020-02-25 Tianxiao Sun , Ion Necoara , Quoc Tran-Dinh

Quasar-convex functions form a broad nonconvex class with applications to linear dynamical systems, generalized linear models, and Riemannian optimization, among others. Current nearly optimal algorithms work only in affine spaces due to…

Optimization and Control · Mathematics 2026-04-01 David Martínez-Rubio

We propose a general theory for studying the \xl{landscape} of nonconvex \xl{optimization} with underlying symmetric structures \tz{for a class of machine learning problems (e.g., low-rank matrix factorization, phase retrieval, and deep…

Machine Learning · Computer Science 2018-01-23 Xingguo Li , Junwei Lu , Raman Arora , Jarvis Haupt , Han Liu , Zhaoran Wang , Tuo Zhao

In this paper we develop a higher-order method for solving composite (non)convex minimization problems with smooth (non)convex functional constraints. At each iteration our method approximates the smooth part of the objective function and…

Optimization and Control · Mathematics 2025-03-04 Yassine Nabou , Ion Necoara