Related papers: Near-Optimal Quantum Algorithm for Minimizing the …

We consider the problem of minimizing a smooth, Lipschitz, convex function over a compact, convex set using sub-zeroth-order oracles: an oracle that outputs the sign of the directional derivative for a given point and a given direction, an…

We present a quantum algorithm for finding the minimum of a function based on multistep quantum computation and apply it for optimization problems with continuous variables, in which the variables of the problem are discretized to form the…

This paper studies a class of simple bilevel optimization problems where we minimize a composite convex function at the upper-level subject to a composite convex lower-level problem. Existing methods either provide asymptotic guarantees for…

We study the running time, in terms of first order oracle queries, of differentially private empirical/population risk minimization of Lipschitz convex losses. We first consider the setting where the loss is non-smooth and the optimizer…

We initiate the study of nonsmooth optimization problems under bounded local subgradient variation, which postulates bounded difference between (sub)gradients in small local regions around points, in either average or maximum sense. The…

We study the complexity of producing $(\delta,\epsilon)$-stationary points of Lipschitz objectives which are possibly neither smooth nor convex, using only noisy function evaluations. Recent works proposed several stochastic zero-order…

Inspired by regularization techniques in statistics and machine learning, we study complementary composite minimization in the stochastic setting. This problem corresponds to the minimization of the sum of a (weakly) smooth function endowed…

We present in this paper two different classes of general $K$-splitting algorithms for solving finite-dimensional convex optimization problems. Under the assumption that the function being minimized has a Lipschitz continuous gradient, we…

We lower bound the complexity of finding $\epsilon$-stationary points (with gradient norm at most $\epsilon$) using stochastic first-order methods. In a well-studied model where algorithms access smooth, potentially non-convex functions…

We study the min-max optimization problem where each function contributing to the max operation is strongly-convex and smooth with bounded gradient in the search domain. By smoothing the max operator, we show the ability to achieve an…

This paper considers the quantum query complexity of {\it $\eps$-biased oracles} that return the correct value with probability only $1/2 + \eps$. In particular, we show a quantum algorithm to compute $N$-bit OR functions with…

This paper considers the problem of unconstrained minimization of smooth convex functions having Lipschitz continuous gradients with known Lipschitz constant. We recently proposed an optimized gradient method (OGM) for this problem and…

This paper studies simple bilevel problems, where a convex upper-level function is minimized over the optimal solutions of a convex lower-level problem. We first show the fundamental difficulty of simple bilevel problems, that the…

We propose a new finding $k$-minima algorithm and prove that its query complexity is $\mathcal{O}(\sqrt{kN})$, where $N$ is the number of data indices. Though the complexity is equivalent to that of an existing method, the proposed is…

Majorization-minimization algorithms consist of successively minimizing a sequence of upper bounds of the objective function so that along the iterations the objective function decreases. Such a simple principle allows to solve a large…

We provide several quantum algorithms for continuous optimization that do not require gradient estimation. Instead, we encode the optimization problem into the dynamics of a physical system and coherently simulate the time evolution. We…

This paper describes a quantum algorithm for finding the maximum among N items. The classical method for the same problem takes O(N) steps because we need to compare two numbers in one step. This algorithm takes O(sqrt(N)) steps by…

Submodular function minimization (SFM) is a fundamental discrete optimization problem which generalizes many well known problems, has applications in various fields, and can be solved in polynomial time. Owing to applications in computer…

In this paper, we present several new results on minimizing a nonsmooth and nonconvex function under a Lipschitz condition. Recent work shows that while the classical notion of Clarke stationarity is computationally intractable up to some…

We give query complexity lower bounds for convex optimization and the related feasibility problem. We show that quadratic memory is necessary to achieve the optimal oracle complexity for first-order convex optimization. In particular, this…