Related papers: A Quasi-Newton Primal-Dual Algorithm with Line Sea…
During the last years, Convolutional Neural Networks (CNNs) have achieved state-of-the-art performance in image classification. Their architectures have largely drawn inspiration by models of the primate visual system. However, while recent…
In this paper, we develop a novel primal-dual semismooth Newton method for solving linearly constrained multi-block convex composite optimization problems. First, a differentiable augmented Lagrangian (AL) function is constructed by…
In this paper we study nonconvex and nonsmooth multi-block optimization over Riemannian manifolds with coupled linear constraints. Such optimization problems naturally arise from machine learning, statistical learning, compressive sensing,…
In this paper, we propose an inexact proximal Newton-type method for nonconvex composite problems. We establish the global convergence rate of the order $\mathcal{O}(k^{-1/2})$ in terms of the minimal norm of the KKT residual mapping and…
Non-asymptotic convergence analysis of quasi-Newton methods has gained attention with a landmark result establishing an explicit local superlinear rate of O$((1/\sqrt{t})^t)$. The methods that obtain this rate, however, exhibit a well-known…
In this paper, we consider both first- and second-order techniques to address continuous optimization problems arising in machine learning. In the first-order case, we propose a framework of transition from deterministic or…
A central challenge to many fields of science and engineering involves minimizing non-convex error functions over continuous, high dimensional spaces. Gradient descent or quasi-Newton methods are almost ubiquitously used to perform such…
Two classes of methods have been proposed for escaping from saddle points with one using the second-order information carried by the Hessian and the other adding the noise into the first-order information. The existing analysis for…
Inspired by Gauss-Newton-like methods, we study the benefit of leveraging the structure of deep learning objectives, namely, the composition of a convex loss function and of a nonlinear network, in order to derive better direction oracles…
Bayesian methods are often optimal, yet increasing pressure for fast computations, especially with streaming data, brings renewed interest in faster, possibly sub-optimal, solutions. The extent to which these algorithms approximate Bayesian…
This paper aims to develop a Newton-type method to solve a class of nonconvex composite programs. In particular, the nonsmooth part is possibly nonconvex. To tackle the nonconvexity, we develop a notion of strong prox-regularity which is…
In this paper, we propose a quasi Newton method to solve the robust counterpart of an uncertain multiobjective optimization problem under an arbitrary finite uncertainty set. Here the robust counterpart of an uncertain multiobjective…
First-order primal-dual methods are appealing for their low memory overhead, fast iterations, and effective parallelization. However, they are often slow at finding high accuracy solutions, which creates a barrier to their use in…
We develop a globalized Proximal Newton method for composite and possibly non-convex minimization problems in Hilbert spaces. Additionally, we impose less restrictive assumptions on the composite objective functional considering…
The present work deals with an improved back-propagation algorithm based on Gauss-Newton numerical optimization method for fast convergence. The steepest descent method is used for the back-propagation. The algorithm is tested using various…
In this paper, we study structured quasi-Newton methods for optimization problems with orthogonality constraints. Note that the Riemannian Hessian of the objective function requires both the Euclidean Hessian and the Euclidean gradient. In…
We develop a corrective mechanism for neural network approximation: the total available non-linear units are divided into multiple groups and the first group approximates the function under consideration, the second group approximates the…
We study a variant of Newton's algorithm applied to under-determined systems of non-smooth equations. The notion of regularity employed in our work is based on Newton differentiability, which generalizes semi-smoothness. The classic notion…
The nonlinear, or warped, resolvent recently explored by Giselsson and B\`ui-Combettes has been used to model a large set of existing and new monotone inclusion algorithms. To establish convergent algorithms based on these resolvents,…
Classes of set functions along with a choice of ground set are a bedrock to determine and develop corresponding variants of greedy algorithms to obtain efficient solutions for combinatorial optimization problems. The class of approximate…