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In data-driven inverse optimization an observer aims to learn the preferences of an agent who solves a parametric optimization problem depending on an exogenous signal. Thus, the observer seeks the agent's objective function that best…
We consider a zeroth-order distributed optimization problem, where the global objective function is a black-box function and, as such, its gradient information is inaccessible to the local agents. Instead, the local agents can only use the…
Machine learning algorithms typically perform optimization over a class of non-convex functions. In this work, we provide bounds on the fundamental hardness of identifying the global minimizer of a non convex function. Specifically, we…
A unified framework for first-order optimization algorithms fornonconvex unconstrained optimization is proposed that uses adaptivelypreconditioned gradients and includes popular methods such as full anddiagonal AdaGrad, AdaNorm, as well as…
A parametric class of trust-region algorithms for unconstrained nonconvex optimization is considered where the value of the objective function is never computed. The class contains a deterministic version of the first-order Adagrad method…
We study online convex optimization in the random order model, recently proposed by \citet{garber2020online}, where the loss functions may be chosen by an adversary, but are then presented to the online algorithm in a uniformly random…
The need for fast and robust optimization algorithms are of critical importance in all areas of machine learning. This paper treats the task of designing optimization algorithms as an optimal control problem. Using regret as a metric for an…
Querying complex models for precise information (e.g. traffic models, database systems, large ML models) often entails intense computations and results in long response times. Thus, weaker models which give imprecise results quickly can be…
In this paper, we consider gradient methods for minimizing smooth convex functions, which employ the information obtained at the previous iterations in order to accelerate the convergence towards the optimal solution. This information is…
This paper considers nonsmooth convex optimization with either a subgradient or proximal operator oracle. In both settings, we identify algorithms that achieve the recently introduced game-theoretic optimality notion for algorithms known as…
In this paper, we propose a Dimension-Reduced Second-Order Method (DRSOM) for convex and nonconvex (unconstrained) optimization. Under a trust-region-like framework, our method preserves the convergence of the second-order method while…
We provide a novel computer-assisted technique for systematically analyzing first-order methods for optimization. In contrast with previous works, the approach is particularly suited for handling sublinear convergence rates and stochastic…
We introduce a new form of Lagrangian and propose a simple first-order algorithm for nonconvex optimization with nonlinear equality constraints. We show the algorithm generates bounded dual iterates, and establish the convergence to KKT…
This paper is devoted to first-order algorithms for smooth convex optimization with inexact gradients. Unlike the majority of the literature on this topic, we consider the setting of relative rather than absolute inexactness. More…
This paper considers the problem of online optimization where the objective function is time-varying. In particular, we extend coordinate descent type algorithms to the online case, where the objective function varies after a finite number…
Although a large number of optimization algorithms have been proposed for black box optimization problems, the no free lunch theorems inform us that no algorithm can beat others on all types of problems. Different types of optimization…
We present a simple transformation of any linear program or semidefinite program into an equivalent convex optimization problem whose only constraints are linear equations. The objective function is defined on the whole space, making…
Optimal packing of objects in containers is a critical problem in various real-life and industrial applications. This paper investigates the two-dimensional packing of convex polygons without rotations, where only translations are allowed.…
Min-max optimization is emerging as a key framework for analyzing problems of robustness to strategically and adversarially generated data. We propose a random reshuffling-based gradient free Optimistic Gradient Descent-Ascent algorithm for…
Large-scale constrained optimization problems are at the core of many tasks in control, signal processing, and machine learning. Notably, problems with functional constraints arise when, beyond a performance{\nobreakdash-}centric goal…