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We propose a stochastic gradient framework for solving stochastic composite convex optimization problems with (possibly) infinite number of linear inclusion constraints that need to be satisfied almost surely. We use smoothing and homotopy…
In this work, we consider constrained stochastic optimization problems under hidden convexity, i.e., those that admit a convex reformulation via non-linear (but invertible) map $c(\cdot)$. A number of non-convex problems ranging from…
In this paper we solve the problem of finding in a given weighted hypergraph a subhypergraph with a maximum possible density. We introduce the notion of a support matrix and prove that the density of an optimal subhypergraph is equal to…
In this paper, we study the problem of solving a simple bilevel optimization problem, where the upper-level objective is minimized over the solution set of the lower-level problem. We focus on the general setting in which both the upper-…
Many problems in machine learning can be formulated as optimizing a convex functional over a vector space of measures. This paper studies the convergence of the mirror descent algorithm in this infinite-dimensional setting. Defining Bregman…
In this paper, we propose a successive pseudo-convex approximation algorithm to efficiently compute stationary points for a large class of possibly nonconvex optimization problems. The stationary points are obtained by solving a sequence of…
We prove that finding all globally optimal two-layer ReLU neural networks can be performed by solving a convex optimization program with cone constraints. Our analysis is novel, characterizes all optimal solutions, and does not leverage…
We study the maximum $k$-colorable subgraph (M$k$CS) problem, which consists in finding a largest $k$-colorable induced subgraph in a given graph. We consider a Semidefinite Programming (SDP) relaxation for the M$k$CS problem and regard its…
We propose K-Deep Simplex(KDS) which, given a set of data points, learns a dictionary comprising synthetic landmarks, along with representation coefficients supported on a simplex. KDS employs a local weighted $\ell_1$ penalty that…
This paper is concerned with a constrained optimization problem over a directed graph (digraph) of nodes, in which the cost function is a sum of local objectives, and each node only knows its local objective and constraints. To…
In the \textsc{Maximum Degree Contraction} problem, input is a graph $G$ on $n$ vertices, and integers $k, d$, and the objective is to check whether $G$ can be transformed into a graph of maximum degree at most $d$, using at most $k$ edge…
The Frank-Wolfe method solves smooth constrained convex optimization problems at a generic sublinear rate of $\mathcal{O}(1/T)$, and it (or its variants) enjoys accelerated convergence rates for two fundamental classes of constraints:…
Graph matching or quadratic assignment, is the problem of labeling the vertices of two graphs so that they are as similar as possible. A common method for approximately solving the NP-hard graph matching problem is relaxing it to a convex…
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…
Data-analysis tasks often involve an iterative process, which requires refining previous solutions. For instance, when analyzing dynamic social networks, we may be interested in monitoring the evolution of a community that was identified at…
This paper studies consensus-based decentralized stochastic optimization for minimizing possibly non-convex expected objectives with convex non-smooth regularizers and nonlinear functional inequality constraints. We reformulate the…
DR-submodular continuous functions are important objectives with wide real-world applications spanning MAP inference in determinantal point processes (DPPs), and mean-field inference for probabilistic submodular models, amongst others.…
In the rank-constrained optimization problem (RCOP), it minimizes a linear objective function over a prespecified closed rank-constrained domain set and $m$ generic two-sided linear matrix inequalities. Motivated by the Dantzig-Wolfe (DW)…
We revisit the classical problem of finding an approximately stationary point of the average of $n$ smooth and possibly nonconvex functions. The optimal complexity of stochastic first-order methods in terms of the number of gradient…
We consider convex optimization problems which are widely used as convex relaxations for low-rank matrix recovery problems. In particular, in several important problems, such as phase retrieval and robust PCA, the underlying assumption in…