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In this paper, we analyze the mirror descent algorithm for non-smooth optimization problems in which the objective function is relatively strongly convex, without relying on the standard Lipschitz continuity assumption commonly used in the…

Optimization and Control · Mathematics 2026-03-03 Mohammad S. Alkousa , Fedor S. Stonyakin

Constrained competitive optimization involves multiple agents trying to minimize conflicting objectives, subject to constraints. This is a highly expressive modeling language that subsumes most of modern machine learning. In this work we…

Optimization and Control · Mathematics 2020-06-19 Florian Schäfer , Anima Anandkumar , Houman Owhadi

The Stochastic Gradient Descent method (SGD) and its stochastic variants have become methods of choice for solving finite-sum optimization problems arising from machine learning and data science thanks to their ability to handle large-scale…

Optimization and Control · Mathematics 2024-03-06 Trang H. Tran , Quoc Tran-Dinh , Lam M. Nguyen

The success of minimax learning problems of generative adversarial networks (GANs) has been observed to depend on the minimax optimization algorithm used for their training. This dependence is commonly attributed to the convergence speed…

Machine Learning · Computer Science 2020-10-26 Farzan Farnia , Asuman Ozdaglar

With advances in deep learning, exponential data growth and increasing model complexity, developing efficient optimization methods are attracting much research attention. Several implementations favor the use of Conjugate Gradient (CG) and…

Machine Learning · Computer Science 2020-03-02 Buse Melis Ozyildirim , Mariam Kiran

Sign-based optimization methods have become popular in machine learning due to their favorable communication cost in distributed optimization and their surprisingly good performance in neural network training. Furthermore, they are closely…

Machine Learning · Computer Science 2020-02-20 Lukas Balles , Fabian Pedregosa , Nicolas Le Roux

Decentralized optimization is a powerful paradigm that finds applications in engineering and learning design. This work studies decentralized composite optimization problems with non-smooth regularization terms. Most existing gradient-based…

Optimization and Control · Mathematics 2019-10-29 Sulaiman A. Alghunaim , Kun Yuan , Ali H. Sayed

Multi-objective optimization (MOO) has become an influential framework in many machine learning problems with multiple objectives such as learning with multiple criteria and multi-task learning (MTL). In this paper, we propose a new…

Machine Learning · Computer Science 2023-11-30 Peiyao Xiao , Hao Ban , Kaiyi Ji

There are much recent interests in solving noncovnex min-max optimization problems due to its broad applications in many areas including machine learning, networked resource allocations, and distributed optimization. Perhaps, the most…

Optimization and Control · Mathematics 2021-12-20 Thinh T. Doan

Gradient descent based optimization methods are the methods of choice to train deep neural networks in machine learning. Beyond the standard gradient descent method, also suitable modified variants of standard gradient descent involving…

Optimization and Control · Mathematics 2025-04-29 Steffen Dereich , Arnulf Jentzen , Adrian Riekert

The paper investigates the fundamental convergence properties of Sharpness-Aware Minimization (SAM), a recently proposed gradient-based optimization method [Foret et al., 2021] that significantly improves the generalization of deep neural…

Optimization and Control · Mathematics 2024-10-22 Pham Duy Khanh , Hoang-Chau Luong , Boris S. Mordukhovich , Dat Ba Tran

We propose \textit{Meta-Regularization}, a novel approach for the adaptive choice of the learning rate in first-order gradient descent methods. Our approach modifies the objective function by adding a regularization term on the learning…

Machine Learning · Computer Science 2021-04-13 Guangzeng Xie , Hao Jin , Dachao Lin , Zhihua Zhang

We study a stochastic optimization problem in which the sampling distribution depends on the decision variable, and the available samples are generated through an iterate-dependent Markov chain. Such settings arise naturally in problems…

Optimization and Control · Mathematics 2026-05-18 Anik Kumar Paul , Shalabh Bhatnagar

Stochastic gradient descent with momentum (SGDM) is one of the most widely used optimization algorithms in machine learning. While optimization properties of SGDM have been extensively studied in the literature, it remains insufficiently…

Machine Learning · Computer Science 2026-05-28 Yunwen Lei , Zimeng Wang , Xiaoming Yuan

As an essential ingredient of modern deep learning, attention mechanism, especially self-attention, plays a vital role in the global correlation discovery. However, is hand-crafted attention irreplaceable when modeling the global context?…

Computer Vision and Pattern Recognition · Computer Science 2021-12-30 Zhengyang Geng , Meng-Hao Guo , Hongxu Chen , Xia Li , Ke Wei , Zhouchen Lin

Adaptive optimization methods (such as Adam) play a major role in LLM pretraining, significantly outperforming Gradient Descent (GD). Recent studies have proposed new smoothness assumptions on the loss function to explain the advantages of…

Machine Learning · Computer Science 2025-12-02 Robin Yadav , Shuo Xie , Tianhao Wang , Zhiyuan Li

To solve distributed optimization efficiently with various constraints and nonsmooth functions, we propose a distributed mirror descent algorithm with embedded Bregman damping, as a generalization of conventional distributed…

Optimization and Control · Mathematics 2021-08-30 Guanpu Chen , Weijian Li , Gehui Xu , Yiguang Hong

In this thesis we develop a novel framework to study smooth and strongly convex optimization algorithms, both deterministic and stochastic. Focusing on quadratic functions we are able to examine optimization algorithms as a recursive…

Optimization and Control · Mathematics 2014-10-24 Yossi Arjevani

Stochastic Gradient Descent (SGD), a widely used optimization algorithm in deep learning, is often limited to converging to local optima due to the non-convex nature of the problem. Leveraging these local optima to improve model performance…

Machine Learning · Computer Science 2023-09-22 Hao Chen , Yusen Wu , Phuong Nguyen , Chao Liu , Yelena Yesha

We study the trade-offs between convergence rate and robustness to gradient errors in designing a first-order algorithm. We focus on gradient descent (GD) and accelerated gradient (AG) methods for minimizing strongly convex functions when…

Optimization and Control · Mathematics 2019-11-07 Necdet Serhat Aybat , Alireza Fallah , Mert Gurbuzbalaban , Asuman Ozdaglar
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