English
Related papers

Related papers: Optimal Smoothed Analysis of the Simplex Method

200 papers

We propose a new primal-dual homotopy smoothing algorithm for a linearly constrained convex program, where neither the primal nor the dual function has to be smooth or strongly convex. The best known iteration complexity solving such a…

Optimization and Control · Mathematics 2018-10-25 Xiaohan Wei , Hao Yu , Qing Ling , Michael J. Neely

In this work, we initiate the study of \emph{smoothed analysis} of population protocols. We consider a population protocol model where an adaptive adversary dictates the interactions between agents, but with probability $p$ every such…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-05-27 Gregory Schwartzman , Yuichi Sudo

Stochastic gradient descent (SGD) is a simple and popular method to solve stochastic optimization problems which arise in machine learning. For strongly convex problems, its convergence rate was known to be O(\log(T)/T), by running SGD for…

Machine Learning · Computer Science 2015-03-19 Alexander Rakhlin , Ohad Shamir , Karthik Sridharan

This paper proposes a novel technique called "successive stochastic smoothing" that optimizes nonsmooth and discontinuous functions while considering various constraints. Our methodology enables local and global optimization, making it a…

Optimization and Control · Mathematics 2023-08-17 Vladimir Norkin , Alois Pichler , Anton Kozyriev

In this work, we present new simple and optimal algorithms for solving the variational inequality (VI) problem for $p^{th}$-order smooth, monotone operators -- a problem that generalizes convex optimization and saddle-point problems. Recent…

Optimization and Control · Mathematics 2022-06-01 Deeksha Adil , Brian Bullins , Arun Jambulapati , Sushant Sachdeva

We consider the problem of global optimization of an unknown non-convex smooth function with zeroth-order feedback. In this setup, an algorithm is allowed to adaptively query the underlying function at different locations and receives noisy…

Machine Learning · Statistics 2018-03-26 Yining Wang , Sivaraman Balakrishnan , Aarti Singh

Smoothed analysis of complexity bounds and condition numbers has been done, so far, on a case by case basis. In this paper we consider a reasonably large class of condition numbers for problems over the complex numbers and we obtain…

Numerical Analysis · Mathematics 2007-05-23 Peter Buergisser , Felipe Cucker , Martin Lotz

Consider an optimization problem with $n$ binary variables and $d+1$ linear objective functions. Each valid solution $x \in \{0,1\}^n$ gives rise to an objective vector in $\R^{d+1}$, and one often wants to enumerate the Pareto optima among…

Data Structures and Algorithms · Computer Science 2010-11-11 Ankur Moitra , Ryan O'Donnell

This paper studies smooth nonconvex-concave minimax optimization and two acceleration mechanisms for single-loop first-order methods: dual perturbation and smoothing. Although both techniques improve convergence guarantees, their relative…

Optimization and Control · Mathematics 2026-04-30 Jiajin Li , Mahesh Nagarajan , Siyu Pan , Nanxi Zhang

We study the complexity of smoothed agnostic learning of halfspaces on $\{\pm 1\}^n$ under uniform marginals in the model of~\cite{KM25}, where each input coordinate is independently flipped with probability $\sigma \in (0, {1}/{2})$. We…

Machine Learning · Computer Science 2026-05-14 Tim Sinen

We propose a unifying framework for smoothed analysis of combinatorial local optimization problems, and show how a diverse selection of problems within the complexity class PLS can be cast within this model. This abstraction allows us to…

Computational Complexity · Computer Science 2025-09-24 Yiannis Giannakopoulos , Alexander Grosz , Themistoklis Melissourgos

It is well-known that the lower bound of iteration complexity for solving nonconvex unconstrained optimization problems is $\Omega(1/\epsilon^2)$, which can be achieved by standard gradient descent algorithm when the objective function is…

Optimization and Control · Mathematics 2022-11-02 Jiawei Zhang , Wenqiang Pu , Zhi-Quan Luo

In this paper, we present enhanced analysis for sign-based optimization algorithms with momentum updates. Traditional sign-based methods, under the separable smoothness assumption, guarantee a convergence rate of $\mathcal{O}(T^{-1/4})$,…

Optimization and Control · Mathematics 2025-07-17 Wei Jiang , Dingzhi Yu , Sifan Yang , Wenhao Yang , Lijun Zhang

We study the complexity of optimizing highly smooth convex functions. For a positive integer $p$, we want to find an $\epsilon$-approximate minimum of a convex function $f$, given oracle access to the function and its first $p$ derivatives,…

Optimization and Control · Mathematics 2021-12-06 Ankit Garg , Robin Kothari , Praneeth Netrapalli , Suhail Sherif

Rank-based zeroth-order (ZO) optimization -- which relies only on the ordering of function evaluations -- offers strong robustness to noise and monotone transformations, and underlies many successful algorithms such as CMA-ES, natural…

Machine Learning · Computer Science 2025-12-19 Haishan Ye

An adaptive regularization algorithm using inexact function and derivatives evaluations is proposed for the solution of composite nonsmooth nonconvex optimization. It is shown that this algorithm needs at most…

Optimization and Control · Mathematics 2019-02-28 S. Gratton , E. Simon , Ph. L. Toint

We consider semidefinite programs (SDPs) of size n with equality constraints. In order to overcome scalability issues, Burer and Monteiro proposed a factorized approach based on optimizing over a matrix Y of size $n$ by $k$ such that $X =…

Machine Learning · Statistics 2018-11-29 Thomas Pumir , Samy Jelassi , Nicolas Boumal

In this paper, we study the fundamental open question of finding the optimal high-order algorithm for solving smooth convex minimization problems. Arjevani et al. (2019) established the lower bound $\Omega\left(\epsilon^{-2/(3p+1)}\right)$…

Optimization and Control · Mathematics 2022-05-20 Dmitry Kovalev , Alexander Gasnikov

We present a randomized polynomial-time simplex algorithm with higher probability and tighter bounds for linear programming by applying improved quasi-convex properties, a logarithmic rounding on a given polytope and its logarithmic…

Computational Complexity · Computer Science 2026-05-01 Daniel Gibor

A Support Vector Method for multivariate performance measures was recently introduced by Joachims (2005). The underlying optimization problem is currently solved using cutting plane methods such as SVM-Perf and BMRM. One can show that these…

Machine Learning · Computer Science 2012-02-20 Xinhua Zhang , Ankan Saha , S. V. N. Vishwanatan