Related papers: Sharper Convergence Rates for Nonconvex Optimisati…
The main challenge of nonconvex optimization is to find a global optimum, or at least to avoid ``bad'' local minima and meaningless stationary points. We study here the extent to which algorithms, as opposed to optimization models and…
Many classical geometric inequalities on functionals of convex bodies depend on the dimension of the ambient space. We show that this dimension dependence may often be replaced (totally or partially) by different symmetry measures of the…
The minimization of a nonconvex composite function can model a variety of imaging tasks. A popular class of algorithms for solving such problems are majorization-minimization techniques which iteratively approximate the composite nonconvex…
It is well-known that accelerated gradient first order methods possess optimal complexity estimates for the class of convex smooth minimization problems. In many practical situations, it makes sense to work with inexact gradients. However,…
Bilevel optimization is a powerful tool for many machine learning problems, such as hyperparameter optimization and meta-learning. Estimating hypergradients (also known as implicit gradients) is crucial for developing gradient-based methods…
We give new results for problems in computational and statistical machine learning using tools from high-dimensional geometry and probability. We break up our treatment into two parts. In Part I, we focus on computational considerations in…
We propose a novel optimization algorithm for continuous functions using geodesics and contours under conformal mapping.The algorithm can find multiple optima by first following a geodesic curve to a local optimum then traveling to the next…
Classically, a mainstream approach for solving a convex-concave min-max problem is to instead solve the variational inequality problem arising from its first-order optimality conditions. Is it possible to solve min-max problems faster by…
The construction of highly incoherent frames, sequences of vectors placed on the unit hyper sphere of a finite dimensional Hilbert space with low correlation between them, has proven very difficult. Algorithms proposed in the past have…
Dimensionality reduction is a fundamental task in modern data science. Several projection methods specifically tailored to take into account the non-linearity of the data via local embeddings have been proposed. Such methods are often based…
The problem of finding suitable point embedding or geometric configurations given only Euclidean distance information of point pairs arises both as a core task and as a sub-problem in a variety of machine learning applications. In this…
This work presents a unified framework that combines global approximations with locally built models to handle challenging nonconvex and nonsmooth composite optimization problems, including cases involving extended real-valued functions. We…
This paper considers general rank-constrained optimization problems that minimize a general objective function $f(X)$ over the set of rectangular $n\times m$ matrices that have rank at most $r$. To tackle the rank constraint and also to…
The Euclidean space notion of convex sets (and functions) generalizes to Riemannian manifolds in a natural sense and is called geodesic convexity. Extensively studied computational problems such as convex optimization and sampling in convex…
This paper describes a node relocation algorithm based on nonlinear optimization which delivers excellent results for both unstructured and structured plane triangle meshes over convex as well as non-convex domains with high curvature. The…
This paper proposes several novel optimization algorithms for minimizing a nonlinear objective function. The algorithms are enlightened by the optimal state trajectory of an optimal control problem closely related to the minimized objective…
Gradient-free optimizers allow for tackling problems regardless of the smoothness or differentiability of their objective function, but they require many more iterations to converge when compared to gradient-based algorithms. This has made…
Real-time motion planning is a vital function of robotic systems. Different from existing roadmap algorithms which first determine the free space and then determine the collision-free path, researchers recently proposed several convex…
This work is on constrained large-scale non-convex optimization where the constraint set implies a manifold structure. Solving such problems is important in a multitude of fundamental machine learning tasks. Recent advances on Riemannian…
Submodular optimization has received significant attention in both practice and theory, as a wide array of problems in machine learning, auction theory, and combinatorial optimization have submodular structure. In practice, these problems…