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This paper develops a new parameter-free restarted method, namely RPF-SFISTA, and a new parameter-free aggressive regularization method, namely A-REG, for solving strongly convex and convex composite optimization problems, respectively.…

Optimization and Control · Mathematics 2024-10-15 Arnesh Sujanani , Renato D. C. Monteiro

Adaptive algorithms like AdaGrad and AMSGrad are successful in nonconvex optimization owing to their parameter-agnostic ability -- requiring no a priori knowledge about problem-specific parameters nor tuning of learning rates. However, when…

Optimization and Control · Mathematics 2022-10-17 Junchi Yang , Xiang Li , Niao He

We propose an adaptive proximal gradient method for minimizing the sum of two functions, where one is a simple convex function, and the other belongs to one of the three classes: nonconvex smooth, convex nonsmooth, or convex smooth. The key…

Optimization and Control · Mathematics 2026-05-08 Zimeng Wang , Alp Yurtsever

We propose a derivative-free trust-region method based on finite-difference gradient approximations for smooth optimization problems with convex constraints. The proposed method does not require computing an approximate stationarity…

Optimization and Control · Mathematics 2025-10-21 Dânâ Davar , Geovani Nunes Grapiglia

Autoregressive sequence Generation models have achieved state-of-the-art performance in areas like machine translation and image captioning. These models are autoregressive in that they generate each word by conditioning on previously…

Computation and Language · Computer Science 2021-01-26 Longteng Guo , Jing Liu , Xinxin Zhu , Hanqing Lu

In this work, we extend a modified Anderson acceleration proposed in [Y. He, arXiv:2603.25983, 2026] to accelerate the Picard iteration for the Navier-Stokes equations. In this variant of Anderson acceleration, named AAg, the nonlinear…

Numerical Analysis · Mathematics 2026-05-19 Yunhui He , Leo Rebholz

An adaptive regularization algorithm for unconstrained nonconvex optimization is presented in which the objective function is never evaluated, but only derivatives are used. This algorithm belongs to the class of adaptive regularization…

Optimization and Control · Mathematics 2022-05-05 S. Gratton , S. Jerad , Ph. L. Toint

This paper discusses several (sub)gradient methods attaining the optimal complexity for smooth problems with Lipschitz continuous gradients, nonsmooth problems with bounded variation of subgradients, weakly smooth problems with H\"older…

Optimization and Control · Mathematics 2016-05-02 Masoud Ahookhosh

We propose a method that achieves near-optimal rates for smooth stochastic convex optimization and requires essentially no prior knowledge of problem parameters. This improves on prior work which requires knowing at least the initial…

Machine Learning · Computer Science 2024-07-08 Itai Kreisler , Maor Ivgi , Oliver Hinder , Yair Carmon

Parametric manifold optimization problems frequently arise in various machine learning tasks, where state functions are defined on infinite-dimensional manifolds. We propose a unified accelerated natural gradient descent (ANGD) framework to…

Optimization and Control · Mathematics 2025-04-09 Chenyi Li , Shuchen Zhu , Zhonglin Xie , Zaiwen Wen

We present a framework for performing efficient regression in general metric spaces. Roughly speaking, our regressor predicts the value at a new point by computing a Lipschitz extension --- the smoothest function consistent with the…

Machine Learning · Computer Science 2017-04-25 Lee-Ad Gottlieb , Aryeh Kontorovich , Robert Krauthgamer

Gradient descent is slow to converge for ill-conditioned problems and non-convex problems. An important technique for acceleration is step-size adaptation. The first part of this paper contains a detailed review of step-size adaptation…

Machine Learning · Computer Science 2022-05-27 Hengshuai Yao

In this work we propose a differential geometric motivation for Nesterov's accelerated gradient method (AGM) for strongly-convex problems. By considering the optimization procedure as occurring on a Riemannian manifold with a natural…

Machine Learning · Computer Science 2019-11-21 Aaron Defazio

We propose an efficient algorithm for finding first-order Nash equilibria in min-max problems of the form $\min_{x \in X}\max_{y\in Y} F(x,y)$, where the objective function is smooth in both variables and concave with respect to $y$; the…

Optimization and Control · Mathematics 2021-05-04 Dmitrii M. Ostrovskii , Andrew Lowy , Meisam Razaviyayn

We propose AEGD, a new algorithm for first-order gradient-based optimization of non-convex objective functions, based on a dynamically updated energy variable. The method is shown to be unconditionally energy stable, irrespective of the…

Optimization and Control · Mathematics 2021-10-04 Hailiang Liu , Xuping Tian

This article studies the recovery of graphons when they are convolution kernels on compact (symmetric) metric spaces. This case is of particular interest since it covers the situation where the probability of an edge depends only on some…

Statistics Theory · Mathematics 2020-04-08 Yohann De Castro , Claire Lacour , Thanh Mai Pham Ngoc

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

In recent years, nonconvex minimax problems have attracted significant attention due to their broad applications in machine learning, including generative adversarial networks, robust optimization and adversarial training. Most existing…

Optimization and Control · Mathematics 2026-03-06 Yan Gao , Yongchao Liu

We propose an adaptive variance-reduction method, called AdaSpider, for minimization of $L$-smooth, non-convex functions with a finite-sum structure. In essence, AdaSpider combines an AdaGrad-inspired [Duchi et al., 2011, McMahan &…

Optimization and Control · Mathematics 2022-11-04 Ali Kavis , Stratis Skoulakis , Kimon Antonakopoulos , Leello Tadesse Dadi , Volkan Cevher

We propose an accelerated meta-algorithm, which allows to obtain accelerated methods for convex unconstrained minimization in different settings. As an application of the general scheme we propose nearly optimal methods for minimizing…