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Recently, minimax optimization received renewed focus due to modern applications in machine learning, robust optimization, and reinforcement learning. The scale of these applications naturally leads to the use of first-order methods.…
Many scientific and engineering applications feature nonsmooth convex minimization problems over convex sets. In this paper, we address an important instance of this broad class where we assume that the nonsmooth objective is equipped with…
The popular BFGS quasi-Newton minimization algorithm under reasonable conditions converges globally on smooth convex functions. This result was proved by Powell in 1976: we consider its implications for functions that are not smooth. In…
Manifold learning methods play a prominent role in nonlinear dimensionality reduction and other tasks involving high-dimensional data sets with low intrinsic dimensionality. Many of these methods are graph-based: they associate a vertex…
Consider the problem of minimizing the sum of a smooth convex function and a separable nonsmooth convex function subject to linear coupling constraints. Problems of this form arise in many contemporary applications including signal…
We improve recently introduced consensus-based optimization method, proposed in [R. Pinnau, C. Totzeck, O. Tse and S. Martin, Math. Models Methods Appl. Sci., 27(01):183--204, 2017], which is a gradient-free optimization method for general…
This paper presents a particle-based optimization method designed for addressing minimization problems with equality constraints, particularly in cases where the loss function exhibits non-differentiability or non-convexity. The proposed…
This paper revisits the fundamental equations for the solution of the frictionless unilateral normal contact problem between a rough rigid surface and a linear elastic half-plane using the boundary element method (BEM). After recasting the…
In this paper, a restricted memory quasi-Newton bundle method for minimizing a locally Lipschitz continuous function over a Riemannian manifold is proposed. The curvature information of the objective function is approximated by applying a…
We introduce a novel approach addressing global analysis of a difficult class of nonconvex-nonsmooth optimization problems within the important framework of Lagrangian-based methods. This genuine nonlinear class captures many problems in…
This paper proposes a Riemannian Multiobjective Proximal Gradient Method (RMPGM) for composite optimization problems on manifolds. Unlike scalarization-based approaches, the proposed framework directly handles vector-valued objectives and…
The problem of determining the configuration of points from partial distance information, known as the Euclidean Distance Geometry (EDG) problem, is fundamental to many tasks in the applied sciences. In this paper, we propose two algorithms…
In the era of foundation models and Large Language Models (LLMs), Euclidean space is the de facto geometric setting of our machine learning architectures. However, recent literature has demonstrated that this choice comes with fundamental…
This paper addresses smooth convexly constrained optimization problems where the Euclidean projection onto the feasible set is computationally tractable. Although momentum techniques like Polyak's heavy-ball are known for accelerating…
We study first-order algorithms that are uniformly stable for empirical risk minimization (ERM) problems that are convex and smooth with respect to $p$-norms, $p \geq 1$. We propose a black-box reduction method that, by employing properties…
Non-convex constrained optimizations are ubiquitous in robotic applications such as multi-agent navigation, UAV trajectory optimization, and soft robot simulation. For this problem class, conventional optimizers suffer from small step sizes…
In this paper, we present an advanced analysis of near optimal algorithms that use limited space to solve the frequency estimation, heavy hitters, frequent items, and top-k approximation in the bounded deletion model. We define the family…
Lately, a novel swarm intelligence model, namely the consensus-based optimization (CBO) algorithm, was introduced to deal with the global optimization problems. Limited by the conditions of Ito's formula, the convergence analysis of the…
This paper derives new algorithms for signomial programming, a generalization of geometric programming. The algorithms are based on a generic principle for optimization called the MM algorithm. In this setting, one can apply the…
This paper focuses on minimizing a smooth function combined with a nonsmooth regularization term on a compact Riemannian submanifold embedded in the Euclidean space under a decentralized setting. Typically, there are two types of approaches…