Related papers: Quasi-Self-Concordant Optimization with Lewis Weig…

We analyze algorithms for solving stochastic variational inequalities (VI) without the bounded variance or bounded domain assumptions, where our main focus is min-max optimization with possibly unbounded constraint sets. We focus on two…

In this work, we study the trade-off between the running time of approximation algorithms and their approximation guarantees. By leveraging a structure of the `hard' instances of the Arora-Rao-Vazirani lemma [JACM'09], we show that the…

We explore algorithms and limitations for sparse optimization problems such as sparse linear regression and robust linear regression. The goal of the sparse linear regression problem is to identify a small number of key features, while the…

Weighted variants of triangle detection are an important object of study because of their prominence in fine-grained complexity. We revisit the Node-Weighted Triangle problem, where the goal is to decide if a vertex-weighted graph contains…

In this paper, we investigate how structural properties of the constraint system impact the oracle complexity of smooth non-convex optimization problems with convex inequality constraints over a simple polytope. In particular, we show that,…

This paper proposes a new robust optimization (RO) formulation namely the RO under objective functional uncertainty (ObRO). The ObRO adopts a min-max structure where the inner problem finds the worst-case objective function in a continuous…

We propose faster methods for unconstrained optimization of \emph{structured convex quartics}, which are convex functions of the form \begin{equation*} f(x) = c^\top x + x^\top \mathbf{G} x + \mathbf{T}[x,x,x] + \frac{1}{24} \mathopen\|…

An approximate sparse recovery system in ell_1 norm formally consists of parameters N, k, epsilon an m-by-N measurement matrix, Phi, and a decoding algorithm, D. Given a vector, x, where x_k denotes the optimal k-term approximation to x,…

In this paper, we propose an inexact proximal Newton-type method for nonconvex composite problems. We establish the global convergence rate of the order $\mathcal{O}(k^{-1/2})$ in terms of the minimal norm of the KKT residual mapping and…

We present a formally verified global optimization framework. Given a semialgebraic or transcendental function $f$ and a compact semialgebraic domain $K$, we use the nonlinear maxplus template approximation algorithm to provide a certified…

In the framework of nonparametric multivariate function estimation we are interested in structural adaptation. We assume that the function to be estimated possesses the single-index structure where neither the link function nor the index…

A numerical method optimizing the coefficients of the semi empirical mass formula or those of similar mass formulas is presented. The optimization is based on the least-squares adjustments method and leads to the resolution of a linear…

We develop algorithms for the optimization of convex objectives that have H\"older continuous $q$-th derivatives by using a $q$-th order oracle, for any $q \geq 1$. Our algorithms work for general norms under mild conditions, including the…

We demonstrate a family of propositional formulas in conjunctive normal form so that a formula of size $N$ requires size $2^{\Omega(\sqrt[7]{N/logN})}$ to refute using the tree-like OBDD refutation system of Atserias, Kolaitis and Vardi…

We study a class of convex-concave min-max problems in which the coupled component of the objective is linear in at least one of the two decision vectors. We identify such problem structure as interpolating between the bilinearly and…

An \emph{$\alpha$-approximate vertex fault-tolerant distance sensitivity oracle} (\emph{$\alpha$-VSDO}) for a weighted input graph $G=(V, E, w)$ and a source vertex $s \in V$ is the data structure answering an $\alpha$-approximate distance…

We propose a near-optimal method for highly smooth convex optimization. More precisely, in the oracle model where one obtains the $p^{th}$ order Taylor expansion of a function at the query point, we propose a method with rate of convergence…

In this paper we show how to recover a spectral approximations to broad classes of structured matrices using only a polylogarithmic number of adaptive linear measurements to either the matrix or its inverse. Leveraging this result we obtain…

This paper investigates distributed zeroth-order optimization for smooth nonconvex problems, targeting the trade-off between convergence rate and sampling cost per zeroth-order gradient estimation in current algorithms that use either the…

We develop a trust-region method for minimizing the sum of a smooth term $f$ and a nonsmooth term $h$), both of which can be nonconvex. Each iteration of our method minimizes a possibly nonconvex model of $f + h$ in a trust region. The…