Related papers: Power Homotopy for Zeroth-Order Non-Convex Optimiz…
This paper considers a consensus optimization problem, where all the nodes in a network, with access to the zeroth-order information of its local objective function only, attempt to cooperatively achieve a common minimizer of the sum of…
Zeroth-order methods are extensively used in machine learning applications where gradients are infeasible or expensive to compute, such as black-box attacks, reinforcement learning, and language model fine-tuning. Existing optimization…
This paper proposes a novel federated algorithm that leverages momentum-based variance reduction with adaptive learning to address non-convex settings across heterogeneous data. We intend to minimize communication and computation overhead,…
In this paper we consider finding a second-order stationary point (SOSP) of nonconvex equality constrained optimization when a nearly feasible point is known. In particular, we first propose a new Newton-CG method for finding an approximate…
Motivated by the emergence of federated learning (FL), we design and analyze federated methods for addressing: (i) Nondifferentiable nonconvex optimization; (ii) Bilevel optimization; (iii) Minimax problems; and (iv) Two-stage stochastic…
This letter studies distributed stochastic optimization over a peer-to-peer network when agents can query only zeroth-order function values. We propose ZOOM-PB, a coordinate-sampling distributed zeroth-order method equipped with a…
Nonsmooth nonconvex optimization problems broadly emerge in machine learning and business decision making, whereas two core challenges impede the development of efficient solution methods with finite-time convergence guarantee: the lack of…
Motivated by recent increased interest in optimization algorithms for non-convex optimization in application to training deep neural networks and other optimization problems in data analysis, we give an overview of recent theoretical…
Zeroth-order optimization is an important research topic in machine learning. In recent years, it has become a key tool in black-box adversarial attack to neural network based image classifiers. However, existing zeroth-order optimization…
In this article, we introduce a novel concept for second-order information of a nonsmooth function inspired by the Goldstein eps-subdifferential. It comprises the coefficients of all existing second-order Taylor expansions in an eps-ball…
Stochastic gradient descent type methods are ubiquitous in machine learning, but they are only applicable to the optimization of differentiable functions. Proximal algorithms are more general and applicable to nonsmooth functions. We…
In this paper, we implement the Stochastic Damped LBFGS (SdLBFGS) for stochastic non-convex optimization. We make two important modifications to the original SdLBFGS algorithm. First, by initializing the Hessian at each step using an…
The \emph{Dominating $H$-Pattern} problem generalizes the classical $k$-Dominating Set problem: for a fixed \emph{pattern} $H$ and a given graph $G$, the goal is to find an induced subgraph $S$ of $G$ such that (1) $S$ is isomorphic to $H$,…
A very popular approach for solving stochastic optimization problems is the stochastic gradient descent method (SGD). Although the SGD iteration is computationally cheap and the practical performance of this method may be satisfactory under…
Memory is a key computational bottleneck when solving large-scale convex optimization problems such as semidefinite programs (SDPs). In this paper, we focus on the regime in which storing an $n\times n$ matrix decision variable is…
We propose a communication- and computation-efficient distributed optimization algorithm using second-order information for solving ERM problems with a nonsmooth regularization term. Current second-order and quasi-Newton methods for this…
We propose a new first-order primal-dual optimization framework for a convex optimization template with broad applications. Our optimization algorithms feature optimal convergence guarantees under a variety of common structure assumptions…
We develop an implementable stochastic proximal point (SPP) method for a class of weakly convex, composite optimization problems. The proposed stochastic proximal point algorithm incorporates a variance reduction mechanism and the resulting…
We propose several new nonsmooth Newton methods for solving convex composite optimization problems with polyhedral regularizers, while avoiding the computation of complicated second-order information on these functions. Under the…
We develop a novel and single-loop variance-reduced algorithm to solve a class of stochastic nonconvex-convex minimax problems involving a nonconvex-linear objective function, which has various applications in different fields such as…