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In this paper, we present some theoretical work to explain why simple gradient descent methods are so successful in solving non-convex optimization problems in learning large-scale neural networks (NN). After introducing a mathematical tool…

Machine Learning · Computer Science 2023-05-01 Hui Jiang

In this work, we propose a (linearized) Alternating Direction Method-of-Multipliers (ADMM) algorithm for minimizing a convex function subject to a nonconvex constraint. We focus on the special case where such constraint arises from the…

Machine Learning · Computer Science 2019-07-09 Fabian Latorre Gómez , Armin Eftekhari , Volkan Cevher

Deep Neural Networks (DNNs) are very popular because of their high performance in various cognitive tasks in Machine Learning (ML). Recent advancements in DNNs have brought beyond human accuracy in many tasks, but at the cost of high…

Hardware Architecture · Computer Science 2022-03-18 Giorgos Armeniakos , Georgios Zervakis , Dimitrios Soudris , Jörg Henkel

Data sparsity is a common issue to train machine learning tools such as neural networks for engineering and scientific applications, where experiments and simulations are expensive. Recently physics-constrained neural networks (PCNNs) were…

Machine Learning · Computer Science 2021-01-12 Dehao Liu , Yan Wang

This paper investigates the relation between sequential convex programming (SCP) as, e.g., defined in [24] and DC (difference of two convex functions) programming. We first present an SCP algorithm for solving nonlinear optimization…

Optimization and Control · Mathematics 2011-08-01 Tran Dinh Quoc , Moritz Diehl

Difference-of-convex (DC) optimization problems are shown to be equivalent to the minimization of a Lipschitz-differentiable "envelope". A gradient method on this surrogate function yields a novel (sub)gradient-free proximal algorithm which…

Optimization and Control · Mathematics 2024-04-17 Andreas Themelis , Ben Hermans , Panagiotis Patrinos

In this work the minimization problem for the difference of convex (DC) functions is studied by using Moreau envelopes and the descent method with Moreau gradient is employed to approximate the numerical solution. The main regularization…

Optimization and Control · Mathematics 2024-02-22 Yan Tang , Shiqing Zhang

Consensus optimization has received considerable attention in recent years. A number of decentralized algorithms have been proposed for {convex} consensus optimization. However, to the behaviors or consensus \emph{nonconvex} optimization,…

Optimization and Control · Mathematics 2018-01-29 Jinshan Zeng , Wotao Yin

In decentralized consensus optimization, a connected network of agents collaboratively minimize the sum of their local objective functions over a common decision variable, where their information exchange is restricted between the…

Optimization and Control · Mathematics 2015-06-16 Wei Shi , Qing Ling , Kun Yuan , Gang Wu , Wotao Yin

The task of approximating an arbitrary convex function arises in several learning problems such as convex regression, learning with a difference of convex (DC) functions, and learning Bregman or $f$-divergences. In this paper, we develop…

In this paper, we study the convergence rate of the DCA (Difference-of-Convex Algorithm), also known as the convex-concave procedure, with two different termination criteria that are suitable for smooth and nonsmooth decompositions…

Optimization and Control · Mathematics 2023-02-24 Hadi Abbaszadehpeivasti , Etienne de Klerk , Moslem Zamani

Training neural networks requires optimizing a loss function that may be highly irregular, and in particular neither convex nor smooth. Popular training algorithms are based on stochastic gradient descent with momentum (SGDM), for which…

Machine Learning · Computer Science 2026-03-17 Qinzi Zhang , Ashok Cutkosky

This paper considers nonconvex distributed constrained optimization over networks, modeled as directed (possibly time-varying) graphs. We introduce the first algorithmic framework for the minimization of the sum of a smooth nonconvex…

Optimization and Control · Mathematics 2018-09-05 Gesualdo Scutari , Ying Sun

Novel coordinate descent (CD) methods are proposed for minimizing nonconvex functions consisting of three terms: (i) a continuously differentiable term, (ii) a simple convex term, and (iii) a concave and continuous term. First, by extending…

Optimization and Control · Mathematics 2019-09-15 Qi Deng , Chenghao Lan

Training deep neural networks (DNNs) efficiently is a challenge due to the associated highly nonconvex optimization. The backpropagation (backprop) algorithm has long been the most widely used algorithm for gradient computation of…

Machine Learning · Statistics 2018-03-28 Tim Tsz-Kit Lau , Jinshan Zeng , Baoyuan Wu , Yuan Yao

We investigate a difference-of-convex (DC) formulation where the second term is allowed to be weakly convex. We examine the precise behavior of a single iteration of the difference-of-convex algorithm (DCA), providing a tight…

Optimization and Control · Mathematics 2026-01-23 Teodor Rotaru , Panagiotis Patrinos , François Glineur

Two aspects of neural networks that have been extensively studied in the recent literature are their function approximation properties and their training by gradient descent methods. The approximation problem seeks accurate approximations…

Machine Learning · Computer Science 2022-09-20 R. Gentile , G. Welper

The difference-of-convex algorithm (DCA) is a conceptually simple method for the minimization of (possibly) nonconvex functions that are expressed as the difference of two convex functions. At each iteration, DCA constructs a global…

Optimization and Control · Mathematics 2023-06-06 Chaorui Yao , Xin Jiang

Motivated by the need for decentralized learning, this paper aims at designing a distributed algorithm for solving nonconvex problems with general linear constraints over a multi-agent network. In the considered problem, each agent owns…

Optimization and Control · Mathematics 2022-06-23 Jiawei Zhang , Songyang Ge , Tsung-Hui Chang , Zhi-Quan Luo

We propose a new unified framework for describing and designing gradient-based convex optimization methods from a numerical analysis perspective. There the key is the new concept of weak discrete gradients (weak DGs), which is a…

Optimization and Control · Mathematics 2023-02-16 Kansei Ushiyama , Shun Sato , Takayasu Matsuo