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We consider the problem of recovering elements of a low-dimensional model from linear measurements. From signal and image processing to inverse problems in data science, this question has been at the center of many applications. Lately,…

Signal Processing · Electrical Eng. & Systems 2025-05-15 Yann Traonmilin , Jean François Aujol , Antoine Guennec

In nonsmooth optimization, a negative subgradient is not necessarily a descent direction, making the design of convergent descent methods based on zeroth-order and first-order information a challenging task. The well-studied bundle methods…

Optimization and Control · Mathematics 2025-05-13 Hanyang Li , Ying Cui

Classical global convergence results for first-order methods rely on uniform smoothness and the \L{}ojasiewicz inequality. Motivated by properties of objective functions that arise in machine learning, we propose a non-uniform refinement of…

Machine Learning · Computer Science 2022-06-03 Jincheng Mei , Yue Gao , Bo Dai , Csaba Szepesvari , Dale Schuurmans

In this article, we develop an algorithm suitable for constrained optimization in $\mathbb{R}^n$. The results are developed through standard tools of n-dimensional real analysis and basic concepts of optimization. Indeed, the well known…

Optimization and Control · Mathematics 2019-02-26 Fabio Botelho

We introduce a detailed analysis of the convergence of first-order methods with composite noise (sum of relative and absolute) in gradient for convex and smooth function minimization. This paper illustrates instances of practical problems…

Optimization and Control · Mathematics 2026-03-16 Artem Vasin , Alexander Gasnikov

This paper deals with constrained convex problems, where the objective function is smooth strongly convex and the feasible set is given as the intersection of a large number of closed convex (possibly non-polyhedral) sets. In order to deal…

Optimization and Control · Mathematics 2019-11-15 Ion Necoara , Olivier Fercoq

In this paper, we analyze the mirror descent algorithm for non-smooth optimization problems in which the objective function is relatively strongly convex, without relying on the standard Lipschitz continuity assumption commonly used in the…

Optimization and Control · Mathematics 2026-03-03 Mohammad S. Alkousa , Fedor S. Stonyakin

Stochastic optimization powers the scalability of modern artificial intelligence, spanning machine learning, deep learning, reinforcement learning, and large language model training. Yet, existing theory remains largely confined to Hilbert…

Machine Learning · Computer Science 2025-09-18 Johnny R. Zhang , Xiaomei Mi , Gaoyuan Du , Qianyi Sun , Shiqi Wang , Jiaxuan Li , Wenhua Zhou

Standard gradient descent methods are susceptible to a range of issues that can impede training, such as high correlations and different scaling in parameter space.These difficulties can be addressed by second-order approaches that apply a…

Machine Learning · Computer Science 2020-04-29 Ted Moskovitz , Rui Wang , Janice Lan , Sanyam Kapoor , Thomas Miconi , Jason Yosinski , Aditya Rawal

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…

Optimization and Control · Mathematics 2024-12-26 Hong Zhu

Bounds consistency is usually enforced on continuous constraints by first decomposing them into binary and ternary primitives. This decomposition has long been shown to drastically slow down the computation of solutions. To tackle this,…

Artificial Intelligence · Computer Science 2007-05-23 Frederic Goualard , Laurent Granvilliers

In this paper, we mainly study one class of mixed-integer nonlinear programming problems (MINLPs) with vector conic constraint in Banach spaces. Duality theory of convex vector optimization problems applied to this class of MINLPs is deeply…

Optimization and Control · Mathematics 2015-09-15 Zhou Wei , M. Montaz Ali

We develop Banach spaces for ReLU neural networks of finite depth $L$ and infinite width. The spaces contain all finite fully connected $L$-layer networks and their $L^2$-limiting objects under bounds on the natural path-norm. Under this…

Machine Learning · Statistics 2020-07-31 Weinan E , Stephan Wojtowytsch

The conditions of relative smoothness and relative strong convexity were recently introduced for the analysis of Bregman gradient methods for convex optimization. We introduce a generalized left-preconditioning method for gradient descent,…

Optimization and Control · Mathematics 2020-12-09 Chris J. Maddison , Daniel Paulin , Yee Whye Teh , Arnaud Doucet

In this paper, we propose a coupled tensor norm regularization that could enable the model output feature and the data input to lie in a low-dimensional manifold, which helps us to reduce overfitting. We show this regularization term is…

Optimization and Control · Mathematics 2023-02-24 Ying Gao , Yunfei Qu , Chunfeng Cui , Deren Han

Finding parameters in a deep neural network (NN) that fit training data is a nonconvex optimization problem, but a basic first-order optimization method (gradient descent) finds a global optimizer with perfect fit (zero-loss) in many…

Machine Learning · Computer Science 2025-03-07 Zhiyan Ding , Shi Chen , Qin Li , Stephen Wright

Normalization techniques such as Batch Normalization have been applied successfully for training deep neural networks. Yet, despite its apparent empirical benefits, the reasons behind the success of Batch Normalization are mostly…

Machine Learning · Statistics 2018-10-09 Jonas Kohler , Hadi Daneshmand , Aurelien Lucchi , Ming Zhou , Klaus Neymeyr , Thomas Hofmann

Overparametrization is a key factor in the absence of convexity to explain global convergence of gradient descent (GD) for neural networks. Beside the well studied lazy regime, infinite width (mean field) analysis has been developed for…

Neural and Evolutionary Computing · Computer Science 2023-02-07 Raphaël Barboni , Gabriel Peyré , François-Xavier Vialard

We develop multi-step gradient methods for network-constrained optimization of strongly convex functions with Lipschitz-continuous gradients. Given the topology of the underlying network and bounds on the Hessian of the objective function,…

Optimization and Control · Mathematics 2015-06-12 Euhanna Ghadimi , Iman Shames , Mikael Johansson

In recent years, the success of deep learning has inspired many researchers to study the optimization of general smooth non-convex functions. However, recent works have established pessimistic worst-case complexities for this class…

Optimization and Control · Mathematics 2020-10-28 Jikai Jin