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The goal of this paper is to study approaches to bridge the gap between first-order and second-order type methods for composite convex programs. Our key observations are: i) Many well-known operator splitting methods, such as…

Optimization and Control · Mathematics 2016-09-27 Xiantao Xiao , Yongfeng Li , Zaiwen Wen , Liwei Zhang

Optimization in machine learning, both theoretical and applied, is presently dominated by first-order gradient methods such as stochastic gradient descent. Second-order optimization methods, that involve second derivatives and/or second…

Machine Learning · Computer Science 2021-03-08 Rohan Anil , Vineet Gupta , Tomer Koren , Kevin Regan , Yoram Singer

In recent years, topology optimization (TO) has gained widespread attention as a powerful structural design method. However, its application remains challenging due to the deep expertise and extensive development effort required.…

Analysis of PDEs · Mathematics 2025-05-06 Liang He , Huayi Wei , Tian Tian

We aim to design strategies for sequential decision making that adjust to the difficulty of the learning problem. We study this question both in the setting of prediction with expert advice, and for more general combinatorial decision…

Machine Learning · Computer Science 2015-03-02 Wouter M. Koolen , Tim van Erven

Visual grouping -- operationalized through tasks such as instance segmentation, visual grounding, and object detection -- enables applications ranging from robotic perception to photo editing. These fundamental problems in computer vision…

Computer Vision and Pattern Recognition · Computer Science 2026-01-28 Weikai Huang , Jieyu Zhang , Taoyang Jia , Chenhao Zheng , Ziqi Gao , Jae Sung Park , Winson Han , Ranjay Krishna

We consider in this paper a class of composite optimization problems whose objective function is given by the summation of a general smooth and nonsmooth component, together with a relatively simple nonsmooth term. We present a new class of…

Optimization and Control · Mathematics 2015-10-27 Guanghui Lan

We propose a family of optimization methods that achieve linear convergence using first-order gradient information and constant step sizes on a class of convex functions much larger than the smooth and strongly convex ones. This larger…

Optimization and Control · Mathematics 2018-09-14 Chris J. Maddison , Daniel Paulin , Yee Whye Teh , Brendan O'Donoghue , Arnaud Doucet

Time-varying optimization is fundamental to decision-making in dynamic environments, where objectives evolve over time due to exogenous signals or data streams. However, algorithms designed for static problems yield suboptimal decisions in…

Optimization and Control · Mathematics 2026-04-14 Bryan Van Scoy , Gianluca Bianchin

This paper proposes low-complexity algorithms for finding approximate second-order stationary points (SOSPs) of problems with smooth non-convex objective and linear constraints. While finding (approximate) SOSPs is computationally…

Optimization and Control · Mathematics 2019-07-11 Songtao Lu , Meisam Razaviyayn , Bo Yang , Kejun Huang , Mingyi Hong

We focus on nonconvex and nonsmooth minimization problems with a composite objective, where the differentiable part of the objective is freed from the usual and restrictive global Lipschitz gradient continuity assumption. This longstanding…

Optimization and Control · Mathematics 2017-06-21 Jérôme Bolte , Shoham Sabach , Marc Teboulle , Yakov Vaisbourd

Learning new tasks by drawing on prior experience gathered from other (related) tasks is a core property of any intelligent system. Gradient-based meta-learning, especially MAML and its variants, has emerged as a viable solution to…

Machine Learning · Computer Science 2024-09-06 El Mahdi Chayti , Martin Jaggi

First-order optimization (FOO) algorithms are pivotal in numerous computational domains such as machine learning and signal denoising. However, their application to complex tasks like neural network training often entails significant…

Machine Learning · Computer Science 2024-10-30 Yao Shu , Jiongfeng Fang , Ying Tiffany He , Fei Richard Yu

We describe a novel constructive technique for devising efficient first-order methods for a wide range of large-scale convex minimization settings, including smooth, non-smooth, and strongly convex minimization. The technique builds upon a…

Optimization and Control · Mathematics 2019-06-27 Yoel Drori , Adrien B. Taylor

In this paper we consider stochastic composite convex optimization problems with the objective function satisfying a stochastic bounded gradient condition, with or without a quadratic functional growth property. These models include the…

Optimization and Control · Mathematics 2020-03-10 Ion Necoara

The motivation of this work is to improve the performance of standard stacking approaches or ensembles, which are composed of simple, heterogeneous base models, through the integration of the generation and selection stages for regression…

Machine Learning · Statistics 2014-03-31 Roberto Aldave , Jean-Pierre Dussault

Robust optimization (RO) has emerged as one of the leading paradigms to efficiently model parameter uncertainty. The recent connections between RO and problems in statistics and machine learning domains demand for solving RO problems in…

Optimization and Control · Mathematics 2017-11-21 Nam Ho-Nguyen , Fatma Kilinc-Karzan

This paper studies smooth nonconvex-concave minimax optimization and two acceleration mechanisms for single-loop first-order methods: dual perturbation and smoothing. Although both techniques improve convergence guarantees, their relative…

Optimization and Control · Mathematics 2026-04-30 Jiajin Li , Mahesh Nagarajan , Siyu Pan , Nanxi Zhang

Recent methods for embodied instruction following are typically trained end-to-end using imitation learning. This often requires the use of expert trajectories and low-level language instructions. Such approaches assume that neural states…

Computation and Language · Computer Science 2022-03-18 So Yeon Min , Devendra Singh Chaplot , Pradeep Ravikumar , Yonatan Bisk , Ruslan Salakhutdinov

Real-time motion planning is a vital function of robotic systems. Different from existing roadmap algorithms which first determine the free space and then determine the collision-free path, researchers recently proposed several convex…

Robotics · Computer Science 2019-03-01 Chaoyi Sun , Qing Li , Li Li

We propose a novel second-order optimization framework for training the emerging deep continuous-time models, specifically the Neural Ordinary Differential Equations (Neural ODEs). Since their training already involves expensive gradient…

Machine Learning · Computer Science 2021-11-09 Guan-Horng Liu , Tianrong Chen , Evangelos A. Theodorou