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Large-scale non-convex optimization problems are expensive to solve due to computational and memory costs. To reduce the costs, first-order (computationally efficient) and asynchronous-parallel (memory efficient) algorithms are necessary to…
Functionally constrained stochastic optimization problems, where neither the objective function nor the constraint functions are analytically available, arise frequently in machine learning applications. In this work, assuming we only have…
Nonconvex and nonsmooth optimization problems are frequently encountered in much of statistics, business, science and engineering, but they are not yet widely recognized as a technology in the sense of scalability. A reason for this…
Constrained non-convex optimization is fundamentally challenging, as global solutions are generally intractable and constraint qualifications may not hold. However, in many applications, including safe policy optimization in control and…
In this paper, we show that under over-parametrization several standard stochastic optimization algorithms escape saddle-points and converge to local-minimizers much faster. One of the fundamental aspects of over-parametrized models is that…
The total complexity (measured as the total number of gradient computations) of a stochastic first-order optimization algorithm that finds a first-order stationary point of a finite-sum smooth nonconvex objective function $F(w)=\frac{1}{n}…
We initiate a study of the streaming complexity of constraint satisfaction problems (CSPs) when the constraints arrive in a random order. We show that there exists a CSP, namely $\textsf{Max-DICUT}$, for which random ordering makes a…
In this work, we focus on the Partial Constraint Satisfaction Problem (PCSP) over control-flow graphs (CFGs) of programs. PCSP serves as a generalization of the well-known Constraint Satisfaction Problem (CSP). In the CSP framework, we…
In this paper, we study a class of approximation problems, appearing in data approximation and signal processing. The approximations are constructed as combinations of polynomial splines (piecewise polynomials), whose parameters are subject…
There is a gap between finding a first-order stationary point (FOSP) and a second-order stationary point (SOSP) under differential privacy constraints, and it remains unclear whether privately finding an SOSP is more challenging than…
We study the basic computational problem of detecting approximate stationary points for continuous piecewise affine (PA) functions. Our contributions span multiple aspects, including complexity, regularity, and algorithms. Specifically, we…
Motivated by TRACE algorithm [Curtis et al. 2017], we propose a trust region algorithm for finding second order stationary points of a linearly constrained non-convex optimization problem. We show the convergence of the proposed algorithm…
We propose stochastic optimization algorithms that can find local minima faster than existing algorithms for nonconvex optimization problems, by exploiting the third-order smoothness to escape non-degenerate saddle points more efficiently.…
We introduce the concept of strong high-order approximate minimizers for nonconvex optimization problems. These apply in both standard smooth and composite non-smooth settings, and additionally allow convex or inexpensive constraints. An…
One of the most attractive recent approaches to processing well-structured large-scale convex optimization problems is based on smooth convex-concave saddle point reformu-lation of the problem of interest and solving the resulting problem…
Lower-bound analyses for nonconvex strongly-concave minimax optimization problems have shown that stochastic first-order algorithms require at least $\mathcal{O}(\varepsilon^{-4})$ oracle complexity to find an $\varepsilon$-stationary…
This paper presents the Safe Sequential Quadratically Constrained Quadratic Programming (SS-QCQP) algorithm, a first-order method for smooth inequality-constrained nonconvex optimization that guarantees feasibility at every iteration. The…
Many nonconvex problems in robotics can be relaxed into convex formulations via Semi-Definite Programming (SDP) that can be solved to global optimality. The practical quality of these solutions, however, critically depends on rounding them…
This paper considers constrained stochastic nonsmooth minimax optimization problem of the form…
We consider the case of derivative-free algorithms for non-convex optimization, also known as zero order algorithms, that use only function evaluations rather than gradients. For a wide variety of gradient approximators based on finite…