Related papers: Trajectory-Restricted Optimization Conditions and …
We give new characterizations of growth conditions at strict local minimizers. The main characterizations are a variant of the so-called tilt stability property and an analog of the classical Polyak--\L{}ojasiewicz condition, where the…
Incorporating geometric inductive biases into models can aid interpretability and generalization, but encoding to a specific geometric structure can be challenging due to the imposed topological constraints. In this paper, we theoretically…
We give curvature-dependant convergence rates for the optimization of weakly convex functions defined on a manifold of 1-bounded geometry via Riemannian gradient descent and via the dynamic trivialization algorithm. In order to do this, we…
We consider minimization problems with the well-known Polya-Lojasievich condition and Lipshitz-continuous gradient. Such problem occurs in different places in machine learning and related fields. Furthermore, we assume that a gradient is…
We study the optimization of (strongly) quasar-convex functions, a class that arises naturally in many machine learning and data science applications due to its favorable properties. The fundamental properties of this class are first…
The paper addresses parametric inequality systems described by polynomial functions in finite dimensions, where state-dependent infinite parameter sets are given by finitely many polynomial inequalities and equalities. Such systems can be…
In this paper, we propose a descent method for composite optimization problems with linear operators. Specifically, we first design a structure-exploiting preconditioner tailored to the linear operator so that the resulting preconditioned…
In this work, we study the well-posedness of certain sparse regularized linear regression problems, i.e., the existence, uniqueness and continuity of the solution map with respect to the data. We focus on regularization functions that are…
Many classical and modern machine learning algorithms require solving optimization tasks under orthogonality constraints. Solving these tasks with feasible methods requires a gradient descent update followed by a retraction operation on the…
We prove that Riemannian contraction in a supervised learning setting implies generalization. Specifically, we show that if an optimizer is contracting in some Riemannian metric with rate $\lambda > 0$, it is uniformly algorithmically…
We propose an adaptive accelerated smoothing technique for a nonsmooth convex optimization problem where the smoothing update rule is coupled with the momentum parameter. We also extend the setting to the case where the objective function…
Real-world environments are inherently uncertain, and to operate safely in these environments robots must be able to plan around this uncertainty. In the context of motion planning, we desire systems that can maintain an acceptable level of…
Proximal gradient methods are a popular tool for the solution of structured, nonsmooth minimization problems. In this work, we investigate an extension of the former to general Banach spaces and provide worst-case convergence rates for,…
Many optimization algorithms converge to stationary points. When the underlying problem is nonconvex, they may get trapped at local minimizers and occasionally stagnate near saddle points. We propose the Run-and-Inspect Method, which adds…
Path-following algorithms are frequently used in composite optimization problems where a series of subproblems, with varying regularization hyperparameters, are solved sequentially. By reusing the previous solutions as initialization,…
We propose a linear programming (LP) framework for steady-state diffusion and flux optimization on geometric networks. The state variable satisfies a discrete diffusion law on a weighted, oriented graph, where conductances are scaled by…
This paper investigates online algorithms for smooth time-varying optimization problems, focusing first on methods with constant step-size, momentum, and extrapolation-length. Assuming strong convexity, precise results for the tracking…
In this paper we propose a framework to analyze iterative first-order optimization algorithms for time-varying convex optimization. We assume that the temporal variability is caused by a time-varying parameter entering the objective, which…
This paper is an attempt to remedy the problem of slow convergence for first-order numerical algorithms by proposing an adaptive conditioning heuristic. First, we propose a parallelizable numerical algorithm that is capable of solving…
Two popular examples of first-order optimization methods over linear spaces are coordinate descent and matching pursuit algorithms, with their randomized variants. While the former targets the optimization by moving along coordinates, the…