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Using convex combination and linesearch techniques, we introduce a novel primal-dual algorithm for solving structured convex-concave saddle point problems with a generic smooth nonbilinear coupling term. Our adaptive linesearch strategy…

Optimization and Control · Mathematics 2024-01-17 Xiaokai Chang , Junfeng Yang , Hongchao Zhang

This paper works with preconvexlike set-valued vector optimization problems in topological linear spaces. A Fakas-Minkowski alternative theorem, a scalarization theorem, some vector saddle-point theorems and some scalar saddle point theorem…

Optimization and Control · Mathematics 2017-09-15 Renying Zeng

For those acquainted with CVX (aka disciplined convex programming) of M. Grant and S. Boyd, the motivation of this work is the desire to extend the scope of CVX beyond convex minimization -- to convex-concave saddle point problems and…

Optimization and Control · Mathematics 2021-06-30 Anatoli Juditsky , Arkadi Nemirovski

Traditionally, most complex intelligence architectures are extremely non-convex, which could not be well performed by convex optimization. However, this paper decomposes complex structures into three types of nodes: operators, algorithms…

Machine Learning · Computer Science 2018-01-16 Han Xiao

This paper focuses on the distributed optimization of stochastic saddle point problems. The first part of the paper is devoted to lower bounds for the centralized and decentralized distributed methods for smooth (strongly) convex-(strongly)…

Machine Learning · Computer Science 2025-04-28 Aleksandr Beznosikov , Valentin Samokhin , Alexander Gasnikov

Recent focus on robustness to adversarial attacks for deep neural networks produced a large variety of algorithms for training robust models. Most of the effective algorithms involve solving the min-max optimization problem for training…

Machine Learning · Computer Science 2021-03-03 Yasaman Esfandiari , Aditya Balu , Keivan Ebrahimi , Umesh Vaidya , Nicola Elia , Soumik Sarkar

Recently, saddle point problems have received much attention due to their powerful modeling capability for a lot of problems from diverse domains. Applications of these problems occur in many applied areas, such as robust optimization,…

Optimization and Control · Mathematics 2022-02-15 Mohammad Alkousa , Alexander Gasnikov , Pavel Dvurechensky , Abdurakhmon Sadiev , Lama Razouk

We propose an alternating subgradient method with non-constant step sizes for solving convex-concave saddle-point problems associated with general convex-concave functions. We assume that the sequence of our step sizes is not summable but…

Optimization and Control · Mathematics 2023-05-26 Hui Ouyang

Distances are pervasive in machine learning. They serve as similarity measures, loss functions, and learning targets; it is said that a good distance measure solves a task. When defining distances, the triangle inequality has proven to be a…

Machine Learning · Computer Science 2020-07-08 Silviu Pitis , Harris Chan , Kiarash Jamali , Jimmy Ba

We introduce a novel deep learning algorithm for computing convex conjugates of differentiable convex functions, a fundamental operation in convex analysis with various applications in different fields such as optimization, control theory,…

Machine Learning · Computer Science 2026-01-21 Aleksey Minabutdinov , Patrick Cheridito

Directly parameterizing and learning gradients of functions has widespread significance, with specific applications in inverse problems, generative modeling, and optimal transport. This paper introduces gradient networks (GradNets): novel…

Machine Learning · Computer Science 2025-01-28 Shreyas Chaudhari , Srinivasa Pranav , José M. F. Moura

We consider Convolutional Neural Networks (CNNs) with 2D structured features that are symmetric in the spatial dimensions. Such networks arise in modeling pairwise relationships for a sequential recommendation problem, as well as secondary…

Machine Learning · Statistics 2022-03-07 Kehelwala Dewage Gayan Maduranga , Vasily Zadorozhnyy , Qiang Ye

Saddle points provide a hierarchical view of the energy landscape, revealing transition pathways and interconnected basins of attraction, and offering insight into the global structure, metastability, and possible collective mechanisms of…

Numerical Analysis · Mathematics 2025-10-17 Baoming Shi , Lei Zhang , Qiang Du

Connected decision boundaries are useful in several tasks like image segmentation, clustering, alpha-shape or defining a region in nD-space. However, the machine learning literature lacks methods for generating connected decision boundaries…

Machine Learning · Computer Science 2024-08-06 Suman Sapkota , Binod Bhattarai

This paper proposes a new family of algorithms for training neural networks (NNs). These are based on recent developments in the field of non-convex optimization, going under the general name of successive convex approximation (SCA)…

Machine Learning · Statistics 2017-06-16 Simone Scardapane , Paolo Di Lorenzo

The proliferation of saddle points, rather than poor local minima, is increasingly understood to be a primary obstacle in large-scale non-convex optimization for machine learning. Variable elimination algorithms, like Variable Projection…

Machine Learning · Computer Science 2025-11-04 Min Gan , Guang-Yong Chen , Yang Yi , Lin Yang

We prove that finding all globally optimal two-layer ReLU neural networks can be performed by solving a convex optimization program with cone constraints. Our analysis is novel, characterizes all optimal solutions, and does not leverage…

Machine Learning · Computer Science 2022-03-15 Yifei Wang , Jonathan Lacotte , Mert Pilanci

We present distributed subgradient methods for min-max problems with agreement constraints on a subset of the arguments of both the convex and concave parts. Applications include constrained minimization problems where each constraint is a…

Optimization and Control · Mathematics 2016-05-25 David Mateos-Núñez , Jorge Cortés

We consider strongly-convex-strongly-concave saddle point problems assuming we have access to unbiased stochastic estimates of the gradients. We propose a stochastic accelerated primal-dual (SAPD) algorithm and show that SAPD sequence,…

Optimization and Control · Mathematics 2024-09-04 Xuan Zhang , Necdet Serhat Aybat , Mert Gürbüzbalaban

Gradient descent (GD) and stochastic gradient descent (SGD) are the workhorses of large-scale machine learning. While classical theory focused on analyzing the performance of these methods in convex optimization problems, the most notable…

Machine Learning · Computer Science 2019-09-05 Chi Jin , Praneeth Netrapalli , Rong Ge , Sham M. Kakade , Michael I. Jordan