Related papers: Some remarks on the survey decimation algorithm fo…
We investigate geometrical properties of the random K-satisfiability problem using the notion of x-satisfiability: a formula is x-satisfiable if there exist two SAT assignments differing in Nx variables. We show the existence of a sharp…
The Estimation of Distribution Algorithm is a new class of population based search methods in that a probabilistic model of individuals is estimated based on the high quality individuals and used to generate the new individuals. In this…
This paper proposes a proof of the convergence of a distributed and asynchronous version of the Kiefer-Wolfowitz algorithm.
In this paper, we propose and analyse a family of generalised stochastic composite mirror descent algorithms. With adaptive step sizes, the proposed algorithms converge without requiring prior knowledge of the problem. Combined with an…
The goal of decentralized optimization over a network is to optimize a global objective formed by a sum of local (possibly nonsmooth) convex functions using only local computation and communication. It arises in various application domains,…
We consider a convex unconstrained optimization problem that arises in a network of agents whose goal is to cooperatively optimize the sum of the individual agent objective functions through local computations and communications. For this…
In this paper we introduce two conceptual algorithms for minimising abstract convex functions. Both algorithms rely on solving a proximal-type subproblem with an abstract Bregman distance based proximal term. We prove their convergence when…
Algorithms often carry out equally many computations for "easy" and "hard" problem instances. In particular, algorithms for finding nearest neighbors typically have the same running time regardless of the particular problem instance. In…
Maximum likelihood iteration is one of the most commonly used reconstruction algorithms in quantum tomography. The main appeal of the method is that it is easy to implement and that it converges reliably to a physically meaningful density…
This is a survey on the use of low-degree polynomials to predict and explain the apparent statistical-computational tradeoffs in a variety of average-case computational problems. In a nutshell, this framework measures the complexity of a…
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…
We study the convergence properties of a general inertial first-order proximal splitting algorithm for solving nonconvex nonsmooth optimization problems. Using the Kurdyka--\L ojaziewicz (KL) inequality we establish new convergence rates…
The convergence of deterministic policy gradient under the Hadamard parameterization is studied in the tabular setting and the linear convergence of the algorithm is established. To this end, we first show that the error decreases at an…
In this paper, we consider lasso problems with zero-sum constraint, commonly required for the analysis of compositional data in high-dimensional spaces. A novel algorithm is proposed to solve these problems, combining a tailored active-set…
The objective of this work is to establish an upper bound for the almost sure convergence rate for a class of push-sum algorithms. The current work extends the methods and results of the authors on a similar low-complexity bound on push-sum…
We propose a novel study of the stochastic proximal gradient method for minimizing the sum of two convex functions, one of which is smooth. Under suitable assumptions and without requiring any boundedness or control of the variance of the…
We prove the local convergence to minima and estimates on the rate of convergence for the stochastic gradient descent method in the case of not necessarily globally convex nor contracting objective functions. In particular, the results are…
The adaptive constraints relaxing rule for swarm algorithms to handle with the problems with equality constraints is presented. The feasible space of such problems may be similiar to ridge function class, which is hard for applying swarm…
The paper investigates possibility of recovery of sequences from their decimated subsequences. It is shown that this recoverability is associated with certain spectrum degeneracy of a new kind, and that a sequences of a general kind can be…
We consider solving nonconvex composite optimization problems in which the sum of a smooth function and a nonsmooth function is minimized. Many of convergence analyses of proximal gradient-type methods rely on global descent property…