相关论文: A Derivative-Free CoMirror Algorithm

We consider the convex optimization problem P: min {f(x): x in K} where "f" is convex continuously differentiable, and K is a compact convex set in Rn with representation {x: g_j(x) >=0, j=1,;;,m} for some continuously differentiable…

This paper proposes a distributed stochastic projection-free algorithm for large-scale constrained finite-sum optimization whose constraint set is complicated such that the projection onto the constraint set can be expensive. The global…

An Adagrad-inspired class of algorithms for smooth unconstrained optimization is presented in which the objective function is never evaluated and yet the gradient norms decrease at least as fast as $\calO(1/\sqrt{k+1})$ while second-order…

We consider the optimization problem of the form $\min_{x \in \mathbb{R}^d} f(x) \triangleq \mathbb{E}_{\xi} [F(x; \xi)]$, where the component $F(x;\xi)$ is $L$-mean-squared Lipschitz but possibly nonconvex and nonsmooth. The recently…

In this paper, we study zeroth-order algorithms for nonconvex-concave minimax problems, which have attracted widely attention in machine learning, signal processing and many other fields in recent years. We propose a zeroth-order…

This paper studies a class of distributed optimization problems with coupled equality constraints in networked systems. Many existing distributed algorithms rely on solving local subproblems via the $\operatorname{argmin}$ operator in each…

The dual challenges of prohibitive communication overhead and the impracticality of gradient computation due to data privacy or black-box constraints in distributed systems motivate this work on communication-constrained gradient-free…

This paper proposes a novel proximal-gradient algorithm for a decentralized optimization problem with a composite objective containing smooth and non-smooth terms. Specifically, the smooth and nonsmooth terms are dealt with by gradient and…

We study the problem of minimizing a convex function on a nonempty, finite subset of the integer lattice when the function cannot be evaluated at noninteger points. We propose a new underestimator that does not require access to…

We consider distributed convex optimization problems that involve a separable objective function and nontrivial functional constraints, such as Linear Matrix Inequalities (LMIs). We propose a decentralized and computationally inexpensive…

In this paper, we propose a predictor-corrector type Consensus Based Optimization (CBO) algorithm on a convex feasible set. Our proposed algorithm generalizes the CBO algorithm in [11] to tackle a constrained optimization problem for the…

In this paper, we address the problem of minimizing a convex function f over a convex set, with the extra constraint that some variables must be integer. This problem, even when f is a piecewise linear function, is NP-hard. We study an…

We consider the problem of optimizing a high-dimensional convex function using stochastic zeroth-order queries. Under sparsity assumptions on the gradients or function values, we present two algorithms: a successive component/feature…

This paper presents an algorithmic framework for the minimization of strictly convex quadratic functions. The framework is flexible and generic. At every iteration the search direction is a linear combination of the negative gradient, as…

The convex feasibility problem (CFP) is at the core of the modeling of many problems in various areas of science. Subgradient projection methods are important tools for solving the CFP because they enable the use of subgradient calculations…

Recently there has been renewed interests in derivative free approaches to stochastic optimization. In this paper, we examine the rates of convergence for the Kiefer-Wolfowitz algorithm and the mirror descent algorithm, under various…

We consider the differentiation of the value function for parametric optimization problems. Such problems are ubiquitous in Machine Learning applications such as structured support vector machines, matrix factorization and min-min or…

Constrained second-order convex optimization algorithms are the method of choice when a high accuracy solution to a problem is needed, due to their local quadratic convergence. These algorithms require the solution of a constrained…

The paper considers the minimization of a separable convex function subject to linear ascending constraints. The problem arises as the core optimization in several resource allocation scenarios, and is a special case of an optimization of a…

Submodular function minimization is a fundamental optimization problem that arises in several applications in machine learning and computer vision. The problem is known to be solvable in polynomial time, but general purpose algorithms have…