相关论文: Complexity of the Regularized Newton Method

Policy gradient algorithms have been widely applied to Markov decision processes and reinforcement learning problems in recent years. Regularization with various entropy functions is often used to encourage exploration and improve…

Optimization models with non-convex constraints arise in many tasks in machine learning, e.g., learning with fairness constraints or Neyman-Pearson classification with non-convex loss. Although many efficient methods have been developed…

Recent theoretical studies proved that deep neural network (DNN) estimators obtained by minimizing empirical risk with a certain sparsity constraint can attain optimal convergence rates for regression and classification problems. However,…

Optimization on Riemannian manifolds widely arises in eigenvalue computation, density functional theory, Bose-Einstein condensates, low rank nearest correlation, image registration, and signal processing, etc. We propose an adaptive…

Conventional matrix completion methods approximate the missing values by assuming the matrix to be low-rank, which leads to a linear approximation of missing values. It has been shown that enhanced performance could be attained by using…

We analyze the convergence rate of the monotone accelerated proximal gradient method, which can be used to solve structured convex composite optimization problems. A linear convergence rate is established when the smooth part of the…

In this paper, we propose a first second-order scheme based on arbitrary non-Euclidean norms, incorporated by Bregman distances. They are introduced directly in the Newton iterate with regularization parameter proportional to the square…

In this paper the simplicial cone constrained convex quadratic programming problem is studied. The optimality conditions of this problem consist in a linear complementarity problem. This fact, under a suitable condition, leads to an…

Proximal methods are known to identify the underlying substructure of nonsmooth optimization problems. Even more, in many interesting situations, the output of a proximity operator comes with its structure at no additional cost, and…

We study the problem of minimizing a sum of convex objective functions where the components of the objective are available at different nodes of a network and nodes are allowed to only communicate with their neighbors. The use of…

This paper presents a directional proximal point method (DPPM) to derive the minimum of any C1-smooth function f. The proposed method requires a function persistent a local convex segment along the descent direction at any non-critical…

We consider the efficient minimization of a nonlinear, strictly convex functional with $\ell_1$-penalty term. Such minimization problems appear in a wide range of applications like Tikhonov regularization of (non)linear inverse problems…

Training deep neural networks for solving machine learning problems is one great challenge in the field, mainly due to its associated optimisation problem being highly non-convex. Recent developments have suggested that many training…

Many problems in geometric optics or convex geometry can be recast as optimal transport problems: this includes the far-field reflector problem, Alexandrov's curvature prescription problem, etc. A popular way to solve these problems…

Deep neural networks (DNNs) have shown great success in many machine learning tasks. Their training is challenging since the loss surface of the network architecture is generally non-convex, or even non-smooth. How and under what…

We develop a randomized Newton method capable of solving learning problems with huge dimensional feature spaces, which is a common setting in applications such as medical imaging, genomics and seismology. Our method leverages randomized…

In this paper, we present a dynamic non-diagonal regularization for interior point methods. The non-diagonal aspect of this regularization is implicit, since all the off-diagonal elements of the regularization matrices are cancelled out by…

A regularization algorithm (AR1pGN) for unconstrained nonlinear minimization is considered, which uses a model consisting of a Taylor expansion of arbitrary degree and regularization term involving a possibly non-smooth norm. It is shown…

We consider minimization of a sum of convex objective functions where the components of the objective are available at different nodes of a network and nodes are allowed to only communicate with their neighbors. The use of distributed…

We focus on a class of non-smooth optimization problems over the Stiefel manifold in the decentralized setting, where a connected network of $n$ agents cooperatively minimize a finite-sum objective function with each component being weakly…