相关论文: Cutting plane methods can be extended into nonconv…

A second-order block coordinate descent method is proposed for the unconstrained minimization of an objective function with a Lipschitz continuous Hessian. At each iteration, a block of variables is selected by means of a greedy…

This article presents a new method for computing guaranteed convex and concave relaxations of nonlinear stochastic optimal control problems with final-time expected-value cost functions. This method is motivated by similar methods for…

We provide improved convergence rates for various \emph{non-smooth} optimization problems via higher-order accelerated methods. In the case of $\ell_\infty$ regression, we achieves an $O(\epsilon^{-4/5})$ iteration complexity, breaking the…

Nonconvex and nonsmooth optimization problems are frequently encountered in much of statistics, business, science and engineering, but they are not yet widely recognized as a technology in the sense of scalability. A reason for this…

One of the landmarks in approximation algorithms is the $O(\sqrt{\log n})$-approximation algorithm for the Uniform Sparsest Cut problem by Arora, Rao and Vazirani from 2004. The algorithm is based on a semidefinite program that finds an…

The subgradient projection iteration is a classical method for solving a convex inequality. Motivated by works of Polyak and of Crombez, we present and analyze a more general method for finding a fixed point of a cutter, provided that the…

We study a cutting-plane method for semidefinite optimization problems (SDOs), and supply a proof of the method's convergence, under a boundedness assumption. By relating the method's rate of convergence to an initial outer approximation's…

In this paper, we study the problem of escaping from saddle points in smooth nonconvex optimization problems subject to a convex set $\mathcal{C}$. We propose a generic framework that yields convergence to a second-order stationary point of…

Convex-nonconvex (CNC) regularization is a novel paradigm that employs a nonconvex penalty function while maintaining the convexity of the entire objective function. It has been successfully applied to problems in signal processing,…

We consider a family of algorithms that successively sample and minimize simple stochastic models of the objective function. We show that under reasonable conditions on approximation quality and regularity of the models, any such algorithm…

We identify and analyze a fundamental limitation of the classical projected subgradient method in nonsmooth convex optimization: the inevitable failure caused by the absence of valid subgradients at boundary points. We show that, under…

A new algorithm for line clipping against convex polyhedron is given. The suggested algorithm is faster for higher number of facets of the given polyhedron than the traditional Cyrus-Beck's and others algorithms with complexity O(N) . The…

Zhang et al. introduced a novel modification of Goldstein's classical subgradient method, with an efficiency guarantee of $O(\varepsilon^{-4})$ for minimizing Lipschitz functions. Their work, however, makes use of a nonstandard subgradient…

We revisit a standard polygon containment problem: given a convex $k$-gon $P$ and a convex $n$-gon $Q$ in the plane, find a placement of $P$ inside $Q$ under translation and rotation (if it exists), or more generally, find the largest copy…

Uncertain dynamic obstacles, such as pedestrians or vehicles, pose a major challenge for optimal robot navigation with safety guarantees. Previous work on motion planning has followed two main strategies to provide a safe bound on an…

We investigate constrained online convex optimization, in which decisions must belong to a fixed and typically complicated domain, and are required to approximately satisfy additional time-varying constraints over the long term. In this…

In this paper, we present a novel nonlinear programming-based approach to fine-tune pre-trained neural networks to improve robustness against adversarial attacks while maintaining high accuracy on clean data. Our method introduces…

Stochastic non-smooth convex optimization constitutes a class of problems in machine learning and operations research. This paper considers minimization of a non-smooth function based on stochastic subgradients. When the function has a…

Motivated by energy based analyses for descent methods in the Euclidean setting, we investigate a generalisation of such analyses for descent methods over Riemannian manifolds. In doing so, we find that it is possible to derive…

This paper studies bandit convex optimization in non-stationary environments with two-point feedback, using dynamic regret as the performance measure. We propose an algorithm based on bandit mirror descent that extends naturally to…