相关论文: Leveraging Two Reference Functions in Block Bregma…

Bi-level optimization model is able to capture a wide range of complex learning tasks with practical interest. Due to the witnessed efficiency in solving bi-level programs, gradient-based methods have gained popularity in the machine…

Deep learning has aroused extensive attention due to its great empirical success. The efficiency of the block coordinate descent (BCD) methods has been recently demonstrated in deep neural network (DNN) training. However, theoretical…

We propose mS2GD: a method incorporating a mini-batching scheme for improving the theoretical complexity and practical performance of semi-stochastic gradient descent (S2GD). We consider the problem of minimizing a strongly convex function…

This work introduces a new cubic regularization method for nonconvex unconstrained multiobjective optimization problems. At each iteration of the method, a model associated with the cubic regularization of each component of the objective…

Nonsmooth nonconvex optimization problems broadly emerge in machine learning and business decision making, whereas two core challenges impede the development of efficient solution methods with finite-time convergence guarantee: the lack of…

Bilevel optimization, addressing challenges in hierarchical learning tasks, has gained significant interest in machine learning. The practical implementation of the gradient descent method to bilevel optimization encounters computational…

Block coordinate descent is an optimization paradigm that iteratively updates one block of variables at a time, making it quite amenable to big data applications due to its scalability and performance. Its convergence behavior has been…

This book is devoted to finite-dimensional problems of non-convex non-smooth optimization and numerical methods for their solution. The problem of nonconvexity is studied in the book on two main models of nonconvex dependencies: these are…

In this paper, we propose a variance-reduced primal-dual algorithm with Bregman distance for solving convex-concave saddle-point problems with finite-sum structure and nonbilinear coupling function. This type of problems typically arises in…

In this paper, we consider non-convex multi-block bilevel optimization (MBBO) problems, which involve $m\gg 1$ lower level problems and have important applications in machine learning. Designing a stochastic gradient and controlling its…

In this article, we provide a modification to the Bregman Golden Ratio Algorithm (B-GRAAL). We analyze the B-GRAAL algorithm with a new step size rule, where the step size increases after a certain number of iterations and does not require…

At each iteration of a Block Coordinate Descent method one minimizes an approximation of the objective function with respect to a generally small set of variables subject to constraints in which these variables are involved. The…

We consider the closely related problems of bandit convex optimization with two-point feedback, and zero-order stochastic convex optimization with two function evaluations per round. We provide a simple algorithm and analysis which is…

Composite optimization problems, where the sum of a smooth and a merely lower semicontinuous function has to be minimized, are often tackled numerically by means of proximal gradient methods as soon as the lower semicontinuous part of the…

This paper studies the asymptotic behavior of the constant step Stochastic Gradient Descent for the minimization of an unknown function F , defined as the expectation of a non convex, non smooth, locally Lipschitz random function. As the…

We propose a new first-order method for minimizing nonconvex functions with Lipschitz continuous gradients and H\"older continuous Hessians. The proposed algorithm is a heavy-ball method equipped with two particular restart mechanisms. It…

In this paper we present a variant of the proximal forward-backward splitting iteration for solving nonsmooth optimization problems in Hilbert spaces, when the objective function is the sum of two nondifferentiable convex functions. 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…

Low-rank modeling has many important applications in computer vision and machine learning. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has demonstrated better empirical…

We extend the result on the spectral projected gradient method by Birgin et al. in 2000 to a log-determinant semidefinite problem (SDP) with linear constraints and propose a spectral projected gradient method for the dual problem. Our…