相关论文: A Hierarchical Convex Optimization for Multiclass …

Recently, minimax optimization received renewed focus due to modern applications in machine learning, robust optimization, and reinforcement learning. The scale of these applications naturally leads to the use of first-order methods.…

A subgradient method is presented for solving general convex optimization problems, the main requirement being that a strictly-feasible point is known. A feasible sequence of iterates is generated, which converges to within user-specified…

This paper proposes novel algorithm for non-convex multimodal constrained optimisation problems. It is based on sequential solving restrictions of problem to sections of feasible set by random subspaces (in general, manifolds) of low…

This paper presents a convex optimization-based method for finding the globally optimal solutions of a class of mixed-integer non-convex optimal control problems. We consider problems that are non-convex in the input norm, which is a…

This study develops a fixed-time convergent saddle point dynamical system for solving min-max problems under a relaxation of standard convexity-concavity assumption. In particular, it is shown that by leveraging the dynamical systems…

This paper proposes a new algorithm that solves non-convex optimal control problems with a theoretical guarantee for global convergence to a feasible local solution of the original problem. The proposed algorithm extends the recently…

We present a coupled system of ODEs which, when discretized with a constant time step/learning rate, recovers Nesterov's accelerated gradient descent algorithm. The same ODEs, when discretized with a decreasing learning rate, leads to novel…

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…

Invex programs are a special kind of non-convex problems which attain global minima at every stationary point. While classical first-order gradient descent methods can solve them, they converge very slowly. In this paper, we propose new…

We study stochastic nonconvex optimization under heavy-tailed noise. In this setting, the stochastic gradients only have bounded $p$-th central moment ($p$-BCM) for some $p \in (1,2]$. Building on the foundational work of Arjevani et al.…

Due to the non-smoothness of the Hinge loss in SVM, it is difficult to obtain a faster convergence rate with modern optimization algorithms. In this paper, we introduce two smooth Hinge losses $\psi_G(\alpha;\sigma)$ and…

Class ambiguity is typical in image classification problems with a large number of classes. When classes are difficult to discriminate, it makes sense to allow k guesses and evaluate classifiers based on the top-k error instead of the…

Minimax optimization has become a central tool in machine learning with applications in robust optimization, reinforcement learning, GANs, etc. These applications are often nonconvex-nonconcave, but the existing theory is unable to identify…

This paper presents auto-tuned primal-dual successive convexification (Auto-SCvx), an algorithm designed to reliably achieve dynamically-feasible trajectory solutions for constrained hypersonic reentry optimal control problems across a…

Several decades ago, Support Vector Machines (SVMs) were introduced for performing binary classification tasks, under a supervised framework. Nowadays, they often outperform other supervised methods and remain one of the most popular…

Sparse inverse covariance selection is a fundamental problem for analyzing dependencies in high dimensional data. However, such a problem is difficult to solve since it is NP-hard. Existing solutions are primarily based on convex…

In this work, we consider bilevel optimization when the lower-level problem is strongly convex. Recent works show that with a Hessian-vector product (HVP) oracle, one can provably find an $\epsilon$-stationary point within…

We provide improved convergence rates for constrained convex-concave min-max problems and monotone variational inequalities with higher-order smoothness. In min-max settings where the $p^{th}$-order derivatives are Lipschitz continuous, we…

Adversarial examples have pointed out Deep Neural Networks vulnerability to small local noise. It has been shown that constraining their Lipschitz constant should enhance robustness, but make them harder to learn with classical loss…

We present a unified theorem for the convergence analysis of stochastic gradient algorithms for minimizing a smooth and convex loss plus a convex regularizer. We do this by extending the unified analysis of Gorbunov, Hanzely \& Richt\'arik…