相关论文: Dimension-Free Bounds on Chasing Convex Functions

We study randomized algorithms for constrained optimization, in abstract frameworks that include, in strictly increasing generality: convex programming; LP-type problems; violator spaces; and a setting we introduce, consistent spaces. Such…

We study the complexity of producing $(\delta,\epsilon)$-stationary points of Lipschitz objectives which are possibly neither smooth nor convex, using only noisy function evaluations. Recent works proposed several stochastic zero-order…

Submodular Functions are a special class of set functions, which generalize several information-theoretic quantities such as entropy and mutual information [1]. Submodular functions have subgradients and subdifferentials [2] and admit…

Bilevel optimization minimizes an objective function, defined by an upper-level problem whose feasible region is the solution of a lower-level problem. We study the oracle complexity of finding an $\epsilon$-stationary point with…

A differentiable function is pseudoconvex if and only if its restrictions over straight lines are pseudoconvex. A differentiable function depending on one variable, defined on some closed interval $[a,b]$ is pseudoconvex if and only if…

We consider a convex optimization problem with many linear inequality constraints. To deal with a large number of constraints, we provide a penalty reformulation of the problem, where the penalty is a variant of the one-sided Huber loss…

We consider constraints on the measure of the support for integrable functions on arbitrary measure spaces. It is shown that this non-convex and discontinuous constraint can be equivalently reformulated by the difference of two convex and…

In this paper we consider convex optimization problems with stochastic composite objective function subject to (possibly) infinite intersection of constraints. The objective function is expressed in terms of expectation operator over a sum…

In this paper, we address tracking of a time-varying parameter with unknown dynamics. We formalize the problem as an instance of online optimization in a dynamic setting. Using online gradient descent, we propose a method that sequentially…

Let us assume that $f$ is a continuous function defined on the unit ball of $\mathbb R^d$, of the form $f(x) = g (A x)$, where $A$ is a $k \times d$ matrix and $g$ is a function of $k$ variables for $k \ll d$. We are given a budget $m \in…

Quality gain is the expected relative improvement of the function value in a single step of a search algorithm. Quality gain analysis reveals the dependencies of the quality gain on the parameters of a search algorithm, based on which one…

We investigate the contextual bandits with knapsack (CBwK) problem in a high-dimensional linear setting, where the feature dimension can be very large. Our goal is to harness sparsity to obtain sharper regret guarantees. To this end, we…

This paper investigates the discrete-time asynchronous games in which noncooperative agents seek to minimize their individual cost functions. Building on the assumption of partial asynchronism, i.e., each agent updates at least once within…

We consider the problem of minimizing a convex function over the intersection of finitely many simple sets which are easy to project onto. This is an important problem arising in various domains such as machine learning. The main difficulty…

Parameter-free stochastic optimization aims to design algorithms that are agnostic to the underlying problem parameters while still achieving convergence rates competitive with optimally tuned methods. While some parameter-free methods do…

Higher-order tensor methods were recently proposed for minimizing smooth convex and nonconvex functions. Higher-order algorithms accelerate the convergence of the classical first-order methods thanks to the higher-order derivatives used in…

This paper studies the continuous-time dynamics of primal-dual algorithms for linearly constrained convex optimization problems and provides a quantitative convergence analysis using the Lyapunov functions. With the growing prevalence of…

This paper develops and analyzes an accelerated proximal descent method for finding stationary points of nonconvex composite optimization problems. The objective function is of the form $f+h$ where $h$ is a proper closed convex function,…

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…

In this paper, we are dealing with constrained vector optimisation problems where the objective function acts between real linear-topological spaces. Our aim is to study the relationships between the sets of properly efficient solutions to…