相关论文: Lipschitz Selectors may not Yield Competitive Algo…
The Weber problem consists of finding a point in $\mathbbm{R}^n$ that minimizes the weighted sum of distances from $m$ points in $\mathbbm{R}^n$ that are not collinear. An application that motivated this problem is the optimal location of…
This paper focuses on investigating an inexact stochastic model-based optimization algorithm that integrates preconditioning techniques for solving stochastic composite optimization problems. The proposed framework unifies and extends the…
In the online non-metric variant of the facility location problem, there is a given graph consisting of a set $F$ of facilities (each with a certain opening cost), a set $C$ of potential clients, and weighted connections between them. The…
We shed new light on the \textit{smoothness} of optimization problems arising in prediction error parameter estimation of linear and nonlinear systems. We show that for regions of the parameter space where the model is not contractive, the…
The problem of minimizing the maximum of $N$ convex, Lipschitz functions plays significant roles in optimization and machine learning. It has a series of results, with the most recent one requiring $O(N\epsilon^{-2/3} + \epsilon^{-8/3})$…
This paper mainly addresses the distributed online optimization problem where the local objective functions are assumed to be convex or non-convex. First, the distributed algorithms are proposed for the convex and non-convex situations,…
Optimization of convex functions under stochastic zeroth-order feedback has been a major and challenging question in online learning. In this work, we consider the problem of optimizing second-order smooth and strongly convex functions…
We develop and analyze stochastic optimization algorithms for problems in which the expected loss is strongly convex, and the optimum is (approximately) sparse. Previous approaches are able to exploit only one of these two structures,…
We design and analyze minimax-optimal algorithms for online linear optimization games where the player's choice is unconstrained. The player strives to minimize regret, the difference between his loss and the loss of a post-hoc benchmark…
In this work, we extend the convex bodies chasing problem (CBC) to an adversarial setting, where an agent (the Player) is tasked with chasing a sequence of convex bodies generated adversarially by another agent (the Opponent). The Player…
We introduce the problem of $k$-chasing of convex functions, a simultaneous generalization of both the famous k-server problem in $R^d$, and of the problem of chasing convex bodies and functions. Aside from fundamental interest in this…
We consider the problem of minimizing a convex objective which is the sum of a smooth part, with Lipschitz continuous gradient, and a nonsmooth part. Inspired by various applications, we focus on the case when the nonsmooth part is a…
We provide algorithms that guarantee regret $R_T(u)\le \tilde O(G\|u\|^3 + G(\|u\|+1)\sqrt{T})$ or $R_T(u)\le \tilde O(G\|u\|^3T^{1/3} + GT^{1/3}+ G\|u\|\sqrt{T})$ for online convex optimization with $G$-Lipschitz losses for any comparison…
We show that any memory-constrained, first-order algorithm which minimizes $d$-dimensional, $1$-Lipschitz convex functions over the unit ball to $1/\mathrm{poly}(d)$ accuracy using at most $d^{1.25 - \delta}$ bits of memory must make at…
We prove that any correspondence (multi-function) mapping a metric space into a Banach space that satisfies a certain pointwise Lipschitz condition, always has a continuous selection that is pointwise Lipschitz on a dense set of its domain.…
In online convex optimization (OCO), Lipschitz continuity of the functions is commonly assumed in order to obtain sublinear regret. Moreover, many algorithms have only logarithmic regret when these functions are also strongly convex.…
We give a randomized online algorithm that guarantees near-optimal $\widetilde O(\sqrt T)$ expected swap regret against any sequence of $T$ adaptively chosen Lipschitz convex losses on the unit interval. This improves the previous best…
We develop multi-step gradient methods for network-constrained optimization of strongly convex functions with Lipschitz-continuous gradients. Given the topology of the underlying network and bounds on the Hessian of the objective function,…
We develop and analyze a set of new sequential simulation-optimization algorithms for large-scale multi-dimensional discrete optimization via simulation problems with a convexity structure. The "large-scale" notion refers to that the…
In this paper, we analyze the mirror descent algorithm for non-smooth optimization problems in which the objective function is relatively strongly convex, without relying on the standard Lipschitz continuity assumption commonly used in the…