相关论文: Unifying Width-Reduced Methods for Quasi-Self-Conc…
We propose a new reinforcement learning algorithm derived from a regularized linear-programming formulation of optimal control in MDPs. The method is closely related to the classic Relative Entropy Policy Search (REPS) algorithm of Peters…
We present an algorithm for computing $s$-$t$ maximum flows in directed graphs in $\widetilde{O}(m^{4/3+o(1)}U^{1/3})$ time. Our algorithm is inspired by potential reduction interior point methods for linear programming. Instead of using…
Recent studies of under-determined linear systems of equations with sparse solutions showed a great practical and theoretical efficiency of a particular technique called $\ell_1$-optimization. Seminal works \cite{CRT,DOnoho06CS} rigorously…
We propose a stochastic gradient framework for solving stochastic composite convex optimization problems with (possibly) infinite number of linear inclusion constraints that need to be satisfied almost surely. We use smoothing and homotopy…
Popular machine learning estimators involve regularization parameters that can be challenging to tune, and standard strategies rely on grid search for this task. In this paper, we revisit the techniques of approximating the regularization…
In this paper, we present a new ellipsoid-type algorithm for solving nonsmooth problems with convex structure. Examples of such problems include nonsmooth convex minimization problems, convex-concave saddle-point problems and variational…
Consider the use of $\ell_{1}/\ell_{\infty}$-regularized regression for joint estimation of a $\pdim \times \numreg$ matrix of regression coefficients. We analyze the high-dimensional scaling of $\ell_1/\ell_\infty$-regularized quadratic…
We analyze convergence rates of norm-minimization-based outer approximation algorithms for convex vector optimization when the scalarization uses an $\ell_p$ norm with $p \in (1,\infty)$. While the Euclidean case ($p=2$) achieves the…
$\ell_1$-penalized quantile regression is widely used for analyzing high-dimensional data with heterogeneity. It is now recognized that the $\ell_1$-penalty introduces non-negligible estimation bias, while a proper use of concave…
We consider the problem of analyzing the probabilistic performance of first-order methods when solving convex optimization problems drawn from an unknown distribution only accessible through samples. By combining performance estimation…
We introduce a new convex optimization problem, termed quadratic decomposable submodular function minimization. The problem is closely related to decomposable submodular function minimization and arises in many learning on graphs and…
Bilevel optimization is an important class of optimization problems where one optimization problem is nested within another. While various methods have emerged to address unconstrained general bilevel optimization problems, there has been a…
We propose an accelerated meta-algorithm, which allows to obtain accelerated methods for convex unconstrained minimization in different settings. As an application of the general scheme we propose nearly optimal methods for minimizing…
Most of the non-asymptotic theoretical work in regression is carried out for the square loss, where estimators can be obtained through closed-form expressions. In this paper, we use and extend tools from the convex optimization literature,…
We develop a rigorous framework for global non-convex optimization by reformulating the minimization problem as a discounted infinite-horizon optimal control problem. For non-convex, continuous, and possibly non-smooth objective functions…
We study graph ordering problems with a min-max objective. A classical problem of this type is cutwidth, where given a graph we want to order its vertices such that the number of edges crossing any point is minimized. We give a $…
We develop subgradient- and gradient-based methods for minimizing strongly convex functions under a notion which generalizes the standard Euclidean strong convexity. We propose a unifying framework for subgradient methods which yields two…
This paper investigates online algorithms for smooth time-varying optimization problems, focusing first on methods with constant step-size, momentum, and extrapolation-length. Assuming strong convexity, precise results for the tracking…
Numerous multi-objective evolutionary algorithms have been designed for constrained optimisation over past two decades. The idea behind these algorithms is to transform constrained optimisation problems into multi-objective optimisation…
We propose a communication- and computation-efficient distributed optimization algorithm using second-order information for solving ERM problems with a nonsmooth regularization term. Current second-order and quasi-Newton methods for this…