相关论文: Efficient solvers for Armijo's backtracking proble…

Many problems in data science can be treated as estimating a low-rank matrix from highly incomplete, sometimes even corrupted, observations. One popular approach is to resort to matrix factorization, where the low-rank matrix factors are…

This paper considers the simple bilevel optimization (SBO) problem, which minimizes a composite convex function over the optimal solution set of another composite convex minimization problem. We first show that this bilevel problem is…

Backtracking linesearch is the de facto approach for minimizing continuously differentiable functions with locally Lipschitz gradient. In recent years, it has been shown that in the convex setting it is possible to avoid linesearch…

We introduce \textit{basic inequalities} for first-order iterative optimization algorithms, forming a simple and versatile framework that connects implicit and explicit regularization. While related inequalities appear in the literature, we…

An adaptive regularization algorithm using inexact function and derivatives evaluations is proposed for the solution of composite nonsmooth nonconvex optimization. It is shown that this algorithm needs at most…

The reduced basis method is a model reduction technique yielding substantial savings of computational time when a solution to a parametrized equation has to be computed for many values of the parameter. Certification of the approximation is…

The integration of constrained optimization models as components in deep networks has led to promising advances on many specialized learning tasks. A central challenge in this setting is backpropagation through the solution of an…

In this paper, we deal with algorithms to solve the finite-sum problems related to fitting over-parametrized models, that typically satisfy the interpolation condition. In particular, we focus on approaches based on stochastic line searches…

Estimating hyperparameters has been a long-standing problem in machine learning. We consider the case where the task at hand is modeled as the solution to an optimization problem. Here the exact gradient with respect to the hyperparameters…

Trace slicing is a widely used technique for execution trace analysis that is effectively used in program debugging, analysis and comprehension. In this paper, we present a backward trace slicing technique that can be used for the analysis…

Many applications in data analysis rely on the decomposition of a data matrix into a low-rank and a sparse component. Existing methods that tackle this task use the nuclear norm and L1-cost functions as convex relaxations of the rank…

In this paper, we develop two new randomized block-coordinate optimistic gradient algorithms to approximate a solution of nonlinear equations in large-scale settings, which are called root-finding problems. Our first algorithm is…

An algorithm for solving nonconvex smooth optimization problems is proposed, analyzed, and tested. The algorithm is an extension of the Trust Region Algorithm with Contractions and Expansions (TRACE) [Math. Prog. 162(1):132, 2017]. In…

Because of their occasional need to return to shallow points in a search tree, existing backtracking methods can sometimes erase meaningful progress toward solving a search problem. In this paper, we present a method by which backtrack…

In the framework of prediction of individual sequences, sequential prediction methods are to be constructed that perform nearly as well as the best expert from a given class. We consider prediction strategies that compete with the class of…

This paper develops the preconditioning technique as a method to address the accuracy issue caused by ill-conditioning. Given a preconditioner $M$ for an ill-conditioned linear system $Ax=b$, we show that, if the inverse of the…

We provide a comprehensive study of the convergence of the forward-backward algorithm under suitable geometric conditions, such as conditioning or {\L}ojasiewicz properties. These geometrical notions are usually local by nature, and may…

Counterfactual explanations enhance interpretability by identifying alternative inputs that produce different outputs, offering localized insights into model decisions. However, traditional methods often neglect causal relationships,…

Gradient methods are frequently used in large scale image deblurring problems since they avoid the onerous computation of the Hessian matrix of the objective function. Second order information is typically sought by a clever choice of the…

The successor and predecessor problem consists of obtaining the closest value in a set of integers, greater/smaller than a given value. This problem has interesting applications, like the intersection of inverted lists. It can be easily…