相关论文: A gradient estimator via L1-randomization for onli…

A central goal in online learning is to achieve adaptivity to unknown problem characteristics, such as environmental changes captured by gradient variation (GV), function curvature (universal online learning, UOL), and gradient scales…

This paper studies non-smooth problems of convex stochastic optimization. Using the smoothing technique based on the replacement of the function value at the considered point by the averaged function value over a ball (in $l_1$-norm or…

The success of deep learning over the past decade mainly relies on gradient-based optimisation and backpropagation. This paper focuses on analysing the performance of first-order gradient-based optimisation algorithms, gradient descent and…

This paper discusses several (sub)gradient methods attaining the optimal complexity for smooth problems with Lipschitz continuous gradients, nonsmooth problems with bounded variation of subgradients, weakly smooth problems with H\"older…

We develop universal gradient methods for Stochastic Convex Optimization (SCO). Our algorithms automatically adapt not only to the oracle's noise but also to the H\"older smoothness of the objective function without a priori knowledge of…

Zeroth-order optimization (ZOO) is an important framework for stochastic optimization when gradients are unavailable or expensive to compute. A potential limitation of existing ZOO methods is the bias inherent in most gradient estimators…

Differentially private zeroth-order optimization methods have recently gained popularity in private fine tuning of machine learning models due to their reduced memory requirements. Current approaches for privatizing zeroth-order methods…

We establish or refute the optimality of inexact second-order methods for unconstrained nonconvex optimization from the point of view of worst-case evaluation complexity, improving and generalizing the results of Cartis, Gould and Toint…

In the development of first-order methods for smooth (resp., composite) convex optimization problems, where smooth functions with Lipschitz continuous gradients are minimized, the gradient (resp., gradient mapping) norm becomes a…

The aim of this paper is to develop an efficient algorithm for solving a class of unconstrained nondifferentiable convex optimization problems in finite dimensional spaces. To this end we formulate first its Fenchel dual problem and…

We propose a Riemannian gradient descent with the Poincar\'e metric to compute the order-$\alpha$ Augustin information, a widely used quantity for characterizing exponential error behaviors in information theory. We prove that the algorithm…

We propose a novel gradient-based online optimization framework for solving stochastic programming problems that frequently arise in the context of cyber-physical and robotic systems. Our problem formulation accommodates constraints that…

We present a variant of accelerated gradient descent algorithms, adapted from Nesterov's optimal first-order methods, for weakly-quasi-convex and weakly-quasi-strongly-convex functions. We show that by tweaking the so-called estimate…

We provide a novel computer-assisted technique for systematically analyzing first-order methods for optimization. In contrast with previous works, the approach is particularly suited for handling sublinear convergence rates and stochastic…

This paper establishes the theoretical foundations of the online scaled gradient methods (OSGM), a framework that utilizes online learning to adapt stepsizes and provably accelerate first-order methods. OSGM quantifies the effectiveness of…

Motivated, in particular, by the entropy-regularized optimal transport problem, we consider convex optimization problems with linear equality constraints, where the dual objective has Lipschitz $p$-th order derivatives, and develop two…

We present a novel universal gradient method for solving convex optimization problems. Our algorithm, Dual Averaging with Distance Adaptation (DADA), is based on the classical scheme of dual averaging and dynamically adjusts its…

We introduce a notion of inexact model of a convex objective function, which allows for errors both in the function and in its gradient. For this situation, a gradient method with an adaptive adjustment of some parameters of the model is…

In this paper, we study the standard formulation of an optimization problem when the computation of gradient is not available. Such a problem can be classified as a "black box" optimization problem, since the oracle returns only the value…

We consider the computation of an approximately stationary point for a Lipschitz and semialgebraic function $f$ with a local oracle. If $f$ is smooth, simple deterministic methods have dimension-free finite oracle complexities. For the…