相关论文: Stochastic dual coordinate descent with adaptive h…

In this paper, we propose a randomized accelerated method for the minimization of a strongly convex function under linear constraints. The method is of Kaczmarz-type, i.e. it only uses a single linear equation in each iteration. To obtain…

In this work, we propose an adaptive variation on the classical Heavy-ball method for convex quadratic minimization. The adaptivity crucially relies on so-called "Polyak step-sizes", which consists in using the knowledge of the optimal…

This paper is devoted to a new modification of a recently proposed adaptive stochastic mirror descent algorithm for constrained convex optimization problems in the case of several convex functional constraints. Algorithms, standard and its…

This paper presents a novel stochastic gradient descent algorithm for constrained optimization. The proposed algorithm randomly samples constraints and components of the finite sum objective function and relies on a relaxed logarithmic…

In this paper we propose a variant of the random coordinate descent method for solving linearly constrained convex optimization problems with composite objective functions. If the smooth part of the objective function has Lipschitz…

Recently, the randomized sparse Kaczmarz method has been accelerated by designing heavy ball momentum adaptively via a minimal-error principle. In this paper, we develop a new adaptive momentum method based on the minimal dual function…

This paper addresses smooth convexly constrained optimization problems where the Euclidean projection onto the feasible set is computationally tractable. Although momentum techniques like Polyak's heavy-ball are known for accelerating…

In this paper, we design two compressed decentralized algorithms for solving nonconvex stochastic optimization under two different scenarios. Both algorithms adopt a momentum technique to achieve fast convergence and a message-compression…

In this work, we consider smooth unconstrained optimization problems and we deal with the class of gradient methods with momentum, i.e., descent algorithms where the search direction is defined as a linear combination of the current…

In this paper we study several classes of stochastic optimization algorithms enriched with heavy ball momentum. Among the methods studied are: stochastic gradient descent, stochastic Newton, stochastic proximal point and stochastic dual…

The adaptive stochastic gradient descent (SGD) with momentum has been widely adopted in deep learning as well as convex optimization. In practice, the last iterate is commonly used as the final solution to make decisions. However, the…

The Bregman-Kaczmarz method is an iterative method which can solve strongly convex problems with linear constraints and uses only one or a selected number of rows of the system matrix in each iteration, thereby making it amenable for…

Optimizing strongly convex functions subject to linear constraints is a fundamental problem with numerous applications. In this work, we propose a block (accelerated) randomized Bregman-Kaczmarz method that only uses a block of constraints…

Simple stochastic momentum methods are widely used in machine learning optimization, but their good practical performance is at odds with an absence of theoretical guarantees of acceleration in the literature. In this work, we aim to close…

In this paper, we consider constrained optimization problems with convex, smooth objective and constraints. We propose a new stochastic gradient algorithm, called the Stochastic Moving Ball Approximation (SMBA) method, to solve this class…

We present two stochastic descent algorithms that apply to unconstrained optimization and are particularly efficient when the objective function is slow to evaluate and gradients are not easily obtained, as in some PDE-constrained…

This paper deals with a natural stochastic optimization procedure derived from the so-called Heavy-ball method differential equation, which was introduced by Polyak in the 1960s with his seminal contribution [Pol64]. The Heavy-ball method…

Stochastic gradient descent with momentum (SGDM) methods have become fundamental optimization tools in machine learning, combining the computational efficiency of stochastic gradients with the acceleration benefits of momentum. Despite…

This paper studies a stochastic algorithm for linearly constrained nonconvex optimization, where the objective function is smooth but only unbiased stochastic gradients with bounded variance are available. We propose a momentum-based…

Stochastic gradient descent (\textsc{Sgd}) methods are the most powerful optimization tools in training machine learning and deep learning models. Moreover, acceleration (a.k.a. momentum) methods and diagonal scaling (a.k.a. adaptive…