相关论文: Adaptive approximation of monotone functions

We consider the problem of optimizing a grey-box objective function, i.e., nested function composed of both black-box and white-box functions. A general formulation for such grey-box problems is given, which covers the existing grey-box…

We introduce and analyze an algorithm for the minimization of convex functions that are the sum of differentiable terms and proximable terms composed with linear operators. The method builds upon the recently developed smoothed gap…

We study Matching and other related problems in a partial information setting where the agents' utilities for being matched to other agents are hidden and the mechanism only has access to ordinal preference information. Our model is…

In this paper, we introduce some adaptive methods for solving variational inequalities with relatively strongly monotone operators. Firstly, we focus on the modification of the recently proposed, in smooth case [1], adaptive numerical…

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…

Typical performance of approximation algorithms is studied for randomized minimum vertex cover problems. A wide class of random graph ensembles characterized by an arbitrary degree distribution is discussed with some theoretical frameworks.…

Motivated by the need for efficient estimation of conditional expectations, we consider a least-squares function approximation problem with heavily polluted data. Existing methods that are effective in the small-noise regime are suboptimal…

We consider the problem of minimizing a continuous function that may be nonsmooth and nonconvex, subject to bound constraints. We propose an algorithm that uses the L-BFGS quasi-Newton approximation of the problem's curvature together with…

Motivated by conforming finite element methods for elliptic problems of second order, we analyze the approximation of the gradient of a target function by continuous piecewise polynomial functions over a simplicial mesh. The main result is…

We propose to approximate a (possibly discontinuous) multivariate function f (x) on a compact set by the partial minimizer arg miny p(x, y) of an appropriate polynomial p whose construction can be cast in a univariate sum of squares (SOS)…

Approximations of optimization problems arise in computational procedures and sensitivity analysis. The resulting effect on solutions can be significant, with even small approximations of components of a problem translating into large…

We present a new algorithm for solving optimization problems with objective functions that are the sum of a smooth function and a (potentially) nonsmooth regularization function, and nonlinear equality constraints. The algorithm may be…

We consider the problem of maximizing non-negative non-decreasing set functions. Although most of the recent work focus on exploiting submodularity, it turns out that several objectives we encounter in practice are not submodular.…

The generalized smooth condition, $(L_{0},L_{1})$-smoothness, has triggered people's interest since it is more realistic in many optimization problems shown by both empirical and theoretical evidence. Two recent works established the…

A key problem in approximation theory is the recovery of high-dimensional functions from samples. In many cases, the functions of interest exhibit anisotropic smoothness, and, in many practical settings, the nature of this anisotropy may be…

We analyze stochastic algorithms for optimizing nonconvex, nonsmooth finite-sum problems, where the nonconvex part is smooth and the nonsmooth part is convex. Surprisingly, unlike the smooth case, our knowledge of this fundamental problem…

We investigate the convergence properties of a class of iterative algorithms designed to minimize a potentially non-smooth and noisy objective function, which may be algebraically intractable and whose values may be obtained as the output…

We study the problem of scheduling sensors in a resource-constrained linear dynamical system, where the objective is to select a small subset of sensors from a large network to perform the state estimation task. We formulate this problem as…

We study the almost sure convergence of the Stochastic Approximation algorithm to the fixed point $x^\star$ of a nonlinear operator under a negative drift condition and a general noise sequence with finite $p$-th moment for some $p > 1$.…

We study the problem of optimizing a function under a \emph{budgeted number of evaluations}. We only assume that the function is \emph{locally} smooth around one of its global optima. The difficulty of optimization is measured in terms of…