相关论文: Inexact and Implementable Accelerated Newton Proxi…

Convergence rates are established for an inexact accelerated alternating direction method of multipliers (I-ADMM) for general separable convex optimization with a linear constraint. Both ergodic and non-ergodic iterates are analyzed.…

We propose a inexact Newton method for solving inverse eigenvalue problems (IEP). This method is globalized by employing the classical backtracking techniques. A global convergence analysis of this method is provided and the R-order…

We propose and analyze several inexact regularized Newton-type methods for finding a global saddle point of convex-concave unconstrained min-max optimization problems. Compared to first-order methods, our understanding of second-order…

In this paper we introduce new methods for convex optimization problems with inexact stochastic oracle. First method is an extension of the intermediate gradient method proposed by Devolder, Glineur and Nesterov for problems with inexact…

We study alternating first-order algorithms with no inner loops for solving nonconvex-strongly-concave min-max problems. We show the convergence of the alternating gradient descent--ascent algorithm method by proposing a substantially…

Trust-region (TR) and adaptive regularization using cubics (ARC) have proven to have some very appealing theoretical properties for non-convex optimization by concurrently computing function value, gradient, and Hessian matrix to obtain the…

An efficient proximal-gradient-based method, called proximal extrapolated gradient method, is designed for solving monotone variational inequality in Hilbert space. The proposed method extends the acceptable range of parameters to obtain…

In this paper, we propose new accelerated methods for smooth convex optimization, called contracting proximal methods. At every step of these methods, we need to minimize a contracted version of the objective function augmented by a…

We describe inexact proximal Newton-like methods for solving degenerate regularized optimization problems and for the broader problem of finding a zero of a generalized equation that is the sum of a continuous map and a maximal monotone…

In this paper we consider a class of convex conic programming. In particular, we first propose an inexact augmented Lagrangian (I-AL) method that resembles the classical I-AL method for solving this problem, in which the augmented…

This paper proposes and analyzes an accelerated inexact dampened augmented Lagrangian (AIDAL) method for solving linearly-constrained nonconvex composite optimization problems. Each iteration of the AIDAL method consists of: (i) inexactly…

We propose an input convex neural network (ICNN)-based self-supervised learning framework to solve continuous constrained optimization problems. By integrating the augmented Lagrangian method (ALM) with the constraint correction mechanism,…

Distributed optimization is widely used in large-scale and privacy-preserving machine learning, where each agent stores a local objective and communicates only with its neighbors in a connected network. We study decentralized second-order…

We consider minimizing a smooth and strongly convex objective function using a stochastic Newton method. At each iteration, the algorithm is given an oracle access to a stochastic estimate of the Hessian matrix. The oracle model includes…

In recent years, various subspace algorithms have been developed to handle large-scale optimization problems. Although existing subspace Newton methods require fewer iterations to converge in practice, the matrix operations and full…

Unsupervised homogeneous network embedding (NE) represents every vertex of networks into a low-dimensional vector and meanwhile preserves the network information. Adjacency matrices retain most of the network information, and directly…

This paper proposes a novel first-order algorithm that solves composite nonsmooth and stochastic convex optimization problem with function constraints. Most of the works in the literature provide convergence rate guarantees on the…

In this paper, we propose a novel primal-dual inexact gradient projection method for nonlinear optimization problems with convex-set constraint. This method only needs inexact computation of the projections onto the convex set for each…

Despite the impressive numerical performance of the quasi-Newton and Anderson/nonlinear acceleration methods, their global convergence rates have remained elusive for over 50 years. This study addresses this long-standing issue by…

In this paper, we introduce Apollo, a quasi-Newton method for nonconvex stochastic optimization, which dynamically incorporates the curvature of the loss function by approximating the Hessian via a diagonal matrix. Importantly, the update…