相关论文: Heavy Ball Momentum for Non-Strongly Convex Optimi…

This paper develops and analyzes an accelerated proximal descent method for finding stationary points of nonconvex composite optimization problems. The objective function is of the form $f+h$ where $h$ is a proper closed convex function,…

Functional constrained optimization is becoming more and more important in machine learning and operations research. Such problems have potential applications in risk-averse machine learning, semisupervised learning, and robust optimization…

Majorization-minimization algorithms consist of successively minimizing a sequence of upper bounds of the objective function. These upper bounds are tight at the current estimate, and each iteration monotonically drives the objective…

The Frank-Wolfe method (a.k.a. conditional gradient algorithm) for smooth optimization has regained much interest in recent years in the context of large scale optimization and machine learning. A key advantage of the method is that it…

In this paper, we propose a multilevel stochastic framework for the solution of nonconvex unconstrained optimization problems. The proposed approach uses random regularized first-order models that exploit an available hierarchical…

The goal is to modify the known method of mirror descent (MD), proposed by A.S. Nemirovsky and D.B. Yudin in 1979. The paper shows the idea of a new, so-called inertial MD method with the example of a deterministic optimization problem in…

The convergence rates for convex and non-convex optimization methods depend on the choice of a host of constants, including step sizes, Lyapunov function constants and momentum constants. In this work we propose the use of factorial powers…

The last decade witnessed a rise in the importance of supervised learning applications involving {\em big data} and {\em big models}. Big data refers to situations where the amounts of training data available and needed causes difficulties…

We develop a novel procedure for estimating the optimizer of general convex stochastic optimization problems of the form $\min_{x\in\mathcal{X}} \mathbb{E}[F(x,\xi)]$, when the given data is a finite independent sample selected according to…

We develop a rigorous framework for global non-convex optimization by reformulating the minimization problem as a discounted infinite-horizon optimal control problem. For non-convex, continuous, and possibly non-smooth objective functions…

First-order optimization methods are crucial for solving large-scale data processing problems, particularly those involving convex non-smooth composite objectives. For such problems with convex non-smooth composite objectives, we introduce…

We consider the problem of minimizing a strongly convex function that depends on an uncertain parameter $\theta$. The uncertainty in the objective function means that the optimum, $x^*(\theta)$, is also a function of $\theta$. We propose an…

Nesterov's accelerated forward-backward algorithm (AFBA) is an efficient algorithm for solving a class of two-term convex optimization models consisting of a differentiable function with a Lipschitz continuous gradient plus a…

Many practical optimization problems lack strong convexity. Fortunately, recent studies have revealed that first-order algorithms also enjoy linear convergences under various weaker regularity conditions. While the relationship among…

In this article a family of second order ODEs associated to inertial gradient descend is studied. These ODEs are widely used to build trajectories converging to a minimizer $x^*$ of a function $F$, possibly convex. This family includes the…

We study a Newton-like method for the minimization of an objective function that is the sum of a smooth convex function and an l-1 regularization term. This method, which is sometimes referred to in the literature as a proximal Newton…

We consider the minimization of a convex objective function subject to the set of minima of another convex function, under the assumption that both functions are twice continuously differentiable. We approach this optimization problem from…

Quasar convexity is a condition that allows some first-order methods to efficiently minimize a function even when the optimization landscape is non-convex. Previous works develop near-optimal accelerated algorithms for minimizing this class…

Non-convex optimization plays a key role in a growing number of machine learning applications. This motivates the identification of specialized structure that enables sharper theoretical analysis. One such identified structure is…

We propose a penalty-based smoothing framework for convex nonsmooth functions with a supremum structure. The regularization yields a differentiable surrogate with controlled approximation error, a single-valued dual maximizer, and explicit…