中文
相关论文

相关论文: Anderson acceleration for iteratively reweighted $…

200 篇论文

We formulate two classes of first-order algorithms more general than previously studied for minimizing smooth and strongly convex or, respectively, smooth and convex functions. We establish sufficient conditions, via new discrete Lyapunov…

最优化与控制 · 数学 2023-04-21 Penghui Fu , Zhiqiang Tan

We provide improved convergence rates for various \emph{non-smooth} optimization problems via higher-order accelerated methods. In the case of $\ell_\infty$ regression, we achieves an $O(\epsilon^{-4/5})$ iteration complexity, breaking the…

最优化与控制 · 数学 2019-06-05 Brian Bullins , Richard Peng

We consider the problem of non-smooth convex optimization with linear equality constraints, where the objective function is only accessible through its proximal operator. This problem arises in many different fields such as statistical…

最优化与控制 · 数学 2020-11-18 Anqi Fu , Junzi Zhang , Stephen Boyd

This paper develops a new class of nonlinear acceleration algorithms based on extending conjugate residual-type procedures from linear to nonlinear equations. The main algorithm has strong similarities with Anderson acceleration as well as…

数值分析 · 数学 2024-04-02 Huan He , Ziyuan Tang , Shifan Zhao , Yousef Saad , Yuanzhe Xi

We present a generalization of Nesterov's accelerated gradient descent algorithm. Our algorithm (AGNES) provably achieves acceleration for smooth convex and strongly convex minimization tasks with noisy gradient estimates if the noise…

机器学习 · 统计学 2024-11-04 Kanan Gupta , Jonathan W. Siegel , Stephan Wojtowytsch

We propose an adaptive smoothing algorithm based on Nesterov's smoothing technique in \cite{Nesterov2005c} for solving "fully" nonsmooth composite convex optimization problems. Our method combines both Nesterov's accelerated proximal…

最优化与控制 · 数学 2016-07-05 Quoc Tran-Dinh

In this paper, we consider a proximal linearized alternating direction method of multipliers (PL-ADMM) for solving linearly constrained nonconvex and possibly nonsmooth optimization problems. The algorithm is generalized by using variable…

最优化与控制 · 数学 2021-07-06 Maryam Yashtini

We study the convergence properties of an alternating proximal minimization algorithm for nonconvex structured functions of the type: $L(x,y)=f(x)+Q(x,y)+g(y)$, where $f:\R^n\rightarrow\R\cup{+\infty}$ and $g:\R^m\rightarrow\R\cup{+\infty}$…

最优化与控制 · 数学 2013-01-23 Hedy Attouch , Jerome Bolte , Patrick Redont , Antoine Soubeyran

Many important machine learning applications involve regularized nonconvex bi-level optimization. However, the existing gradient-based bi-level optimization algorithms cannot handle nonconvex or nonsmooth regularizers, and they suffer from…

机器学习 · 计算机科学 2022-06-06 Ziyi Chen , Bhavya Kailkhura , Yi Zhou

Due to the non-smoothness of optimization problems in Machine Learning, generalized smoothness assumptions have been gaining a lot of attention in recent years. One of the most popular assumptions of this type is $(L_0,L_1)$-smoothness…

Nonconvex regularization has been popularly used in low-rank matrix learning. However, extending it for low-rank tensor learning is still computationally expensive. To address this problem, we develop an efficient solver for use with a…

机器学习 · 计算机科学 2022-05-09 Quanming Yao , Yaqing Wang , Bo Han , James Kwok

Tensor data represents a multidimensional array. Regression methods based on low-rank tensor decomposition leverage structural information to reduce the parameter count. Multilinear logistic regression serves as a powerful tool for the…

机器学习 · 计算机科学 2023-09-19 Weifeng Yang , Wenwen Min

Iterative regularization exploits the implicit bias of an optimization algorithm to regularize ill-posed problems. Constructing algorithms with such built-in regularization mechanisms is a classic challenge in inverse problems but also in…

最优化与控制 · 数学 2022-02-02 Cesare Molinari , Mathurin Massias , Lorenzo Rosasco , Silvia Villa

Although Anderson acceleration (AA) is known to speed up fixed-point iterations, it is rarely applied in constrained optimization, in particular sequential quadratic programming (SQP). We show that the local convergence behavior of a…

最优化与控制 · 数学 2026-04-17 Jonathan Frey , David Kiessling , Katrin Baumgärtner , Moritz Diehl

Nesterov's accelerated gradient (AG) is a popular technique to optimize objective functions comprising two components: a convex loss and a penalty function. While AG methods perform well for convex penalties, such as the LASSO, convergence…

最优化与控制 · 数学 2024-01-04 Kai Yang , Masoud Asgharian , Sahir Bhatnagar

We present a unified convergence analysis for first order convex optimization methods using the concept of strong Lyapunov conditions. Combining this with suitable time scaling factors, we are able to handle both convex and strong convex…

最优化与控制 · 数学 2021-08-03 Long Chen , Hao Luo

In this work, we extend a modified Anderson acceleration proposed in [Y. He, arXiv:2603.25983, 2026] to accelerate the Picard iteration for the Navier-Stokes equations. In this variant of Anderson acceleration, named AAg, the nonlinear…

数值分析 · 数学 2026-05-19 Yunhui He , Leo Rebholz

In this paper we introduce a novel abstract descent scheme suited for the minimization of proper and lower semicontinuous functions. The proposed abstract scheme generalizes a set of properties that are crucial for the convergence of…

数值分析 · 数学 2023-02-16 Silvia Bonettini , Peter Ochs , Marco Prato , Simone Rebegoldi

Multilinear systems play an important role in scientific calculations of practical problems. In this paper, we consider a tensor splitting method with a relaxed Anderson acceleration for solving multilinear systems. The new method preserves…

数值分析 · 数学 2024-10-18 Dongdong Liu Ting Hua nd Xifu Liu

Current state-of-the-art analyses on the convergence of gradient descent for training neural networks focus on characterizing properties of the loss landscape, such as the Polyak-Lojaciewicz (PL) condition and the restricted strong…

机器学习 · 计算机科学 2024-01-08 Fangshuo Liao , Anastasios Kyrillidis