相关论文: A four-operator splitting algorithm for nonconvex …

Derivative-free optimization (DFO) has recently gained a lot of momentum in machine learning, spawning interest in the community to design faster methods for problems where gradients are not accessible. While some attention has been given…

In this paper we consider distributed optimization problems in which the cost function is separable, i.e., a sum of possibly non-smooth functions all sharing a common variable, and can be split into a strongly convex term and a convex one.…

We introduce a class of stochastic algorithms for minimizing weakly convex functions over proximally smooth sets. As their main building blocks, the algorithms use simplified models of the objective function and the constraint set, along…

We prove novel convergence results for a stochastic proximal gradient algorithm suitable for solving a large class of convex optimization problems, where a convex objective function is given by the sum of a smooth and a possibly non-smooth…

The Douglas-Rachford splitting method is a classical and widely used algorithm for solving monotone inclusions involving the sum of two maximally monotone operators. It was recently shown to be the unique frugal, no-lifting…

This paper proposes and analyzes a communication-efficient distributed optimization framework for general nonconvex nonsmooth signal processing and machine learning problems under an asynchronous protocol. At each iteration, worker machines…

We study a class of zeroth-order distributed optimization problems, where each agent can control a partial vector and observe a local cost that depends on the joint vector of all agents, and the agents can communicate with each other with…

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…

Our work focuses on stochastic gradient methods for optimizing a smooth non-convex loss function with a non-smooth non-convex regularizer. Research on this class of problem is quite limited, and until recently no non-asymptotic convergence…

In this paper, we consider a broad class of nonconvex and nonsmooth optimization problems, where one objective component is a nonsmooth weakly convex function composed with a linear operator. By integrating variable smoothing techniques…

We address the problem of computing stationary points for non-smooth, non-convex optimization problems. While this topic is well studied in the smooth setting, fewer algorithmic and theoretical results exist for the non-smooth case. Within…

We study the complexity of producing $(\delta,\epsilon)$-stationary points of Lipschitz objectives which are possibly neither smooth nor convex, using only noisy function evaluations. Recent works proposed several stochastic zero-order…

In this paper, we address stochastic optimization problems involving a composition of a non-smooth outer function and a smooth inner function, a formulation frequently encountered in machine learning and operations research. To deal with…

In this paper, we focus on the problem of minimizing the sum of a nonconvex differentiable function and a DC (Difference of Convex functions) function, where the differentiable function is not restricted to the global Lipschitz gradient…

Two distributed algorithms are described that enable all users connected over a network to cooperatively solve the problem of minimizing the sum of all users' objective functions over the intersection of all users' constraint sets, where…

We propose the shadow Davis-Yin three-operator splitting method to solve nonconvex optimisation problems. Its convergence analysis is based on a merit function resembling the Moreau envelope. We explore variational analysis properties…

In this paper we present an inexact zeroth-order method suitable for the solution nonsmooth and nonconvex stochastic composite optimization problems, in which the objective is split into a real-valued Lipschitz continuous stochastic…

In this paper, we consider the problem of minimizing the sum of nonconvex and possibly nonsmooth functions over a connected multi-agent network, where the agents have partial knowledge about the global cost function and can only access the…

The breakthrough ideas in the modern proximal splitting methodologies allow us to express the set of all minimizers of a superposition of multiple nonsmooth convex functions as the fixed point set of computable nonexpansive operators. In…

Smooth minimax optimization problems play a central role in a wide range of applications, including machine learning, game theory, and operations research. However, existing algorithmic frameworks vary significantly depending on the problem…