相关论文: Two-Timescale Gradient Descent Ascent Algorithms f…

Rapid advances in data collection and processing capabilities have allowed for the use of increasingly complex models that give rise to nonconvex optimization problems. These formulations, however, can be arbitrarily difficult to solve in…

The stochastic gradient descent has been widely used for solving composite optimization problems in big data analyses. Many algorithms and convergence properties have been developed. The composite functions were convex primarily and…

This paper studies minimax optimization problems $\min_x \max_y f(x,y)$, where $f(x,y)$ is $m_x$-strongly convex with respect to $x$, $m_y$-strongly concave with respect to $y$ and $(L_x,L_{xy},L_y)$-smooth. Zhang et al. provided the…

We introduce a new analytic framework to analyze the convergence of the Randomized Stochastic Gradient Descent Ascent (RSGDA) algorithm for stochastic minimax optimization problems. Under the so-called NC-PL condition on one of the…

We establish new theoretical convergence guarantees for the difference-of-convex algorithm (DCA), where the second function is allowed to be weakly-convex, measuring progress via composite gradient mapping. Based on a tight analysis of two…

In this paper, we study decentralized online stochastic non-convex optimization over a network of nodes. Integrating a technique called gradient tracking in decentralized stochastic gradient descent, we show that the resulting algorithm,…

In recent years, federated minimax optimization has attracted growing interest due to its extensive applications in various machine learning tasks. While Smoothed Alternative Gradient Descent Ascent (Smoothed-AGDA) has proved its success in…

In this paper, we explore two fundamental first-order algorithms in convex optimization, namely, gradient descent (GD) and proximal gradient method (ProxGD). Our focus is on making these algorithms entirely adaptive by leveraging local…

Matrix-stepsized gradient descent algorithms have been shown to have superior performance in non-convex optimization problems compared to their scalar counterparts. The det-CGD algorithm, as introduced by Li et al. (2023), leverages matrix…

We develop a novel and single-loop variance-reduced algorithm to solve a class of stochastic nonconvex-convex minimax problems involving a nonconvex-linear objective function, which has various applications in different fields such as…

Randomly initialized first-order optimization algorithms are the method of choice for solving many high-dimensional nonconvex problems in machine learning, yet general theoretical guarantees cannot rule out convergence to critical points of…

We revisit the classical dual ascent algorithm for minimization of convex functionals in the presence of linear constraints, and give convergence results which apply even for non-convex functionals. We describe limit points in terms of the…

In this paper, we propose a new algorithm to speed-up the convergence of accelerated proximal gradient (APG) methods. In order to minimize a convex function $f(\mathbf{x})$, our algorithm introduces a simple line search step after each…

We study decentralized non-convex finite-sum minimization problems described over a network of nodes, where each node possesses a local batch of data samples. In this context, we analyze a single-timescale randomized incremental gradient…

This paper proposes a stochastic gradient descent method with an adaptive Gaussian noise term for the global minimization of nearly convex functions, which are nonconvex and possess multiple strict local minimizers. The noise term,…

In this paper, we consider the problem of learning high-dimensional tensor regression problems with low-rank structure. One of the core challenges associated with learning high-dimensional models is computation since the underlying…

Adaptive gradient algorithms perform gradient-based updates using the history of gradients and are ubiquitous in training deep neural networks. While adaptive gradient methods theory is well understood for minimization problems, the…

Recently, there has been growing interest in developing optimization methods for solving large-scale machine learning problems. Most of these problems boil down to the problem of minimizing an average of a finite set of smooth and strongly…

Gradient descent (GD) and stochastic gradient descent (SGD) are the workhorses of large-scale machine learning. While classical theory focused on analyzing the performance of these methods in convex optimization problems, the most notable…

Block coordinate descent methods and stochastic subgradient methods have been extensively studied in optimization and machine learning. By combining randomized block sampling with stochastic subgradient methods based on dual averaging, we…