相关论文: On the Worst-Case Analysis of Cyclic Block Coordin…

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…

For solving pseudo-convex global optimization problems, we present a novel fully adaptive steepest descent method (or ASDM) without any hard-to-estimate parameters. For the step-size regulation in an $\varepsilon$-normalized direction, we…

In this paper, we are interested in finding the global minimizer of a nonsmooth nonconvex unconstrained optimization problem. By combining the discrete consensus-based optimization (CBO) algorithm and the gradient descent method, we develop…

This paper introduces a coordinate descent version of the V\~u-Condat algorithm. By coordinate descent, we mean that only a subset of the coordinates of the primal and dual iterates is updated at each iteration, the other coordinates being…

In this paper we consider sparse approximation problems, that is, general $l_0$ minimization problems with the $l_0$-"norm" of a vector being a part of constraints or objective function. In particular, we first study the first-order…

Epoch gradient descent method (a.k.a. Epoch-GD) proposed by Hazan and Kale (2011) was deemed a breakthrough for stochastic strongly convex minimization, which achieves the optimal convergence rate of $O(1/T)$ with $T$ iterative updates for…

Non-convex constrained optimizations are ubiquitous in robotic applications such as multi-agent navigation, UAV trajectory optimization, and soft robot simulation. For this problem class, conventional optimizers suffer from small step sizes…

Nonconvex optimization problems arise in different research fields and arouse lots of attention in signal processing, statistics and machine learning. In this work, we explore the accelerated proximal gradient method and some of its…

Coordinate update/descent algorithms are widely used in large-scale optimization due to their low per-iteration cost and scalability, but their behavior on infeasible or misspecified problems has not been much studied compared to the…

This paper presents fault-tolerant asynchronous Stochastic Gradient Descent (SGD) algorithms. SGD is widely used for approximating the minimum of a cost function $Q$, as a core part of optimization and learning algorithms. Our algorithms…

In this paper we analyze several new methods for solving nonconvex optimization problems with the objective function formed as a sum of two terms: one is nonconvex and smooth, and another is convex but simple and its structure is known.…

We propose the Block Coordinate Descent Network Simplex (BCDNS) method for solving large-scale discrete Optimal Transport (OT) problems. BCDNS integrates the Network Simplex (NS) algorithm with a block coordinate descent (BCD) strategy,…

In this paper we analyze the behaviour of the stochastic gradient descent (SGD), a widely used method in supervised learning for optimizing neural network weights via a minimization of non-convex loss functions. Since the pioneering work of…

This work considers the problem of computing the canonical polyadic decomposition (CPD) of large tensors. Prior works mostly leverage data sparsity to handle this problem, which is not suitable for handling dense tensors that often arise in…

Difference of Convex (DC) optimization problems have objective functions that are differences between two convex functions. Representative ways of solving these problems are the proximal DC algorithms, which require that the convex part of…

Stochastic compositional minimax problems are prevalent in machine learning, yet there are only limited established on the convergence of this class of problems. In this paper, we propose a formal definition of the stochastic compositional…

Large-scale optimization problems require algorithms both effective and efficient. One such popular and proven algorithm is Stochastic Gradient Descent which uses first-order gradient information to solve these problems. This paper studies…

This paper studies a class of convex Finite-sum Coupled Compositional Optimization (cFCCO) problems with applications including group distributionally robust optimization (GDRO) and learning with imbalanced data. To better address these…

Distributed nonconvex optimization problems underlie many applications in learning and autonomy, and such problems commonly face asynchrony in agents' computations and communications. When delays in these operations are bounded, they are…

Bandit Convex Optimization (BCO) is a fundamental framework for modeling sequential decision-making with partial information, where the only feedback available to the player is the one-point or two-point function values. In this paper, we…