相关论文: Separable convex optimization over indegree polyto…

Low-rank and nonsmooth matrix optimization problems capture many fundamental tasks in statistics and machine learning. While significant progress has been made in recent years in developing efficient methods for \textit{smooth} low-rank…

Recent studies have shown that many nonconvex machine learning problems satisfy a generalized-smooth condition that extends beyond traditional smooth nonconvex optimization. However, the existing algorithms are not fully adapted to such…

Second-order Newton-type algorithms that leverage the exact Hessian or its approximation are central to solve nonlinear optimization problems. However, their applications in solving large-scale nonconvex problems are hindered by three…

This paper treats the problem of minimizing a general continuously differentiable function subject to sparsity constraints. We present and analyze several different optimality criteria which are based on the notions of stationarity and…

Minimizing a convex function over the spectrahedron, i.e., the set of all positive semidefinite matrices with unit trace, is an important optimization task with many applications in optimization, machine learning, and signal processing. It…

We investigate a class of nonconvex optimization problems characterized by a feasible set consisting of level-bounded nonconvex regularizers, with a continuously differentiable objective. We propose a novel hybrid approach to tackle such…

Despite its important applications in Machine Learning, min-max optimization of nonconvex-nonconcave objectives remains elusive. Not only are there no known first-order methods converging even to approximate local min-max points, but the…

This paper presents a first-order distributed algorithm for solving a convex semi-infinite program (SIP) over a time-varying network. In this setting, the objective function associated with the optimization problem is a summation of a set…

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…

This paper focuses on finding a spanning tree of a graph to maximize the number of its internal vertices. We present an approximation algorithm for this problem which can achieve a performance ratio $\frac{4}{3}$ on undirected simple…

This study addresses some algorithms for solving structured unconstrained convex optimiza- tion problems using first-order information where the underlying function includes high-dimensional data. The primary aim is to develop an…

In this paper, we consider the minimization of a $C^2-$smooth and strongly convex objective depending on a given parameter, which is usually found in many practical applications. We suppose that we desire to solve the problem with some…

We consider a generalization of the densest subhypergraph problem where nonnegative rewards are given for including partial hyperedges in a dense subhypergraph. Prior work addressed this problem only in cases where reward functions are…

We give improved algorithms for maintaining edge-orientations of a fully-dynamic graph, such that the out-degree of each vertex is bounded. On one hand, we show how to orient the edges such that the out-degree of each vertex is proportional…

In this paper, we propose a proximal gradient method and an accelerated proximal gradient method for solving composite optimization problems, where the objective function is the sum of a smooth and a convex, possibly nonsmooth, function. We…

This paper addresses the problem of nonconvex nonsmooth decentralised optimisation in multi-agent networks with undirected connected communication graphs. Our contribution lies in introducing an algorithmic framework designed for the…

Greedy optimization methods such as Matching Pursuit (MP) and Frank-Wolfe (FW) algorithms regained popularity in recent years due to their simplicity, effectiveness and theoretical guarantees. MP and FW address optimization over the linear…

Many fundamental problems in machine learning can be formulated by the convex program \[ \min_{\theta\in R^d}\ \sum_{i=1}^{n}f_{i}(\theta), \] where each $f_i$ is a convex, Lipschitz function supported on a subset of $d_i$ coordinates of…

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 letter, we study distributed optimization, where a network of agents, abstracted as a directed graph, collaborates to minimize the average of locally-known convex functions. Most of the existing approaches over directed graphs are…