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We present a totally asynchronous algorithm for convex optimization that is based on a novel generalization of Nesterov's accelerated gradient method. This algorithm is developed for fast convergence under "total asynchrony," i.e., allowing…

最优化与控制 · 数学 2024-06-17 Ellie Pond , April Sebok , Zachary Bell , Matthew Hale

We propose a general scheme for solving convex and non-convex optimization problems on manifolds. The central idea is that, by adding a multiple of the squared retraction distance to the objective function in question, we "convexify" the…

统计计算 · 统计学 2020-10-20 Lizhen Lin , Bayan Saparbayeva , Michael Minyi Zhang , David B. Dunson

We propose a Riemannian version of Nesterov's Accelerated Gradient algorithm (RAGD), and show that for geodesically smooth and strongly convex problems, within a neighborhood of the minimizer whose radius depends on the condition number as…

最优化与控制 · 数学 2018-06-08 Hongyi Zhang , Suvrit Sra

We consider the decentralized optimization problem, where a network of $n$ agents aims to collaboratively minimize the average of their individual smooth and convex objective functions through peer-to-peer communication in a directed graph.…

最优化与控制 · 数学 2023-12-07 Zhuoqing Song , Lei Shi , Shi Pu , Ming Yan

For strongly convex objectives that are smooth, the classical theory of gradient descent ensures linear convergence relative to the number of gradient evaluations. An analogous nonsmooth theory is challenging. Even when the objective is…

最优化与控制 · 数学 2023-01-19 X. Y. Han , Adrian S. Lewis

For the composite multi-objective optimization problem composed of two nonsmooth terms, a smoothing method is used to overcome the nonsmoothness of the objective function, making the objective function contain at most one nonsmooth term.…

最优化与控制 · 数学 2025-03-18 Huang Chengzhi

This paper studies an acceleration technique for incremental aggregated gradient ({\sf IAG}) method through the use of \emph{curvature} information for solving strongly convex finite sum optimization problems. These optimization problems of…

最优化与控制 · 数学 2020-03-02 Hoi-To Wai , Wei Shi , Cesar A. Uribe , Angelia Nedich , Anna Scaglione

In this paper we consider solving saddle point problems using two variants of Gradient Descent-Ascent algorithms, Extra-gradient (EG) and Optimistic Gradient Descent Ascent (OGDA) methods. We show that both of these algorithms admit a…

最优化与控制 · 数学 2019-09-06 Aryan Mokhtari , Asuman Ozdaglar , Sarath Pattathil

It is desirable in many multi-objective machine learning applications, such as multi-task learning with conflicting objectives and multi-objective reinforcement learning, to find a Pareto solution that can match a given preference of a…

机器学习 · 计算机科学 2024-02-19 Xiaoyuan Zhang , Xi Lin , Qingfu Zhang

Recent works by Bot-Fadili-Nguyen (arXiv:2510.22715) and by Jang-Ryu (arXiv:2510.23513) resolve long-standing iterate convergence questions for accelerated (proximal) gradient methods. In particular, Bot-Fadili-Nguyen prove weak convergence…

最优化与控制 · 数学 2025-11-11 Walaa M. Moursi , Andrew Naguib , Viktor Pavlovic , Stephen A. Vavasis

Parametric manifold optimization problems frequently arise in various machine learning tasks, where state functions are defined on infinite-dimensional manifolds. We propose a unified accelerated natural gradient descent (ANGD) framework to…

最优化与控制 · 数学 2025-04-09 Chenyi Li , Shuchen Zhu , Zhonglin Xie , Zaiwen Wen

This paper considers the distributed optimization problem over a network, where the objective is to optimize a global function formed by a sum of local functions, using only local computation and communication. We develop an Accelerated…

最优化与控制 · 数学 2020-06-02 Guannan Qu , Na Li

In this paper, we introduce, in a Hilbert space setting, a second order dynamical system with asymptotically vanishing damping and vanishing Tikhonov regularization that approaches a multiobjective optimization problem with convex and…

最优化与控制 · 数学 2025-06-30 Radu Ioan Bot , Konstantin Sonntag

We propose AdaNAG, an adaptive accelerated gradient method based on Nesterov's accelerated gradient method. AdaNAG is line-search-free, parameter-free, and achieves the accelerated convergence rates $f(x_k) - f_\star =…

最优化与控制 · 数学 2025-05-20 Jaewook J. Suh , Shiqian Ma

We study the iteration complexity of the optimistic gradient descent-ascent (OGDA) method and the extra-gradient (EG) method for finding a saddle point of a convex-concave unconstrained min-max problem. To do so, we first show that both…

最优化与控制 · 数学 2020-09-30 Aryan Mokhtari , Asuman Ozdaglar , Sarath Pattathil

In this paper, we deal with the Front Steepest Descent algorithm for multi-objective optimization. We point out that the algorithm from the literature is often incapable, by design, of spanning large portions of the Pareto front. We thus…

最优化与控制 · 数学 2023-03-17 Matteo Lapucci , Pierluigi Mansueto

We consider optimization problems over the Stiefel manifold whose objective function is the summation of a smooth function and a nonsmooth function. Existing methods for solving this kind of problems can be classified into three classes.…

最优化与控制 · 数学 2019-05-14 Shixiang Chen , Shiqian Ma , Anthony Man-Cho So , Tong Zhang

Interpreting gradient methods as fixed-point iterations, we provide a detailed analysis of those methods for minimizing convex objective functions. Due to their conceptual and algorithmic simplicity, gradient methods are widely used in…

机器学习 · 统计学 2017-08-16 Alexander Jung

In convex optimization, there is an {\em acceleration} phenomenon in which we can boost the convergence rate of certain gradient-based algorithms. We can observe this phenomenon in Nesterov's accelerated gradient descent, accelerated mirror…

最优化与控制 · 数学 2015-09-14 Andre Wibisono , Ashia C. Wilson

Memory-efficient optimization methods have recently gained increasing attention for scaling full-parameter training of large language models under the GPU-memory bottleneck. Existing approaches either lack clear convergence guarantees, or…

机器学习 · 计算机科学 2026-03-11 Hui Yang , Tao Ren , Jinyang Jiang , Wan Tian , Yijie Peng