This paper considers convex quadratic programs associated with the training of support vector machines (SVM). Exploiting the special structure of the SVM problem a new type of active set method with long cycles and stable rank-one-updates is proposed and tested (CMU: cycling method with updates). The structure of the problem allows for a repeated simple … Read more
This paper proposes a universal, optimal algorithm for convex minimization problems of the composite form $g_0(x)+h(g_1(x),\dots, g_m(x)) + u(x)$. We allow each $g_j$ to independently range from being nonsmooth Lipschitz to smooth, from convex to strongly convex, described by notions of H\”older continuous gradients and uniform convexity. Note that, although the objective is built from … Read more
We design and analyze primal-dual, feasible interior-point algorithms (IPAs) employing full Newton steps to solve convex optimization problems in standard conic form. Unlike most nonsymmetric cone programming methods, the algorithms presented in this paper require only a logarithmically homogeneous self-concordant barrier (LHSCB) of the primal cone, but compute feasible and \(\varepsilon\)-optimal solutions to both the … Read more
This paper investigates the convergence properties of the hypergradient descent method (HDM), a 25-year-old heuristic originally proposed for adaptive stepsize selection in stochastic first-order methods. We provide the first rigorous convergence analysis of HDM using the online learning framework of [Gao24] and apply this analysis to develop new state-of-the-art adaptive gradient methods with empirical and … Read more
Parameter estimation is a fundamental challenge in machine learning, crucial for tasks such as neural network weight fitting and Bayesian inference. This paper focuses on the complexity of estimating translation μ∈R^l and shrinkage σ∈R++ parameters for a distribution of the form (1/sigma^l) f_0((x−μ)/σ), where f_0 is a known density in R^l given n samples. We … Read more
We study a method that involves principally convex feasibility-seeking and makes secondary efforts of objective function value reduction. This is the well-known superiorization method (SM), where the iterates of an asymptotically convergent iterative feasibility-seeking algorithm are perturbed by objective function nonascent steps. We investigate the question under what conditions a sequence generated by an SM … Read more
We study the lift-and-project rank of the stable set polytope of graphs with respect to the Lovász–Schrijver SDP operator \( \text{LS}_+ \) applied to the fractional stable set polytope. In particular, we show that for every positive integer \( \ell \), the smallest possible graph with \( \text{LS}_+ \)-rank \( \ell \) contains \( 3\ell … Read more
This paper presents a novel restarted version of Nesterov’s accelerated gradient method and establishes its optimal iteration-complexity for solving convex smooth composite optimization problems. The proposed restart accelerated gradient method is shown to be a specific instance of the accelerated inexact proximal point framework introduced in “An accelerated hybrid proximal extragradient method for convex optimization … Read more
This paper studies the primal-dual convergence and iteration-complexity of proximal bundle methods for solving nonsmooth problems with convex structures. More specifically, we develop a family of primal-dual proximal bundle methods for solving convex nonsmooth composite optimization problems and establish the iteration-complexity in terms of a primal-dual gap. We also propose a class of proximal bundle … Read more
Many of the primal ingredients of convex optimization extend naturally from Euclidean to Hadamard spaces — nonpositively curved metric spaces like Euclidean, Hilbert, and hyperbolic spaces, metric trees, and more general CAT(0) cubical complexes. Linear structure, however, and the duality theory it supports are absent. Nonetheless, we introduce a new type of subgradient for convex … Read more