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07/29/2023
Faster Stochastic Algorithms for Minimax Optimization under Polyak–Łojasiewicz Conditions
This paper considers stochastic first-order algorithms for minimax optim...
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06/30/2023
Accelerating Inexact HyperGradient Descent for Bilevel Optimization
We present a method for solving general nonconvex-strongly-convex bileve...
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01/16/2023
Faster Gradient-Free Algorithms for Nonsmooth Nonconvex Stochastic Optimization
We consider the optimization problem of the form min_x ∈ℝ^d f(x) ≜𝔼_ξ [F...
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12/05/2022
A Simple and Efficient Stochastic Algorithm for Decentralized Nonconvex-Strongly-Concave Minimax Optimization
This paper studies the stochastic optimization for decentralized nonconv...
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10/25/2022
An Optimal Stochastic Algorithm for Decentralized Nonconvex Finite-sum Optimization
This paper studies the synchronized decentralized nonconvex optimization...
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08/11/2022
Near-Optimal Algorithms for Making the Gradient Small in Stochastic Minimax Optimization
We study the problem of finding a near-stationary point for smooth minim...
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02/01/2022
Decentralized Stochastic Variance Reduced Extragradient Method
This paper studies decentralized convex-concave minimax optimization pro...
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11/04/2021
Quasi-Newton Methods for Saddle Point Problems
This paper studies quasi-Newton methods for solving strongly-convex-stro...
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10/10/2021
Finding Second-Order Stationary Point for Nonconvex-Strongly-Concave Minimax Problem
We study the smooth minimax optimization problem of the form min_ xmax_ ...
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10/21/2020
Efficient Projection-Free Algorithms for Saddle Point Problems
The Frank-Wolfe algorithm is a classic method for constrained optimizati...
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09/05/2020
Revisiting Co-Occurring Directions: Sharper Analysis and Efficient Algorithm for Sparse Matrices
We study the streaming model for approximate matrix multiplication (AMM)...
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09/13/2019
A Stochastic Proximal Point Algorithm for Saddle-Point Problems
We consider saddle point problems which objective functions are the aver...
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08/22/2019
A General Analysis Framework of Lower Complexity Bounds for Finite-Sum Optimization
This paper studies the lower bound complexity for the optimization probl...
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02/27/2017
A Unifying Framework for Convergence Analysis of Approximate Newton Methods
Many machine learning models are reformulated as optimization problems. ...
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01/31/2016