arXiv Machine Learning

Bregman Linearized Augmented Lagrangian Method for Nonconvex Constrained Stochastic Zeroth-order Optimization

arXiv:2504. 09409v2 Announce Type: replace-cross Abstract: In this paper, we study nonconvex constrained stochastic zeroth-order optimization problems, for which we have access to exact information of constraints and noisy function values of the objective.

arXiv Machine Learning
Oct 5

Variance-reduced accelerated methods for decentralized stochastic double-regularized nonconvex strongly-concave minimax problems

arXiv:2307. 07113v2 Announce Type: replace-cross Abstract: In this paper, we consider the decentralized, stochastic nonconvex strongly-concave (NCSC) minimax problem with nonsmooth regularization terms on both primal and dual variables, wherein a network of $m$ computing agents collaborate via peer-to-peer communications.

By Gabriel Mancino-Ball, Muhammad Khan, Yangyang Xu