The paper introduces two parameter‑free Halpern fixed‑point algorithms that automatically exploit hidden contractivity without needing a prior estimate of the contraction factor. Both methods achieve explicit linear convergence rates for the fixed‑point residual and distance to the unique fixed point, with one variant using a line‑search to locally estimate the contraction factor. Extensions include parameter‑free Nesterov‑type variants and a Tikhonov‑regularized approach for cocoercive equations, yielding an iteration complexity of \(\mathcal{O}(\epsilon^{-1}\log(\epsilon^{-1}))\).
By Quoc Tran-Dinh, Pham Ngoc Anh, Ha Manh Tien
The paper introduces a conversion scheme that transforms regret-minimizing algorithms into fixed-point iterations, providing convergence guarantees derived from regret bounds. This framework generalizes the classical Krasnoselskii–Mann iterations, recovering them when applying Online Gradient Descent. By converting AdaGrad-based regret minimizers, the authors obtain new fixed-point iterations with adaptive guarantees, and numerical experiments show these AdaGrad-based iterations converge faster than traditional Krasnoselskii–Mann iterations.
By Joon Kwon
arXiv:2609.08133v1 Announce Type: cross
Abstract: In nonconvex optimization problems arising in geometric machine learning, data augmentation is commonly used to promote invariance by averaging empir...
By Behrooz Tahmasebi, Melanie Weber
The paper investigates sparse data augmentation for nonconvex optimization in geometric machine learning. It shows that using a small, fixed sample of transformations—obtained before optimization—allows gradient descent to achieve an ε‑stationary point of the fully augmented objective with ≤ O((log|G|+log(1/δ))/ε²) transformation queries. This is more efficient than both full augmentation and standard group‑SGD, which require O(1/ε⁴) queries.
arXiv:2508. 00775v2 Announce Type: replace-cross Abstract: The design of many classical optimization algorithms is driven by the certification of linear convergence rates over classes of optimization problems.
By Andrea Martin, Ian R. Manchester, Luca Furieri
arXiv:2608. 12665v1 Announce Type: cross Abstract: For solving nonconvex equality-constrained optimization problems, a recent Gradient-Eigenstep Algorithm by Goyens et al.
By Frank E. Curtis, Lingjun Guo, Daniel P. Robinson
arXiv:2609.14953v1 Announce Type: cross
Abstract: This paper aims to develop new and efficient distributed algorithms for solving a class of monotone inclusions, $0 \in \sum_{i=1}^n (G_ix + T_ix)$, o...
By Nghia Nguyen-Trung, Ion Necoara, Quoc Tran-Dinh
arXiv:2601. 16510v3 Announce Type: replace-cross Abstract: Solving massive-scale optimization problems requires scalable first-order methods with low per-iteration cost.
By Liping Tao, Xindi Tong, Chee Wei Tan
arXiv:2610.19444v1 Announce Type: cross
Abstract: Random reshuffling stochastic gradient descent (RR-SGD) is widely used for finite-sum optimization in machine learning. For convex $L$-smooth compone...
By Zijun Chen, Zihan Zhang
arXiv:2610. 35195v1 Announce Type: cross Abstract: We develop and analyze multilevel gradient-regularized Newton methods for unconstrained convex optimization with Lipschitz-continuous Hessians.
By Nick Tsipinakis, Matthias Voigt
arXiv:2606. 08993v1 Announce Type: new Abstract: We propose LEAF, a learning-enabled ADMM framework for accelerated convex optimization.
By Binh Nguyen, Trinh Tran, Truong X. Nghiem
arXiv:2607. 15412v2 Announce Type: replace Abstract: Multi-objective learning (MOL) aims to optimize multiple objectives simultaneously.
By Chentong Huang, Lisha Chen