arXiv Machine Learning

Smooth Quasar-Convex Optimization with Constraints

arXiv:2510. 01943v3 Announce Type: replace-cross Abstract: Quasar-convex functions form a broad nonconvex class with applications to linear dynamical systems, generalized linear models, and Riemannian optimization, among others.

arXiv Machine Learning
Jul 14

Lower Bound on the Cumulative Constrained Violation for the OGD+Projection algorithm for Constrained Online Convex Optimization (COCO)

arXiv:2607. 10808v1 Announce Type: new Abstract: The problem of constrained online convex optimization is considered, where at each round, once a learner commits to an action $x_t \in \mathcal{X} \subset \mathbb{R}^d$, a convex loss function $f_t$ and a convex constraint function $g_t$ that drives the constraint $g_t(x)\le 0$ are revealed.

By Haricharan Balasundaram, Karthick Krishna Mahendran, Rahul Vaze
Hugging Face Trending Papers
Jul 7

On the Condition Number Upper Bound of the L-BFGS Inverse Hessian Approximation Matrix with a Two-Sided Geometric Envelope Safeguarding Mechanism

The limited-memory BFGS (L-BFGS) algorithm is a cornerstone of large-scale optimization due to its linear memory and computational costs. However, in ill-conditioned or non-convex landscapes, the implicit inverse Hessian approximation can suffer from an exploding condition number, leading to numerical instability and degraded convergence.