We study online optimization for a broad class of structured non-convex non-smooth problems where each loss is a composition of a difference-of-convex function with a smooth mapping, and the feasible region is defined by constraint functions of the same kind. We propose a time-smoothed proximal linear algorithm and a local-regret measure based on a proximal residual mapping.
arXiv:2607. 08954v1 Announce Type: cross Abstract: We study nonasymptotic convergence of primal-dual methods for a class of nonconvex constrained optimization problems with a convex-composite structure.
By Linglingzhi Zhu, Jiajin Li
arXiv:2607. 06883v1 Announce Type: cross Abstract: We consider the problem of finding stationary points for stochastic convex optimization problems.
By Felipe Areces, John Duchi, Malo Sommers
arXiv:2605. 07386v2 Announce Type: replace Abstract: \emph{Convex Optimization with Nested Evolving Feasible Sets (CONES)} is considered where the objective function \(f\) remains fixed but the feasible region evolves over time as a nested sequence \(S_1 \supseteq S_2 \supseteq \cdots \supseteq S_T\).
By Karthick Krishna M., Haricharan Balasundaram, Rahul Vaze
arXiv:2608. 15050v1 Announce Type: new Abstract: We study online convex optimization with dueling (pairwise comparison) feedback, where the learner observes only a binary preference between two queried points.
By Yiyang Lu, Hareshkumar Jadav, Mohammad Pedramfar, Ranveer Singh, Vaneet Aggarwal
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.
By David Mart\'inez-Rubio
arXiv:2608. 05460v1 Announce Type: cross Abstract: This work introduces a proximal stochastic subgradient method for minimizing the sum of an expected cost, whose integrand is potentially nonsmooth and nonconvex, and a lower semicontinuous, prox-bounded function.
By Felipe Atenas, Alejandro Jofr\'e, Pedro P\'erez-Aros, David Torregrosa-Bel\'en
arXiv:2504. 09951v2 Announce Type: replace-cross Abstract: We revisit a classical assumption for analyzing stochastic gradient algorithms where the squared norm of the stochastic subgradient (or the variance for smooth problems) is allowed to grow as fast as the squared norm of the optimization variable.
By Ahmet Alacaoglu, Yura Malitsky, Stephen J. Wright
arXiv:2607. 06723v1 Announce Type: cross Abstract: Most gradient-based optimization methods move parameters through a fixed background geometry, even when their internal states implicitly define changing notions of length, curvature, and preconditioning.
By Zavier Li
arXiv:2601. 21243v3 Announce Type: replace-cross Abstract: We consider max-min and min-max problems with objective functions that are possibly non-smooth, submodular with respect to the minimiser and concave with respect to the maximiser.
By Amir Ali Farzin, Yuen-Man Pun, Philipp Braun, Tyler Summers, Iman Shames
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:2607. 14731v1 Announce Type: new Abstract: Local SGD, also known as Federated Averaging, is a widely used distributed optimization algorithm.
By Kumar Kshitij Patel, Rustem Islamov, Sebastian U Stich, Aurelien Lucchi, Eduard Gorbunov, Lingxiao Wang