arXiv research

Strongly convex bodies can be approximated by smooth ones.

In this paper, we prove that a strongly convex complex Finsler metric $F$ on a domain $D\subset\mathbb{C}^n$ is projectively flat (resp. dually flat) if and only if $F$ comes from a strongly convex complex Minkowski metric.

Sharp estimates for Finsler metrics in convex domains.

We consider the problem of minimizing the sum of an average function of a large number of smooth convex components and a general, possibly non-differentiable, convex function. Although many methods have been proposed to solve this problem with the assumption that the sum is strongly convex, few methods support the non-…

A multiobjective optimization problem is $C^r$ simplicial if the Pareto set and the Pareto front are $C^r$ diffeomorphic to a simplex and, under the $C^r$ diffeomorphisms, each face of the simplex corresponds to the Pareto set and the Pareto front of a subproblem, where $0\leq r\leq \infty$. In the paper titled "Topolo…

We propose an optimization method for minimizing the finite sums of smooth convex functions. Our method incorporates an accelerated gradient descent (AGD) and a stochastic variance reduction gradient (SVRG) in a mini-batch setting. Unlike SVRG, our method can be directly applied to non-strongly and strongly convex prob…

Many classical algorithms are found until several years later to outlive the confines in which they were conceived, and continue to be relevant in unforeseen settings. In this paper, we show that SVRG is one such method: being originally designed for strongly convex objectives, it is also very robust in non-strongly co…

The paper proves properties of complex Finsler metrics on specific domains.

For $J$-holomorphic mappings for a strongly pseudo-convex manifold, we prove elliptic regularity by the argument of boots-strapping.

Characterizes Anosov representations and strongly convex cocompact groups with eigenvalue gaps.

The Adam algorithm has become extremely popular for large-scale machine learning. Under convexity condition, it has been proved to enjoy a data-dependant $O(\sqrt{T})$ regret bound where $T$ is the time horizon. However, whether strong convexity can be utilized to further improve the performance remains an open problem…

The paper proves a Schwarz lemma for weakly Kähler-Finsler manifolds.

In this paper, we study locally strongly convex centroaffine hypersurfaces with parallel cubic form with respect to the Levi-Civita connection of the centroaffine metric. As the main result, we obtain a complete classification of such centroaffine hypersurfaces. The result of this paper is a centroaffine version of the…

In this paper, we establish a general inequality for locally strongly convex centroaffine hypersurfaces in $\mathbb{R}^{n+1}$ involving the norm of the covariant derivatives of both the difference tensor $K$ and the Tchebychev vector field $T$. Our result is optimal in that, applying our recent classification for local…

Stochastic gradient algorithms estimate the gradient based on only one or a few samples and enjoy low computational cost per iteration. They have been widely used in large-scale optimization problems. However, stochastic gradient algorithms are usually slow to converge and achieve sub-linear convergence rates, due to t…

The paper examines hyperbolicity in bounded strongly minimally convex domains in R^d.

A multiobjective optimization problem is simplicial if the Pareto set and front are homeomorphic to a simplex and, under the homeomorphisms, each face of the simplex corresponds to the Pareto set and front of a subproblem. In this paper, we show that strongly convex problems are simplicial under a mild assumption on th…

New study shows acceleration in hyperbolic spaces is impossible for strongly geodesically convex functions.

Improved SGD for non-strongly-convex regression with faster convergence.

Almost all local minima in neural networks are strongly convex.

New lower bounds for gradient methods in strongly convex finite-sum optimization.

We prove that Kobayashi isometries between strongly convex domains are holomorphic or anti-holomorphic. More precisely, let $n_1, n_2$ be positive integers and let $Ω_i \subset \C^{n_i}, \ i=1,2$, be bounded $C^3$ strongly convex domains. If $φ: (Ω_1, d^K_{Ω_1}) \rightarrow (Ω_2, d^K_{Ω_2})$ is an isometry, i.e. $ d^K_…

Characterizes Kähler-Berwald metrics on complex manifolds.

Paper solves minimax optimization gap with near-optimal algorithms.

SA algorithms control dynamic regret in non-stationary settings with strong convexity or exp-concavity.

New methods accelerate gradient descent for convex and strongly convex functions.

Drago optimizes DRO problems with faster convergence.

In large-scale distributed learning, security issues have become increasingly important. Particularly in a decentralized environment, some computing units may behave abnormally, or even exhibit Byzantine failures -- arbitrary and potentially adversarial behavior. In this paper, we develop distributed learning algorithm…

Study on projective orbifolds with ends and their deformation theory.

New algorithms minimize dynamic regret for strongly convex losses.

Study of convex hypersurfaces with specific curvature properties.

PURE-CD algorithm proves complexity bounds for convex-concave problems.

Paper improves differential privacy analysis for machine learning.

This work accelerates gradient descent with anytime convergence guarantees.

Convex optimization with sparsity-promoting convex regularization is a standard approach for estimating sparse signals in noise. In order to promote sparsity more strongly than convex regularization, it is also standard practice to employ non-convex optimization. In this paper, we take a third approach. We utilize a no…

In this paper, we consider stochastic dual coordinate (SDCA) {\em without} strongly convex assumption or convex assumption. We show that SDCA converges linearly under mild conditions termed restricted strong convexity. This covers a wide array of popular statistical models including Lasso, group Lasso, and logistic reg…

A lot of effort has been invested into characterizing the convergence rates of gradient based algorithms for non-linear convex optimization. Recently, motivated by large datasets and problems in machine learning, the interest has shifted towards distributed optimization. In this work we present a distributed algorithm …

Recently, many variance reduced stochastic alternating direction method of multipliers (ADMM) methods (e.g.\ SAG-ADMM, SDCA-ADMM and SVRG-ADMM) have made exciting progress such as linear convergence rates for strongly convex problems. However, the best known convergence rate for general convex problems is O(1/T) as opp…

Study smooths Finsler structures on Lie groups, proving extremal convergence.

In this paper, we develop a new accelerated stochastic gradient method for efficiently solving the convex regularized empirical risk minimization problem in mini-batch settings. The use of mini-batches is becoming a golden standard in the machine learning community, because mini-batch settings stabilize the gradient es…

The paper characterizes complex Finsler metrics invariant under U(n) and their properties.

New algorithm AG-OG optimizes separable convex-concave problems efficiently.

The study finds conditions for certain surfaces to have a specific type of metric.

A new method solves convex optimization problems on manifolds efficiently.

Epoch-GDA achieves optimal convergence rate for SCSC min-max problems.

This paper improves the convergence rates of bilevel optimization algorithms.

It has recently been shown that the problem of testing global convexity of polynomials of degree four is {strongly} NP-hard, answering an open question of N.Z. Shor. This result is minimal in the degree of the polynomial when global convexity is of concern. In a number of applications however, one is interested in test…

Paper solves robust convex problems with heavy-tailed noise.