Recent theoretical advances in non-convex optimization

M Danilova, P Dvurechensky, A Gasnikov… - … and Probability: With a …, 2022 - Springer
Motivated by recent increased interest in optimization algorithms for non-convex
optimization in application to training deep neural networks and other optimization problems …

Averaging on the Bures-Wasserstein manifold: dimension-free convergence of gradient descent

J Altschuler, S Chewi, PR Gerber… - Advances in Neural …, 2021 - proceedings.neurips.cc
We study first-order optimization algorithms for computing the barycenter of Gaussian
distributions with respect to the optimal transport metric. Although the objective is …

Decentralized distributed optimization for saddle point problems

A Rogozin, A Beznosikov, D Dvinskikh… - arXiv preprint arXiv …, 2021 - arxiv.org
We consider distributed convex-concave saddle point problems over arbitrary connected
undirected networks and propose a decentralized distributed algorithm for their solution. The …

Recent theoretical advances in decentralized distributed convex optimization

E Gorbunov, A Rogozin, A Beznosikov… - … and Probability: With a …, 2022 - Springer
In the last few years, the theory of decentralized distributed convex optimization has made
significant progress. The lower bounds on communications rounds and oracle calls have …

Metalearning-based alternating minimization algorithm for nonconvex optimization

JY Xia, S Li, JJ Huang, Z Yang… - … on Neural Networks …, 2022 - ieeexplore.ieee.org
In this article, we propose a novel solution for nonconvex problems of multiple variables,
especially for those typically solved by an alternating minimization (AM) strategy that splits …

Accelerated Bregman primal-dual methods applied to optimal transport and Wasserstein Barycenter problems

A Chambolle, JP Contreras - SIAM Journal on Mathematics of Data Science, 2022 - SIAM
This paper discusses the efficiency of Hybrid Primal-Dual (HPD) type algorithms to
approximately solve discrete Optimal Transport (OT) and Wasserstein Barycenter (WB) …

Mirror sinkhorn: Fast online optimization on transport polytopes

M Ballu, Q Berthet - International Conference on Machine …, 2023 - proceedings.mlr.press
Optimal transport is an important tool in machine learning, allowing to capture geometric
properties of the data through a linear program on transport polytopes. We present a single …

Importance sparsification for sinkhorn algorithm

M Li, J Yu, T Li, C Meng - Journal of Machine Learning Research, 2023 - jmlr.org
Sinkhorn algorithm has been used pervasively to approximate the solution to optimal
transport (OT) and unbalanced optimal transport (UOT) problems. However, its practical …

Analysis of Kernel Mirror Prox for Measure Optimization

P Dvurechensky, JJ Zhu - International Conference on …, 2024 - proceedings.mlr.press
By choosing a suitable function space as the dual to the non-negative measure cone, we
study in a unified framework a class of functional saddle-point optimization problems, which …

On the efficiency of entropic regularized algorithms for optimal transport

T Lin, N Ho, MI Jordan - Journal of Machine Learning Research, 2022 - jmlr.org
We present several new complexity results for the entropic regularized algorithms that
approximately solve the optimal transport (OT) problem between two discrete probability …