114 citations · 664 across the 92 of their papers we have counts for
5 papers · 2 filters
The rate of convergence of Bregman proximal methods: Local geometry vs. regularity vs. sharpness
Waïss Azizian, Franck Iutzeler, Jérôme Malick +1
We examine the last-iterate convergence rate of Bregman proximal methods - from mirror descent to mirror-prox and its optimistic variants - as a function of the local geometry indu…
Explicit Second-Order Min-Max Optimization: Practical Algorithms and Complexity Analysis
Tianyi Lin, Panayotis Mertikopoulos, Michael I. Jordan
We propose and analyze several inexact regularized Newton-type methods for finding a global saddle point of convex-concave unconstrained min-max optimization problems. Compared to…
Pick your Neighbor: Local Gauss-Southwell Rule for Fast Asynchronous Decentralized Optimization
Marina Costantini, Nikolaos Liakopoulos, Panayotis Mertikopoulos +1
In decentralized optimization environments, each agent in a network of nodes has its own private function , and nodes communicate with their neighbors to cooperatively…
A universal black-box optimization method with almost dimension-free convergence rate guarantees
Kimon Antonakopoulos, Dong Quan Vu, Vokan Cevher +2
Universal methods for optimization are designed to achieve theoretically optimal convergence rates without any prior knowledge of the problem's regularity parameters or the accurar…
Riemannian stochastic approximation algorithms
Mohammad Reza Karimi, Ya-Ping Hsieh, Panayotis Mertikopoulos +1
We examine a wide class of stochastic approximation algorithms for solving (stochastic) nonlinear problems on Riemannian manifolds. Such algorithms arise naturally in the study of…