4 citations · 7 across the 19 of their papers we have counts for
23 papers
Facial distance and diameter
Antoine Deza, David Martínez-Rubio, Javier Peña +1
The facial distance of a polytope, equivalently its pyramidal width, is a geometric condition measure that appears in the convergence bounds for Frank--Wolfe algorithms. Peña and W…
Near-Optimal Acceleration for Smooth / Nondual Convex First-Order Oracle Optimization
David Martínez-Rubio, Brian Bullins, Cristóbal Guzmán +1
We study the optimization of convex objectives with -Hölder-continuous gradients in over , . (MG26) provides selectors with a movement bound fo…
Stable Movement for Nondual Lipschitz Convex Optimization: Efficiency and Nearly Optimal Oracle Rates
David Martínez-Rubio, Cristóbal Guzmán
We study efficient algorithms for realizing the first-order oracle complexity of optimization of -Lipschitz convex functions with respect to the -norm over an $\ell_{p…
The First-Order Oracle Complexity of Lipschitz Convex Optimization in Nondual Settings
David Martínez-Rubio, Brian Bullins, Cristóbal Guzmán +1
We study first-order black-box convex optimization over an -ball for objectives Lipschitz in the -norm, solving in the affirmative the nonsmooth version of the COLT…
Oracle Complexity of Stochastic Fixed-Point Equations with Nonexpansive Maps
Jelena Diakonikolas, Cristóbal Guzmán, David Martínez-Rubio
We study the oracle complexity of computing a point with small fixed-point residual , for a general norm and a self-map of a compact convex set.…
Optimal Gradient-Norm Minimization in Non-Euclidean Hölder-Smooth Convex Optimization
Nico Pelleriti, Maryam Shiran, David Martínez-Rubio +2
Minimizing gradients of a convex function is an important problem across optimization and learning tasks. The gradient provides a directly computable certificate of approximate sta…
Complexity of Classical Acceleration for -Regularized PageRank
Kimon Fountoulakis, David Martínez-Rubio
We study the degree-weighted work required to compute -regularized PageRank using the standard accelerated proximal-gradient method (FISTA). For non-accelerated methods (IS…
Neural Sum-of-Squares: Certifying the Nonnegativity of Polynomials with Transformers
Nico Pelleriti, Christoph Spiegel, Shiwei Liu +3
Certifying nonnegativity of polynomials is a well-known NP-hard problem with direct applications spanning non-convex optimization, control, robotics, and beyond. A sufficient condi…
Smooth Quasar-Convex Optimization with Constraints
David Martínez-Rubio
Quasar-convex functions form a broad nonconvex class with applications to linear dynamical systems, generalized linear models, and Riemannian optimization, among others. Current ne…
Linear Convergence of the Frank-Wolfe Algorithm over Product Polytopes
Gabriele Iommazzo, David Martínez-Rubio, Francisco Criado +2
We study the linear convergence of Frank-Wolfe algorithms over product polytopes. We analyze two condition numbers for the product polytope, namely the \emph{pyramidal width} and t…
Beyond Short Steps in Frank-Wolfe Algorithms
David Martínez-Rubio, Sebastian Pokutta
We introduce novel techniques to enhance Frank-Wolfe algorithms by leveraging function smoothness beyond traditional short steps. Our study focuses on Frank-Wolfe algorithms with s…
Implicit Riemannian Optimism with Applications to Min-Max Problems
Christophe Roux, David Martínez-Rubio, Sebastian Pokutta
We introduce a Riemannian optimistic online learning algorithm for Hadamard manifolds based on inexact implicit updates. Unlike prior work, our method can handle in-manifold constr…
Secant Line Search for Frank-Wolfe Algorithms
Deborah Hendrych, Mathieu Besançon, David Martínez-Rubio +1
We present a new step-size strategy based on the secant method for Frank-Wolfe algorithms. This strategy, which requires mild assumptions about the function under consideration, ca…
Black-Box Uniform Stability for Non-Euclidean Empirical Risk Minimization
Simon Vary, David Martínez-Rubio, Patrick Rebeschini
We study first-order algorithms that are uniformly stable for empirical risk minimization (ERM) problems that are convex and smooth with respect to -norms, . We propos…
Non-Euclidean High-Order Smooth Convex Optimization
Juan Pablo Contreras, Cristóbal Guzmán, David Martínez-Rubio
We develop algorithms for the optimization of convex objectives that have Hölder continuous -th derivatives by using a -th order oracle, for any . Our algorithms wo…
Convergence and Trade-Offs in Riemannian Gradient Descent and Riemannian Proximal Point
David Martínez-Rubio, Christophe Roux, Sebastian Pokutta
In this work, we analyze two of the most fundamental algorithms in geodesically convex optimization: Riemannian gradient descent and (possibly inexact) Riemannian proximal point. W…
Strong Convexity of Sets in Riemannian Manifolds
Damien Scieur, David Martínez-Rubio, Thomas Kerdreux +2
Curvature properties of convex objects, such as strong convexity, are important in designing and analyzing convex optimization algorithms in the Hilbertian or Riemannian settings.…
Open Problem: Polynomial linearly-convergent method for geodesically convex optimization?
Christopher Criscitiello, David Martínez-Rubio, Nicolas Boumal
Let be a Lipschitz and geodesically convex function defined on a -dimensional Riemannian manifold . Does there exist a first-o…
Accelerated Methods for Riemannian Min-Max Optimization Ensuring Bounded Geometric Penalties
David Martínez-Rubio, Christophe Roux, Christopher Criscitiello +1
In this work, we study optimization problems of the form , where is defined on a product Riemannian manifold and i…
Accelerated and Sparse Algorithms for Approximate Personalized PageRank and Beyond
David Martínez-Rubio, Elias Wirth, Sebastian Pokutta
It has recently been shown that ISTA, an unaccelerated optimization method, presents sparse updates for the -regularized personalized PageRank problem, leading to cheap ite…
Accelerated Riemannian Optimization: Handling Constraints with a Prox to Bound Geometric Penalties
David Martínez-Rubio, Sebastian Pokutta
We propose a globally-accelerated, first-order method for the optimization of smooth and (strongly or not) geodesically-convex functions in a wide class of Hadamard manifolds. We a…
Fast Algorithms for Packing Proportional Fairness and its Dual
Francisco Criado, David Martínez-Rubio, Sebastian Pokutta
The proportional fair resource allocation problem is a major problem studied in flow control of networks, operations research, and economic theory, where it has found numerous appl…
Global Riemannian Acceleration in Hyperbolic and Spherical Spaces
David Martínez-Rubio
We further research on the accelerated optimization phenomenon on Riemannian manifolds by introducing accelerated global first-order methods for the optimization of -smooth and…