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math.OC2025
Improved Rates for Stochastic Variance-Reduced Difference-of-Convex Algorithms
Anh Duc Nguyen, Alp Yurtsever, Suvrit Sra +1
In this work, we propose and analyze DCA-PAGE, a novel algorithm that integrates the difference-of-convex algorithm (DCA) with the ProbAbilistic Gradient Estimator (PAGE) to solve…
math.OC2025
Linearly Convergent Algorithms for Nonsmooth Problems with Unknown Smooth Regions
Zhe Zhang, Suvrit Sra
We develop efficient algorithms for optimizing piecewise smooth (PWS) functions when their smooth regions are \emph{unknown} to the algorithm. For convex PWS functions satisfying a…
math.OC2025
Revisiting Frank-Wolfe for Structured Nonconvex Optimization
Hoomaan Maskan, Yikun Hou, Suvrit Sra +1
We introduce a new projection-free (Frank-Wolfe) method for optimizing structured nonconvex functions that are expressed as a difference of two convex functions. This problem class…