Convex Sets

Randomized-subspace methods reduce the cost of first-order optimization by using only low-dimensional projected-gradient information, a feature that is attractive in forward-mode automatic differentiation and communication-limited settings. While Nesterov acceleration is well understood for full-gradient and coordinate-based methods, obtaining accelerated methods for general subspace sketches that use only projected-gradient information and can improve over full-dimensional Nesterov acceleration in oracle complexity is technically nontrivial. We develop randomized-subspace Nesterov accelerated gradient methods for smooth convex and smooth strongly convex optimization under matrix smoothness and generic sketch moment assumptions. The key technical ingredient is a three-sequence formulation tailored to matrix smoothness, which recovers the corresponding classical Nesterov methods in the full-dimensional case. The resulting theory establishes accelerated oracle-complexity guarantees and makes explicit how matrix smoothness and the sketch distribution enter the complexity. It also provides a unified basis for comparing sketch families and identifying when randomized-subspace acceleration improves over full-dimensional Nesterov acceleration in oracle complexity.

Convex free regions provide a structured and optimization-friendly representation of collision-free space for robot navigation in unknown and cluttered environments. However, existing methods typically enlarge local collision-free regions mainly according to surrounding obstacle geometry. In cluttered environments, such strategies may fail to generate regions that both accommodate robot geometry and preserve traversable extension along candidate motion directions, thereby limiting downstream traversal, especially in narrow passages. Even when such a region is available, safe motion generation remains challenging, because safety checking at discretized trajectory samples does not guarantee continuously collision-free motion when robot geometry is modeled explicitly. To address these issues, we propose a navigation framework that jointly incorporates candidate motion directions and robot geometry into convex free-region generation, and achieves continuously collision-free motion through continuous-safe trajectory generation. Within each region, the framework performs geometry-aware target pose selection and trajectory generation, together with Lipschitz-based continuous safety certification and local refinement. The resulting free regions and candidate motions are maintained in a region-based graph to support incremental planning. Quantitative results in cluttered 2D navigation scenarios show that the proposed method generates free regions better aligned with downstream traversal and enables reliable collision-free navigation, while additional 3D and real-world experiments on a quadrupedal robot and a UAV demonstrate the extensibility and practical applicability of the framework. The open-source project can be found at https://github.com/ZhichengSong6/FRGraph.

Many neural network (NN) verification systems represent the network's input-output relation as a constraint program. Sound and complete, representations involve integer constraints, for simulating the activations. Recent works convexly relax the integer constraints, improving performance, at the cost of soundness. Convex relaxations consider outputs that are unreachable by the original network. We study the worst case divergence between the original network and its convex relaxations; both qualitatively and quantitatively. The relaxations' space forms a lattice, where the top element corresponds to a full relaxation, with every neuron linearized. The bottom element corresponds to the original network. We provide analytical upper and lower bounds for the $\ell_\infty$-distance between the fully relaxed and original outputs. This distance grows exponentially, w.r.t. the network's depth, and linearly w.r.t. the input's radius. The misclassification probability exhibits a step-like behavior, w.r.t. input radius. Our results are supported by experiments on MNIST, Fashion MNIST and random networks.

Analysis of Stochastic Gradient Descent (SGD) and its variants typically relies on the assumption of uniformly bounded variance, a condition that frequently fails in practical non-convex settings, such as neural network training, as well as in several elementary optimization settings. While several relaxations are explored in the literature, the Blum-Gladyshev (BG-0) condition, which permits the variance to grow quadratically with distance has recently been shown to be the weakest condition. However, the study of the oracle complexity of stochastic first-order non-convex optimization under BG-0 has remained underexplored. In this paper, we address this gap and establish information-theoretic lower bounds, proving that finding an $ε$-stationary point requires $Ω(ε^{-6})$ stochastic BG-0 oracle queries for smooth functions and $Ω(ε^{-4})$ queries under mean-square smoothness. These limits demonstrate an unavoidable degradation from classical bounded-variance complexities, i.e., $Ω(ε^{-4})$ and $Ω(ε^{-3})$ for smooth and mean-square smooth cases, respectively. To match these lower bounds, we consider Proximally Anchored STochastic Approximation (PASTA), a unified algorithmic framework that couples Halpern anchoring with Tikhonov regularization to dynamically mitigate the extra variance explosion term permitted by the BG-0 oracle. We prove that PASTA achieves minimax optimal complexities across numerous non-convex regimes, including standard smooth, mean-square smooth, weakly convex, star-convex, and Polyak-Lojasiewicz functions, entirely under an unbounded domain and unbounded stochastic gradients.

We consider the problems of \emph{learning} and \emph{testing} real-valued convex functions over Gaussian space. Despite the extensive study of function convexity across mathematics, statistics, and computer science, its learnability and testability have largely been examined only in discrete or restricted settings -- typically with respect to the Hamming distance, which is ill-suited for real-valued functions. In contrast, we study these problems in high dimensions under the standard Gaussian measure, assuming sample access to the function and a mild smoothness condition, namely Lipschitzness. A smoothness assumption is natural and, in fact, necessary even in one dimension: without it, convexity cannot be inferred from finitely many samples. As our main results, we give: - Learning Convex Functions: An agnostic proper learning algorithm for Lipschitz convex functions that achieves error $\varepsilon$ using $n^{O(1/\varepsilon^2)}$ samples, together with a complementary lower bound of $n^{\mathrm{poly}(1/\varepsilon)}$ samples in the \emph{correlational statistical query (CSQ)} model. - Testing Convex Functions: A tolerant (two-sided) tester for convexity of Lipschitz functions with the same sample complexity (as a corollary of our learning result), and a one-sided tester (which never rejects convex functions) using $O(\sqrt{n}/\varepsilon)^n$ samples.

Beside the standard stochastic gradient descent (SGD) method, the Adam optimizer due to Kingma & Ba (2014) is currently probably the best-known optimization method for the training of deep neural networks in artificial intelligence (AI) systems. Despite the popularity and the success of Adam it remains an \emph{open research problem} to provide a rigorous convergence analysis for Adam even for the class of strongly convex SOPs. In one of the main results of this work we establish convergence rates for Adam in terms of the number of gradient steps (convergence rate \nicefrac{1}{2} w.r.t. the size of the learning rate), the size of the mini-batches (convergence rate 1 w.r.t. the size of the mini-batches), and the size of the second moment parameter of Adam (convergence rate 1 w.r.t. the distance of the second moment parameter to 1) for the class of strongly convex SOPs. In a further main result of this work, which we refer to as \emph{Adam symmetry theorem}, we illustrate the optimality of the established convergence rates by proving for a special class of simple quadratic strongly convex SOPs that Adam converges as the number of gradient steps increases to infinity to the solution of the SOP (the unique minimizer of the strongly convex objective function) if and \emph{only} if the random variables in the SOP (the data in the SOP) are \emph{symmetrically distributed}. In particular, in the standard case where the random variables in the SOP are not symmetrically distributed we \emph{disprove} that Adam converges to the minimizer of the SOP as the number of Adam steps increases to infinity. We also complement the conclusions of our convergence analysis and the Adam symmetry theorem by several numerical simulations that indicate the sharpness of the established convergence rates and that illustrate the practical appearance of the phenomena revealed in the \emph{Adam symmetry theorem}.

Quasar-convex functions form a broad nonconvex class with applications to linear dynamical systems, generalized linear models, and Riemannian optimization, among others. Current nearly optimal algorithms work only in affine spaces due to the loss of one degree of freedom when working with general convex constraints. Obtaining an accelerated algorithm that makes nearly optimal $\widetilde{O}(1/(γ\sqrt{\varepsilon}))$ first-order queries to a $γ$-quasar convex smooth function \emph{with constraints} was independently asked as an open problem in Martínez-Rubio (2022); Lezane, Langer, and Koolen (2024). In this work, we solve this question by designing an inexact accelerated proximal point algorithm that we implement using a first-order method achieving the aforementioned rate and, as a consequence, we improve the complexity of the accelerated geodesically Riemannian optimization solution in Martínez-Rubio (2022). We also analyze projected gradient descent and Frank-Wolfe algorithms in this constrained quasar-convex setting. To the best of our knowledge, our work provides the first analyses of first-order methods for quasar-convex smooth functions with general convex constraints.

The ProbAbilistic Gradient Estimator algorithm (PAGE), a stochastic algorithm introduced by Li et al. in 2021, was designed to find stationary points for the average of smooth nonconvex functions. In this work, we study PAGE within the broad framework of $τ$-weakly convex functions, providing a continuous interpolation between the general nonconvex $L$-smooth regime ($τ=L$) and the convex regime ($τ=0$). We establish new convergence rates for PAGE, showing that its complexity improves as $τ$ decreases.

Normative theories allow one to elicit key parts of a ML algorithm from first principles, which is crucial at a time of championed scrutiny for ML work. Direct Preference Optimization (DPO) cleverly bypasses reward modeling by making an explicit link with a specific normative model of human choice. Our paper elevates this connection to the full generality of DPO's normative framework. Getting there requires reworking human choice theory's textbook path for a better RLHF/ML fit. It elevates the connection to a remarkably broad viewpoint on preference optimization, considering the current panorama of DPO follow-ups. It also unveils unexpected riches for ML, chief among which the support for non-convex losses, the fact that any compliant ML analytical choice can be embedded with any human choice model, and a normative framework's umbrella wide enough to safeguard DPO's extensions (margins, length correction, ...). A toy experiment ``far away'' from the DPO crowd is given.

This paper explores the performance of a random Gaussian smoothing zeroth-order (ZO) scheme for minimising quasar-convex (QC) and strongly quasar-convex (SQC) functions in both unconstrained and constrained settings. For the unconstrained problem, we establish the ZO algorithm's convergence to a global minimum along with its complexity when applied to both QC and SQC functions. For the constrained problem, we introduce the new notion of proximal-quasar-convexity and prove analogous results to the unconstrained case. Specifically, we derive complexity bounds and prove convergence of the algorithm to a neighbourhood of a global minimum whose size can be controlled under a variance reduction scheme. Beyond the theoretical guarantees, we demonstrate the practical implications of our results on several machine learning problems where quasar-convexity naturally arises, including linear dynamical system identification and generalised linear models.

In the classical best approximation pair (BAP) problem, one is given two nonempty, closed, convex and disjoint subsets in a finite- or an infinite-dimensional Hilbert space, and the goal is to find a pair of points, each from each subset, which realizes the distance between the subsets. Motivated by our recent algorithm for solving the BAP problem [Censor, Mansour, Reem, J. Approx. Theory (2024)], we discuss the problem in more general normed spaces and with possibly non-convex subsets, and focus our attention on the fundamental issues of uniqueness and existence of the solution to the problem. We present several sufficient geometric conditions for the (at most) uniqueness of a BAP. These conditions are related to the structure and the relative orientation of the boundaries of the subsets and to the norm. We also present many sufficient conditions for the existence of a BAP. In general, the paper re-examines several aspects related to the BAP problem, including the historical one, and shows, probably for the first time, how wide is the scope of the BAP problem in terms of the scientific communities which are involved in it (frequently independently) and in terms of its applications.

The Moving Target Vehicle Routing Problem with Obstacles (MT-VRP-O) seeks trajectories for several agents that collectively intercept a set of moving targets. Each target has one or more time windows where it can be visited, and the agents must avoid static obstacles and satisfy speed and capacity constraints. Previously studied VRPs are often addressed using a framework called branch-and-price. This framework requires computing the cost for a single agent to visit a given sequence of target-time window pairings, for several candidate sequences. These sequences are called tours. Computing tour costs is more expensive in the MT-VRP-O than in previously studied VRPs due to the presence of both moving targets and static obstacles. Thus, we introduce a new exact algorithm, Lazy Branch-and-Price with Relaxed Continuity (Lazy BPRC), for the MT-VRP-O. The key idea in Lazy BPRC is to use cheap-to-compute lower bounds on tour costs where costs are traditionally used, and lazily update lower bounds to true costs. When computing a tour's true cost is needed, we do so by searching for a shortest path on a graph of convex sets, and we introduce a new heuristic to accelerate the search. We demonstrate that Lazy BPRC runs up to an order of magnitude faster than two ablations.