arXiv subjects

Daniel P. Robinson

Publications and source records attributed to Daniel P. Robinson.

At least 19 recordsLinked to original sources

arXiv2026

A Local-Linearly Convergent Algorithm for Nonconvex Equality-Constrained Optimization

For solving nonconvex equality-constrained optimization problems, a recent Gradient-Eigenstep Algorithm by Goyens et al.~is an iteration-efficient approach, based on minimizing Fletcher's augmented Lagrangian function, for finding an approximate second-order stationary point from an arbitrary starting point. In this paper, the analysis of this algorithm is extended, offering a two-fold contribution. First, it is shown that a local-linear rate of convergence can be obtained by this method if it is initiated sufficiently close to a strong second-order stationary point and employs a sufficiently small step-size parameter and sufficiently large penalty parameter. In this case, the algorithm reduces to a gradient descent algorithm applied to minimize Fletcher's augmented Lagrangian. Second, as a particularly useful application of the first result, it is shown that the Gradient-Eigenstep algorithm can be used as an iteration-efficient subproblem solver in the context of a progressive sampling strategy for solving equality-constrained optimization problems when the objective and constraint functions are defined by large sample averages, ultimately offering an algorithm with an improved worst-case sample complexity when compared to an approach that solves a full-sample problem directly.

math.OC↗

arXiv2026

Progressively Sampled Equality-Constrained Optimization

An algorithm is proposed, analyzed, and tested for solving continuous nonlinear-equality-constrained optimization problems where the objective and constraint functions are defined by expectations or averages over large, finite numbers of terms. The main idea of the algorithm is to solve a sequence of related problems, each involving finite samples of objective- and constraint-function terms, over which the sample sets grow progressively. Under assumptions about the problem functions and their first- and second-order derivatives that are reasonable in real-world settings of interest, it is shown that -- with sufficiently large initial sample sizes -- solving a sequence of problems defined through progressive sampling yields a better worst-case sample complexity bound compared to solving a single problem with the full sets of samples. The results of numerical experiments with a set of test problems demonstrate that the proposed approach can be effective in practice.

math.OC↗

arXiv2026

Robust Server Defense Against Unreliable Clients in One-Shot Fair Collaborative Machine Learning

Collaborative machine learning (CML) enables multiple clients to train a global model jointly in a data-distributed setting. To address data privacy and communication efficiency, one-shot CML has been increasingly adopted, where clients communicate with the server only once by sharing synthetic or processed proxy data. This single-round communication, however, eliminates the possibility of iterative correction at the server, making the learning process particularly vulnerable to client unreliability. In this setting, unreliable clients, whether malicious or non-malicious, may provide biased proxy data that favors certain groups, thereby degrading the fairness of the global model and harming minority or unprivileged groups. In this work, we propose a server-side defense framework based on a bilevel optimization formulation. The proposed approach learns client-level weights to mitigate the influence of biased client proxy data while enforcing fairness constraints by using a very small trusted root dataset available at the server. Experimental results on benchmark datasets show that our method improves fairness with little accuracy loss under biased proxy data contributions from unreliable clients. Moreover, the proposed approach remains effective even when unreliable clients make up a majority of the system, consistently outperforming other existing methods.

cs.LG↗

arXiv2026

A Proximal-Gradient Method for Solving Regularized Optimization Problems with General Constraints

We propose, analyze, and test a proximal-gradient method for solving regularized optimization problems with general constraints. The method employs a decomposition strategy to compute trial steps and uses a merit function to determine step acceptance or rejection. Under various assumptions, we establish a worst-case iteration complexity result, prove that limit points are first-order KKT points, and show that manifold identification and active-set identification properties hold. Preliminary numerical experiments on a subset of the CUTEst test problems and sparse canonical correlation analysis problems demonstrate the promising performance of our approach.

math.OC↗

arXiv2025

Active-Set Identification in Noisy and Stochastic Optimization

Identifying active constraints from a point near an optimal solution is important both theoretically and practically in constrained continuous optimization, as it can help identify optimal Lagrange multipliers and essentially reduces an inequality-constrained problem to an equality-constrained one. Traditional active-set identification guarantees have been proved under assumptions of smoothness and constraint qualifications, and assume exact function and derivative values. This work extends these results to settings when both objective and constraint function and derivative values have deterministic or stochastic noise. Two strategies are proposed that, under mild conditions, are proved to identify the active set of a local minimizer correctly when a point is close enough to the local minimizer and the noise is sufficiently small. Guarantees are also stated for the use of active-set identification strategies within a stochastic algorithm. We demonstrate our findings with two simple illustrative examples and a more realistic constrained neural-network training task.

math.OC↗

arXiv2025

Fair Supervised Learning Through Constraints on Smooth Nonconvex Unfairness-Measure Surrogates

A new strategy for fair supervised machine learning is proposed. The main advantages of the proposed strategy as compared to others in the literature are as follows. (a) We introduce a new smooth nonconvex surrogate to approximate the Heaviside functions involved in discontinuous unfairness measures. The surrogate is based on smoothing methods from the optimization literature, and is new for the fair supervised learning literature. The surrogate is a tight approximation which ensures the trained prediction models are fair, as opposed to other (e.g., convex) surrogates that can fail to lead to a fair prediction model in practice. (b) Rather than rely on regularizers (that lead to optimization problems that are difficult to solve) and corresponding regularization parameters (that can be expensive to tune), we propose a strategy that employs hard constraints so that specific tolerances for unfairness can be enforced without the complications associated with the use of regularization. (c) Our proposed strategy readily allows for constraints on multiple (potentially conflicting) unfairness measures at the same time. Multiple measures can be considered with a regularization approach, but at the cost of having even more difficult optimization problems to solve and further expense for tuning. By contrast, through hard constraints, our strategy leads to optimization models that can be solved tractably with minimal tuning.

cs.LG↗

arXiv2025

Automatic Joint Structured Pruning and Quantization for Efficient Neural Network Training and Compression

Structured pruning and quantization are fundamental techniques used to reduce the size of deep neural networks (DNNs) and typically are applied independently. Applying these techniques jointly via co-optimization has the potential to produce smaller, high-quality models. However, existing joint schemes are not widely used because of (1) engineering difficulties (complicated multi-stage processes), (2) black-box optimization (extensive hyperparameter tuning to control the overall compression), and (3) insufficient architecture generalization. To address these limitations, we present the framework GETA, which automatically and efficiently performs joint structured pruning and quantization-aware training on any DNNs. GETA introduces three key innovations: (i) a quantization-aware dependency graph (QADG) that constructs a pruning search space for generic quantization-aware DNN, (ii) a partially projected stochastic gradient method that guarantees layerwise bit constraints are satisfied, and (iii) a new joint learning strategy that incorporates interpretable relationships between pruning and quantization. We present numerical experiments on both convolutional neural networks and transformer architectures that show that our approach achieves competitive (often superior) performance compared to existing joint pruning and quantization methods.

cs.LG↗

arXiv2025

Using Synthetic Data to Mitigate Unfairness and Preserve Privacy in Collaborative Machine Learning

In distributed computing environments, collaborative machine learning enables multiple clients to train a global model collaboratively. To preserve privacy in such settings, a common technique is to utilize frequent updates and transmissions of model parameters. However, this results in high communication costs between the clients and the server. To tackle unfairness concerns in distributed environments, client-specific information (e.g., local dataset size or data-related fairness metrics) must be sent to the server to compute algorithmic quantities (e.g., aggregation weights), which leads to a potential leakage of client information. To address these challenges, we propose a two-stage strategy that promotes fair predictions, prevents client-data leakage, and reduces communication costs in certain scenarios without the need to pass information between clients and server iteratively. In the first stage, for each client, we use its local dataset to obtain a synthetic dataset by solving a bilevel optimization problem that aims to ensure that the ultimate global model yields fair predictions. In the second stage, we apply a method with differential privacy guarantees to the synthetic dataset from the first stage to obtain a second synthetic data. We then pass each client's second-stage synthetic dataset to the server, the collection of which is used to train the server model using conventional machine learning techniques (that no longer need to take fairness metrics or privacy into account). Thus, we eliminate the need to handle fairness-specific aggregation weights while preserving client privacy. Our approach requires only a single communication between the clients and the server (thus making it communication cost-effective), maintains data privacy, and promotes fairness. We present empirical evidence to demonstrate the advantages of our approach.

cs.LG↗

arXiv2024

A Proximal-Gradient Method for Constrained Optimization

We present a new algorithm for solving optimization problems with objective functions that are the sum of a smooth function and a (potentially) nonsmooth regularization function, and nonlinear equality constraints. The algorithm may be viewed as an extension of the well-known proximal-gradient method that is applicable when constraints are not present. To account for nonlinear equality constraints, we combine a decomposition procedure for computing trial steps with an exact merit function for determining trial step acceptance. Under common assumptions, we show that both the proximal parameter and merit function parameter eventually remain fixed, and then prove a worst-case complexity result for the maximum number of iterations before an iterate satisfying approximate first-order optimality conditions for a given tolerance is computed. Our preliminary numerical results indicate that our approach has great promise, especially in terms of returning approximate solutions that are structured (e.g., sparse solutions when a one-norm regularizer is used).

math.OC↗

arXiv2024

A Stochastic-Gradient-based Interior-Point Algorithm for Solving Smooth Bound-Constrained Optimization Problems

A stochastic-gradient-based interior-point algorithm for minimizing a continuously differentiable objective function (that may be nonconvex) subject to bound constraints is presented, analyzed, and demonstrated through experimental results. The algorithm is unique from other interior-point methods for solving smooth nonconvex optimization problems since the search directions are computed using stochastic gradient estimates. It is also unique in its use of inner neighborhoods of the feasible region -- defined by a positive and vanishing neighborhood-parameter sequence -- in which the iterates are forced to remain. It is shown that with a careful balance between the barrier, step-size, and neighborhood sequences, the proposed algorithm satisfies convergence guarantees in both deterministic and stochastic settings. The results of numerical experiments show that in both settings the algorithm can outperform projection-based methods.

math.OC↗

arXiv2023

A Stochastic Sequential Quadratic Optimization Algorithm for Nonlinear Equality Constrained Optimization with Rank-Deficient Jacobians

A sequential quadratic optimization algorithm is proposed for solving smooth nonlinear equality constrained optimization problems in which the objective function is defined by an expectation of a stochastic function. The algorithmic structure of the proposed method is based on a step decomposition strategy that is known in the literature to be widely effective in practice, wherein each search direction is computed as the sum of a normal step (toward linearized feasibility) and a tangential step (toward objective decrease in the null space of the constraint Jacobian). However, the proposed method is unique from others in the literature in that it both allows the use of stochastic objective gradient estimates and possesses convergence guarantees even in the setting in which the constraint Jacobians may be rank deficient. The results of numerical experiments demonstrate that the algorithm offers superior performance when compared to popular alternatives.

math.OC↗

arXiv2023

Sequential Quadratic Optimization for Stochastic Optimization with Deterministic Nonlinear Inequality and Equality Constraints

A sequential quadratic optimization algorithm for minimizing an objective function defined by an expectation subject to nonlinear inequality and equality constraints is proposed, analyzed, and tested. The context of interest is when it is tractable to evaluate constraint function and derivative values in each iteration, but it is intractable to evaluate the objective function or its derivatives in any iteration, and instead an algorithm can only make use of stochastic objective gradient estimates. Under loose assumptions, including that the gradient estimates are unbiased, the algorithm is proved to possess convergence guarantees in expectation. The results of numerical experiments are presented to demonstrate that the proposed algorithm can outperform an alternative approach that relies on the ability to compute more accurate gradient estimates.

math.OC↗

arXiv2023

A Variance-Reduced and Stabilized Proximal Stochastic Gradient Method with Support Identification Guarantees for Structured Optimization

This paper introduces a new proximal stochastic gradient method with variance reduction and stabilization for minimizing the sum of a convex stochastic function and a group sparsity-inducing regularization function. Since the method may be viewed as a stabilized version of the recently proposed algorithm PStorm, we call our algorithm S-PStorm. Our analysis shows that S-PStorm has strong convergence results. In particular, we prove an upper bound on the number of iterations required by S-PStorm before its iterates correctly identify (with high probability) an optimal support (i.e., the zero and nonzero structure of an optimal solution). Most algorithms in the literature with such a support identification property use variance reduction techniques that require either periodically evaluating an exact gradient or storing a history of stochastic gradients. Unlike these methods, S-PStorm achieves variance reduction without requiring either of these, which is advantageous. Moreover, our support-identification result for S-PStorm shows that, with high probability, an optimal support will be identified correctly in all iterations with the index above a threshold. We believe that this type of result is new to the literature since the few existing other results prove that the optimal support is identified with high probability at each iteration with a sufficiently large index (meaning that the optimal support might be identified in some iterations, but not in others). Numerical experiments on regularized logistic loss problems show that S-PStorm outperforms existing methods in various metrics that measure how efficiently and robustly iterates of an algorithm identify an optimal support.

math.OC↗

arXiv2023

A Nonsmooth Dynamical Systems Perspective on Accelerated Extensions of ADMM

Recently, there has been great interest in connections between continuous-time dynamical systems and optimization methods, notably in the context of accelerated methods for smooth and unconstrained problems. In this paper we extend this perspective to nonsmooth and constrained problems by obtaining differential inclusions associated to novel accelerated variants of the alternating direction method of multipliers (ADMM). Through a Lyapunov analysis, we derive rates of convergence for these dynamical systems in different settings that illustrate an interesting tradeoff between decaying versus constant damping strategies. We also obtain modified equations capturing fine-grained details of these methods, which have improved stability and preserve the leading order convergence rates. An extension to general nonlinear equality and inequality constraints in connection with singular perturbation theory is provided.

math.OC↗

arXiv2022

Inexact Proximal-Gradient Methods with Support Identification

We consider the proximal-gradient method for minimizing an objective function that is the sum of a smooth function and a non-smooth convex function. A feature that distinguishes our work from most in the literature is that we assume that the associated proximal operator does not admit a closed-form solution. To address this challenge, we study two adaptive and implementable termination conditions that dictate how accurately the proximal-gradient subproblem is solved. We prove that the number of iterations required for the inexact proximal-gradient method to reach a $τ> 0$ approximate first-order stationary point is $\mathcal{O}(τ^{-2})$, which matches the similar result that holds when exact subproblem solutions are computed. Also, by focusing on the overlapping group $\ell_1$ regularizer, we propose an algorithm for approximately solving the proximal-gradient subproblem, and then prove that its iterates identify (asymptotically) the support of an optimal solution. If one imposes additional control over the accuracy to which each subproblem is solved, we give an upper bound on the maximum number of iterations before the support of an optimal solution is obtained.

math.OC↗

arXiv2022

Worst-Case Complexity of an SQP Method for Nonlinear Equality Constrained Stochastic Optimization

A worst-case complexity bound is proved for a sequential quadratic optimization (commonly known as SQP) algorithm that has been designed for solving optimization problems involving a stochastic objective function and deterministic nonlinear equality constraints. Barring additional terms that arise due to the adaptivity of the monotonically nonincreasing merit parameter sequence, the proved complexity bound is comparable to that known for the stochastic gradient algorithm for unconstrained nonconvex optimization. The overall complexity bound, which accounts for the adaptivity of the merit parameter sequence, shows that a result comparable to the unconstrained setting (with additional logarithmic factors) holds with high probability.

math.OC↗

arXiv2021

Boosting RANSAC via Dual Principal Component Pursuit

In this paper, we revisit the problem of local optimization in RANSAC. Once a so-far-the-best model has been found, we refine it via Dual Principal Component Pursuit (DPCP), a robust subspace learning method with strong theoretical support and efficient algorithms. The proposed DPCP-RANSAC has far fewer parameters than existing methods and is scalable. Experiments on estimating two-view homographies, fundamental and essential matrices, and three-view homographic tensors using large-scale datasets show that our approach consistently has higher accuracy than state-of-the-art alternatives.

cs.CV↗

arXiv2021

Inexact Sequential Quadratic Optimization for Minimizing a Stochastic Objective Function Subject to Deterministic Nonlinear Equality Constraints

An algorithm is proposed, analyzed, and tested experimentally for solving stochastic optimization problems in which the decision variables are constrained to satisfy equations defined by deterministic, smooth, and nonlinear functions. It is assumed that constraint function and derivative values can be computed, but that only stochastic approximations are available for the objective function and its derivatives. The algorithm is of the sequential quadratic optimization variety. A distinguishing feature of the algorithm is that it allows inexact subproblem solutions to be employed, which is particularly useful in large-scale settings when the matrices defining the subproblems are too large to form and/or factorize. Conditions are imposed on the inexact subproblem solutions that account for the fact that only stochastic objective gradient estimates are available. Convergence results in expectation are established for the method. Numerical experiments show that it outperforms an alternative algorithm that employs highly accurate subproblem solutions in every iteration.

math.OC↗