We extend the traditional worst-case, minimax analysis of stochastic convex optimization by introducing a localized form of minimax complexity for individual functions. Our main result gives function-specific lower and upper bounds on the number of stochastic subgradient evaluations needed to optimize either the function or its ``hardest local alternative'' to a given numerical precision. The bounds are expressed in terms of a localized and computational analogue of the modulus of continuity that is central to statistical minimax analysis. We show how the computational modulus of continuity can be explicitly calculated in concrete cases, and relates to the curvature of the function at the optimum. We also prove a superefficiency result that demonstrates it is a meaningful benchmark, acting as a computational analogue of the Fisher information in statistical estimation. The nature and practical implications of the results are demonstrated in simulations.

We introduce a method for learning provably stable deep neural network based dynamic models from observed data.

Neural Information Processing Systems http://nips.cc/

We study the set of continuous functions that admit no spurious local optima (i.e.

These bounds are independent of domain modality, norms, and distribution.

One of the main reasons for their extensive applicability is that they comprise a flexible optimization framework which can simultaneously account for loss function minimization, saddle-point, game-theoretic, and fixed point problems.

We present a new mixed-integer programming (MIP) approach for offline multiple change-point detection by casting the problem as a globally optimal piecewise linear (PWL) fitting problem. Our main contribution is a family of strengthened MIP formulations whose linear programming (LP) relaxations admit integral projections onto the segment assignment variables, which encode the segment membership of each data point. This property yields provably tighter relaxations than existing formulations for offline multiple change-point detection. We further extend the framework to two settings of active research interest: (i) multidimensional PWL models with shared change-points, and (ii) sparse change-point detection, where only a subset of dimensions undergo structural change. Extensive computational experiments on benchmark real-world datasets demonstrate that the proposed formulations achieve reductions in solution times under both $\ell_1$ and $\ell_2$ loss functions in comparison to the state-of-the-art.