Semi-Infinite Programming (SIP) has emerged as a powerful framework for modeling problems with infinite constraints, however, its theoretical development in the context of nonconvex and large-scale optimization remains limited. In this paper, we investigate a class of nonconvex min-max optimization problems with nonconvex infinite constraints, motivated by applications such as adversarial robustness and safety-constrained learning. We propose a novel inexact dynamic barrier primal-dual algorithm and establish its convergence properties.

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

In a typical supervised learning task, one is given a training dataset ofn N labeled samplesD = ((xi,yi) Rd R)i [n], and a parametric model withm N parameters, f:Rm Rd R. The task istofind parameters fitting the training data, i.e. findθ Rm such that i [n],f(θ;xi) yi.

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

We propose a novel Frank-Wolfe (FW) procedure for the optimization of infinite-dimensional functionals of probability measures - a task which arises naturally in a wide range of areas including statistical learning (e.g.