We show that for @math and for measurable subsets of the unit square with Lebesgue measure @math there exist bi-Lipschitz maps with bounded Lipschitz constant (uniformly over all such sets) which are identity on the boundary and increases the Lebesgue measure of the set to at least @math .
The question of existence of bi-Lipschitz homeomorphisms between different subsets of @math , satisfying certain conditions, has been studied classically, notably by McMullen @cite_0 . It is shown in that paper that there exists a positive function @math on @math , @math , such that there does not exist a bi-Lipschitz homeomorphism @math with @math . It is also proved that there exists separated nets in @math ( @math ) which cannot be mapped into @math in a bi-Lipschitz way.
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We introduce a notion of quasi regularity for points with respect to the inclusion @math , where @math is a nonlinear Frechet differentiable function from @math to @math . When @math is the set of minimum points of a convex real-valued function @math on @math and @math satisfies the @math -average Lipschitz condition of Wang, we use the majorizing function technique to establish the semilocal linear quadratic convergence of sequences generated by the Gauss-Newton method (with quasi-regular initial points) for the convex composite function @math . Results are new even when the initial point is regular and @math is Lipschitz. We prove lower bounds on the complexity of finding @math -stationary points (points @math such that @math ) of smooth, high-dimensional, and potentially non-convex functions @math . We consider oracle-based complexity measures, where an algorithm is given access to the value and all derivatives of @math at a query point @math . We show that for any (potentially randomized) algorithm @math , there exists a function @math with Lipschitz @math th order derivatives such that @math requires at least @math queries to find an @math -stationary point. Our lower bounds are sharp to within constants, and they show that gradient descent, cubic-regularized Newton's method, and generalized @math th order regularization are worst-case optimal within their natural function classes. In stochastic convex optimization the goal is to minimize a convex function @math over a convex set @math where @math is some unknown distribution and each @math in the support of @math is convex over @math . The optimization is commonly based on i.i.d. samples @math from @math . A standard approach to such problems is empirical risk minimization (ERM) that optimizes @math . Here we consider the question of how many samples are necessary for ERM to succeed and the closely related question of uniform convergence of @math to @math over @math . We demonstrate that in the standard @math setting of Lipschitz-bounded functions over a @math of bounded radius, ERM requires sample size that scales linearly with the dimension @math . This nearly matches standard upper bounds and improves on @math dependence proved for @math setting by Shalev- (2009). In stark contrast, these problems can be solved using dimension-independent number of samples for @math setting and @math dependence for @math setting using other approaches. We further show that our lower bound applies even if the functions in the support of @math are smooth and efficiently computable and even if an @math regularization term is added. Finally, we demonstrate that for a more general class of bounded-range (but not Lipschitz-bounded) stochastic convex programs an infinite gap appears already in dimension 2. In this paper, we study games with continuous action spaces and non-linear payoff functions. Our key insight is that Lipschitz continuity of the payoff function allows us to provide algorithms for finding approximate equilibria in these games. We begin by studying Lipschitz games, which encompass, for example, all concave games with Lipschitz continuous payoff functions. We provide an efficient algorithm for computing approximate equilibria in these games. Then we turn our attention to penalty games, which encompass biased games and games in which players take risk into account. Here we show that if the penalty function is Lipschitz continuous, then we can provide a quasi-polynomial time approximation scheme. Finally, we study distance biased games, where we present simple strongly polynomial time algorithms for finding best responses in @math , @math , and @math biased games, and then use these algorithms to provide strongly polynomial algorithms that find @math , @math , and @math approximations for these norms, respectively. We consider the stochastic composition optimization problem proposed in wang2017stochastic , which has applications ranging from estimation to statistical and machine learning. We propose the first ADMM-based algorithm named com-SVR-ADMM, and show that com-SVR-ADMM converges linearly for strongly convex and Lipschitz smooth objectives, and has a convergence rate of @math , which improves upon the @math rate in wang2016accelerating when the objective is convex and Lipschitz smooth. Moreover, com-SVR-ADMM possesses a rate of @math when the objective is convex but without Lipschitz smoothness. We also conduct experiments and show that it outperforms existing algorithms. We introduce the general and powerful scheme of predicting information re-use in optimization algorithms. This allows us to devise a computationally efficient algorithm for bandit convex optimization with new state-of-the-art guarantees for both Lipschitz loss functions and loss functions with Lipschitz gradients. This is the first algorithm admitting both a polynomial time complexity and a regret that is polynomial in the dimension of the action space that improves upon the original regret bound for Lipschitz loss functions, achieving a regret of @math . Our algorithm further improves upon the best existing polynomial-in-dimension bound (both computationally and in terms of regret) for loss functions with Lipschitz gradients, achieving a regret of @math . We introduce the framework of blind regression motivated by matrix completion for recommendation systems: given @math users, @math movies, and a subset of user-movie ratings, the goal is to predict the unobserved user-movie ratings given the data, i.e., to complete the partially observed matrix. Following the framework of non-parametric statistics, we posit that user @math and movie @math have features @math and @math respectively, and their corresponding rating @math is a noisy measurement of @math for some unknown function @math . In contrast with classical regression, the features @math are not observed, making it challenging to apply standard regression methods to predict the unobserved ratings. Inspired by the classical Taylor's expansion for differentiable functions, we provide a prediction algorithm that is consistent for all Lipschitz functions. In fact, the analysis through our framework naturally leads to a variant of collaborative filtering, shedding insight into the widespread success of collaborative filtering in practice. Assuming each entry is sampled independently with probability at least @math with @math , we prove that the expected fraction of our estimates with error greater than @math is less than @math plus a polynomially decaying term, where @math is the variance of the additive entry-wise noise term. Experiments with the MovieLens and Netflix datasets suggest that our algorithm provides principled improvements over basic collaborative filtering and is competitive with matrix factorization methods. We develop and analyze a variant of Nesterov's accelerated gradient descent (AGD) for minimization of smooth non-convex functions. We prove that one of two cases occurs: either our AGD variant converges quickly, as if the function was convex, or we produce a certificate that the function is "guilty" of being non-convex. This non-convexity certificate allows us to exploit negative curvature and obtain deterministic, dimension-free acceleration of convergence for non-convex functions. For a function @math with Lipschitz continuous gradient and Hessian, we compute a point @math with @math in @math gradient and function evaluations. Assuming additionally that the third derivative is Lipschitz, we require only @math evaluations. It is proved that, in two dimensions, the Calderon inverse conductivity problem in Lipschitz domains is stable in the @math sense when the conductivities are uniformly bounded in any fractional Sobolev space @math @math . Let @math be a partially ordered set. If the Boolean lattice @math can be partitioned into copies of @math for some positive integer @math , then @math must satisfy the following two trivial conditions: (1) the size of @math is a power of @math , (2) @math has a unique maximal and minimal element. Resolving a conjecture of Lonc, it was shown by Gruslys, Leader and Tomon that these conditions are sufficient as well. In this paper, we show that if @math only satisfies condition (2), we can still almost partition @math into copies of @math . We prove that if @math has a unique maximal and minimal element, then there exists a constant @math such that all but at most @math elements of @math can be covered by disjoint copies of @math . We study nonlinear degenerate parabolic equations where the flux function @math does not depend Lipschitz continuously on the spatial location @math . By properly adapting the "doubling of variables" device due to Kružkov [25] and Carrillo [12], we prove a uniqueness result within the class of entropy solutions for the initial value problem. We also prove a result concerning the continuous dependence on the initial data and the flux function for degenerate parabolic equations with flux function of the form @math , where @math is a vector-valued function and @math is a scalar function. We propose a new stochastic coordinate descent method for minimizing the sum of convex functions each of which depends on a small number of coordinates only. Our method (APPROX) is simultaneously Accelerated, Parallel and PROXimal; this is the first time such a method is proposed. In the special case when the number of processors is equal to the number of coordinates, the method converges at the rate @math , where @math is the iteration counter, @math is an average degree of separability of the loss function, @math is the average of Lipschitz constants associated with the coordinates and individual functions in the sum, and @math is the distance of the initial point from the minimizer. We show that the method can be implemented without the need to perform full-dimensional vector operations, which is the major bottleneck of existing accelerated coordinate descent methods. The fact that the method depends on the average degree of separability, and not on the maximum degree of separability, can be attributed to the use of new safe large stepsizes, leading to improved expected separable overapproximation (ESO). These are of independent interest and can be utilized in all existing parallel stochastic coordinate descent algorithms based on the concept of ESO. In this paper we study general @math l p regularized unconstrained minimization problems. In particular, we derive lower bounds for nonzero entries of the first- and second-order stationary points and hence also of local minimizers of the @math l p minimization problems. We extend some existing iterative reweighted @math l 1 ( @math IRL 1 ) and @math l 2 ( @math IRL 2 ) minimization methods to solve these problems and propose new variants for them in which each subproblem has a closed-form solution. Also, we provide a unified convergence analysis for these methods. In addition, we propose a novel Lipschitz continuous @math ∈ -approximation to @math ? x ? p p . Using this result, we develop new @math IRL 1 methods for the @math l p minimization problems and show that any accumulation point of the sequence generated by these methods is a first-order stationary point, provided that the approximation parameter @math ∈ is below a computable threshold value. This is a remarkable result since all existing iterative reweighted minimization methods require that @math ∈ be dynamically updated and approach zero. Our computational results demonstrate that the new @math IRL 1 method and the new variants generally outperform the existing @math IRL 1 methods (Chen and Zhou in 2012; Foucart and Lai in Appl Comput Harmon Anal 26:395---407, 2009). We show that the Goemans-Linial semidefinite relaxation of the Sparsest Cut problem with general demands has integrality gap @math . This is achieved by exhibiting @math -point metric spaces of negative type whose @math distortion is @math . Our result is based on quantitative bounds on the rate of degeneration of Lipschitz maps from the Heisenberg group to @math when restricted to cosets of the center. In this work we compute lower Lipschitz bounds of @math pooling operators for @math as well as @math pooling operators preceded by half-rectification layers. These give sufficient conditions for the design of invertible neural network layers. Numerical experiments on MNIST and image patches confirm that pooling layers can be inverted with phase recovery algorithms. Moreover, the regularity of the inverse pooling, controlled by the lower Lipschitz constant, is empirically verified with a nearest neighbor regression. We provide sharp worst-case evaluation complexity bounds for nonconvex minimization problems with general inexpensive constraints, i.e. problems where the cost of evaluating enforcing of the (possibly nonconvex or even disconnected) constraints, if any, is negligible compared to that of evaluating the objective function. These bounds unify, extend or improve all known upper and lower complexity bounds for unconstrained and convexly-constrained problems. It is shown that, given an accuracy level @math , a degree of highest available Lipschitz continuous derivatives @math and a desired optimality order @math between one and @math , a conceptual regularization algorithm requires no more than @math evaluations of the objective function and its derivatives to compute a suitably approximate @math -th order minimizer. With an appropriate choice of the regularization, a similar result also holds if the @math -th derivative is merely H "older rather than Lipschitz continuous. We provide an example that shows that the above complexity bound is sharp for unconstrained and a wide class of constrained problems, we also give reasons for the optimality of regularization methods from a worst-case complexity point of view, within a large class of algorithms that use the same derivative information. Given a high-dimensional data matrix @math , Approximate Message Passing (AMP) algorithms construct sequences of vectors @math , @math , indexed by @math by iteratively applying @math or @math , and suitable non-linear functions, which depend on the specific application. Special instances of this approach have been developed --among other applications-- for compressed sensing reconstruction, robust regression, Bayesian estimation, low-rank matrix recovery, phase retrieval, and community detection in graphs. For certain classes of random matrices @math , AMP admits an asymptotically exact description in the high-dimensional limit @math , which goes under the name of state evolution.' Earlier work established state evolution for separable non-linearities (under certain regularity conditions). Nevertheless, empirical work demonstrated several important applications that require non-separable functions. In this paper we generalize state evolution to Lipschitz continuous non-separable nonlinearities, for Gaussian matrices @math . Our proof makes use of Bolthausen's conditioning technique along with several approximation arguments. In particular, we introduce a modified algorithm (called LAMP for Long AMP) which is of independent interest. The usual approach to developing and analyzing first-order methods for non-smooth (stochastic or deterministic) convex optimization assumes that the objective function is uniformly Lipschitz continuous with parameter @math . However, in many settings the non-differentiable convex function @math is not uniformly Lipschitz continuous -- for example (i) the classical support vector machine (SVM) problem, (ii) the problem of minimizing the maximum of convex quadratic functions, and even (iii) the univariate setting with @math . Herein we develop a notion of "relative continuity" that is determined relative to a user-specified "reference function" @math (that should be computationally tractable for algorithms), and we show that many non-differentiable convex functions are relatively continuous with respect to a correspondingly fairly-simple reference function @math . We also similarly develop a notion of "relative stochastic continuity" for the stochastic setting. We analysis two standard algorithms -- the (deterministic) mirror descent algorithm and the stochastic mirror descent algorithm -- for solving optimization problems in these two new settings, and we develop for the first time computational guarantees for instances where the objective function is not uniformly Lipschitz continuous. This paper is a companion paper for non-differentiable convex optimization to the recent paper by Lu, Freund, and Nesterov, which developed similar sorts of results for differentiable convex optimization. We study undirected networks with edge costs that satisfy the triangle inequality. Let @math denote the number of nodes. We present an @math -approximation algorithm for a generalization of the metric-cost subset @math -node-connectivity problem. Our approximation guarantee is proved via lower bounds that apply to the simple edge-connectivity version of the problem, where the requirements are for edge-disjoint paths rather than for openly node-disjoint paths. A corollary is that, for metric costs and for each @math , there exists a @math -node connected graph whose cost is within a factor of @math of the cost of any simple @math -edge connected graph. Based on our @math -approximation algorithm, we present an @math -approximation algorithm for the metric-cost node-connectivity survivable network design problem, where @math denotes the maximum requirement over all pairs of nodes. Our results contrast with the case of edge costs of 0 or 1, where Kortsarz, Krauthgamer, and Lee. [SIAM J. Comput., 33 (2004), pp. 704-720] recently proved, assuming NP @math DTIME( @math ), a hardness-of-approximation lower bound of @math for the subset @math -node-connectivity problem, where @math denotes a small positive number. This paper addresses the problem of minimizing a convex, Lipschitz function @math over a convex, compact set @math under a stochastic bandit (i.e., noisy zeroth-order) feedback model. In this model, the algorithm is allowed to observe noisy realizations of the function value @math at any query point @math . The quantity of interest is the regret of the algorithm, which is the sum of the function values at algorithm's query points minus the optimal function value. We demonstrate a generalization of the ellipsoid algorithm that incurs @math regret. Since any algorithm has regret at least @math on this problem, our algorithm is optimal in terms of the scaling with @math .