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Lagrangian-based methods are classical methods for solving convex optimization problems with equality constraints. We present novel prediction-correction frameworks for such methods and their variants, which can achieve $O(1/k)$ non-ergodic…

Optimization and Control · Mathematics 2023-04-06 Tao Zhang , Yong Xia , Shiru Li

Fast Fourier transform (FFT) based methods have turned out to be an effective computational approach for numerical homogenisation. In particular, Fourier-Galerkin methods are computational methods for partial differential equations that are…

Numerical Analysis · Mathematics 2020-04-22 Jaroslav Vondřejc , Dishi Liu , Martin Ladecký , Hermann G. Matthies

Nesterov's accelerated gradient (AG) is a popular technique to optimize objective functions comprising two components: a convex loss and a penalty function. While AG methods perform well for convex penalties, such as the LASSO, convergence…

Optimization and Control · Mathematics 2024-01-04 Kai Yang , Masoud Asgharian , Sahir Bhatnagar

We propose Federated Accelerated Stochastic Gradient Descent (FedAc), a principled acceleration of Federated Averaging (FedAvg, also known as Local SGD) for distributed optimization. FedAc is the first provable acceleration of FedAvg that…

Machine Learning · Computer Science 2021-06-08 Honglin Yuan , Tengyu Ma

Gaussian processes (GPs) are crucial in machine learning for quantifying uncertainty in predictions. However, their associated covariance matrices, defined by kernel functions, are typically dense and large-scale, posing significant…

Machine Learning · Computer Science 2025-04-02 Theresa Wagner , Tianshi Xu , Franziska Nestler , Yuanzhe Xi , Martin Stoll

In this paper, we investigate accelerated first-order methods for smooth convex optimization problems under inexact information on the gradient of the objective. The noise in the gradient is considered to be additive with two possibilities:…

Optimization and Control · Mathematics 2023-01-10 Vasin Artem , Alexander Gasnikov , Pavel Dvurechensky , Vladimir Spokoiny

Federated learning (FL) provides a communication-efficient approach to solve machine learning problems concerning distributed data, without sending raw data to a central server. However, existing works on FL only utilize first-order…

Machine Learning · Computer Science 2019-10-10 Wei Liu , Li Chen , Yunfei Chen , Wenyi Zhang

The low energy part of the FAST linear accelerator based on 1.3 GHz superconducting RF cavities was successfully commissioned. During commissioning, beam based model dependent methods were used to correct linear lattice and trajectory.…

Accelerator Physics · Physics 2017-09-15 A. Romanov , D. Edstrom , A. Halavanau

Nesterov's accelerated gradient (AG) method for minimizing a smooth strongly convex function $f$ is known to reduce $f({\bf x}_k)-f({\bf x}^*)$ by a factor of $\epsilon\in(0,1)$ after $k=O(\sqrt{L/\ell}\log(1/\epsilon))$ iterations, where…

Optimization and Control · Mathematics 2019-01-11 Sahar Karimi , Stephen Vavasis

We study the estimation of the latent variable Gaussian graphical model (LVGGM), where the precision matrix is the superposition of a sparse matrix and a low-rank matrix. In order to speed up the estimation of the sparse plus low-rank…

Machine Learning · Statistics 2017-03-01 Pan Xu , Jian Ma , Quanquan Gu

Federated learning (FL), which has gained increasing attention recently, enables distributed devices to train a common machine learning (ML) model for intelligent inference cooperatively without data sharing. However, problems in practical…

Machine Learning · Computer Science 2022-11-01 Yujie Zhou , Zhidu Li , Tong Tang , Ruyan Wang

Nonconvex optimization problems arise in different research fields and arouse lots of attention in signal processing, statistics and machine learning. In this work, we explore the accelerated proximal gradient method and some of its…

Optimization and Control · Mathematics 2017-12-05 Tsz Kit Lau , Yuan Yao

Smoothing accelerated gradient methods achieve faster convergence rates than that of the subgradient method for some nonsmooth convex optimization problems. However, Nesterov's extrapolation may require gradients at infeasible points, and…

Optimization and Control · Mathematics 2025-04-24 Akatsuki Nishioka , Yoshihiro Kanno

Federated Learning is a popular distributed learning paradigm in machine learning. Meanwhile, composition optimization is an effective hierarchical learning model, which appears in many machine learning applications such as meta learning…

Machine Learning · Computer Science 2023-03-31 Feihu Huang

The Landau gauge four-gluon vertex is studied using high statistical lattice simulations for several momentum configurations. Furthermore, the outcome of the lattice QCD simulations is compared with calculations performed with continuum…

High Energy Physics - Lattice · Physics 2023-11-30 Manuel Colaço , Orlando Oliveira , Paulo J. Silva

Despite the impressive numerical performance of the quasi-Newton and Anderson/nonlinear acceleration methods, their global convergence rates have remained elusive for over 50 years. This study addresses this long-standing issue by…

Optimization and Control · Mathematics 2023-11-16 Damien Scieur

This paper develops a continuous-time primal-dual accelerated method with an increasing damping coefficient for a class of convex optimization problems with affine equality constraints. This paper analyzes critical values for parameters in…

Optimization and Control · Mathematics 2022-02-16 Xianlin Zeng , Jinlong Lei , Jie Chen

Recent works by Bot-Fadili-Nguyen (arXiv:2510.22715) and by Jang-Ryu (arXiv:2510.23513) resolve long-standing iterate convergence questions for accelerated (proximal) gradient methods. In particular, Bot-Fadili-Nguyen prove weak convergence…

Optimization and Control · Mathematics 2025-11-11 Walaa M. Moursi , Andrew Naguib , Viktor Pavlovic , Stephen A. Vavasis

It is well known that search directions in nonlinear conjugate gradient (CG) can sometimes become nearly dependent, causing a dramatic slow-down in the convergence rate. We provide a theoretical analysis of this loss of independence. The…

Optimization and Control · Mathematics 2013-07-29 Sahar Karimi , Stephen Vavasis

This paper presents distributed conjugate gradient algorithms for distributed parameter estimation and spectrum estimation over wireless sensor networks. In particular, distributed conventional conjugate gradient (CCG) and modified…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-01-19 R. C. de Lamare
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