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Lens designers routinely use optimization in their everyday practice. Local optimization algorithms lead to the nearest minimum. In this paper, a new deterministic approach for multi-extremum optimization is proposed. Optimal solutions for…
This paper considers the problem of understanding the exit time for trajectories of gradient-related first-order methods from saddle neighborhoods under some initial boundary conditions. Given the 'flat' geometry around saddle points,…
In a series of papers \cite{LSJR16, PP17, LPP}, it was established that some of the most commonly used first order methods almost surely (under random initializations) and with step-size being small enough, avoid strict saddle points, as…
Large-scale non-convex optimization problems are expensive to solve due to computational and memory costs. To reduce the costs, first-order (computationally efficient) and asynchronous-parallel (memory efficient) algorithms are necessary to…
Recent focus on robustness to adversarial attacks for deep neural networks produced a large variety of algorithms for training robust models. Most of the effective algorithms involve solving the min-max optimization problem for training…
Bilevel optimization is one of the fundamental problems in machine learning and optimization. Recent theoretical developments in bilevel optimization focus on finding the first-order stationary points for nonconvex-strongly-convex cases. In…
We give the first polynomial time algorithms for escaping from high-dimensional saddle points under a moderate number of constraints. Given gradient access to a smooth function $f \colon \mathbb R^d \to \mathbb R$ we show that (noisy)…
The convergence behaviour of first-order methods can be severely slowed down when applied to high-dimensional non-convex functions due to the presence of saddle points. If, additionally, the saddles are surrounded by large plateaus, it is…
A game theory inspired methodology is proposed for finding a function's saddle points. While explicit descent methods are known to have severe convergence issues, implicit methods are natural in an adversarial setting, as they take the…
In this work, we present a transition-state optimization protocol based on the Mode-Tracking algorithm [J. Chem. Phys. 118 (2003) 1634]. By calculating only the eigenvector of interest instead of diagonalizing the full Hessian matrix and…
Two-point zeroth order methods are important in many applications of zeroth-order optimization, such as robotics, wind farms, power systems, online optimization, and adversarial robustness to black-box attacks in deep neural networks, where…
Saddle point optimization is a critical problem employed in numerous real-world applications, including portfolio optimization, generative adversarial networks, and robotics. It has been extensively studied in cases where the objective…
We introduce a new sequential subspace optimization method for large-scale saddle-point problems. It solves iteratively a sequence of auxiliary saddle-point problems in low-dimensional subspaces, spanned by directions derived from…
This study introduces two second-order methods designed to provably avoid saddle points in composite nonconvex optimization problems: (i) a nonsmooth trust-region method and (ii) a curvilinear linesearch method. These developments are…
Sharpness-aware minimization (SAM) is a recently proposed training method that seeks to find flat minima in deep learning, resulting in state-of-the-art performance across various domains. Instead of minimizing the loss of the current…
We present a class of simple algorithms that allows to find the reaction path in systems with a complex potential energy landscape. The approach does not need any knowledge on the product state and does not require the calculation of any…
We propose a derivative-free saddle-search algorithm designed to locate transition states using only function evaluations. The algorithm employs a nested architecture consisting of an inner eigenvector search and an outer saddle-point…
Finding index-1 saddle points is crucial for understanding phase transitions. In this work, we propose a simple yet efficient approach, the spring pair method (SPM), to accurately locate saddle points. Without requiring Hessian information,…
This paper introduces a novel Homogeneous Second-order Descent Ascent (HSDA) algorithm for nonconvex-strongly concave minimax optimization problems. At each iteration, HSDA uniquely computes a search direction by solving a homogenized…
The proliferation of saddle points, rather than poor local minima, is increasingly understood to be a primary obstacle in large-scale non-convex optimization for machine learning. Variable elimination algorithms, like Variable Projection…