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A central challenge to many fields of science and engineering involves minimizing non-convex error functions over continuous, high dimensional spaces. Gradient descent or quasi-Newton methods are almost ubiquitously used to perform such…

Machine Learning · Computer Science 2014-06-11 Yann Dauphin , Razvan Pascanu , Caglar Gulcehre , Kyunghyun Cho , Surya Ganguli , Yoshua Bengio

Many important problems in science and engineering require solving the so-called parametric partial differential equations (PDEs), i.e., PDEs with different physical parameters, boundary conditions, shapes of computational domains, etc.…

Numerical Analysis · Mathematics 2024-02-06 Zhanhong Ye , Xiang Huang , Hongsheng Liu , Bin Dong

Many machine learning solutions are framed as optimization problems which rely on good hyperparameters. Algorithms for tuning these hyperparameters usually assume access to exact solutions to the underlying learning problem, which is…

Machine Learning · Computer Science 2020-11-09 Matthias J. Ehrhardt , Lindon Roberts

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…

Optimization and Control · Mathematics 2025-06-30 Alexander Bodard , Masoud Ahookhosh , Panagiotis Patrinos

Many modern machine learning applications - from online principal component analysis to covariance matrix identification and dictionary learning - can be formulated as minimization problems on Riemannian manifolds, and are typically solved…

Optimization and Control · Mathematics 2023-11-07 Ya-Ping Hsieh , Mohammad Reza Karimi , Andreas Krause , Panayotis Mertikopoulos

We study decentralized optimization over networks where agents cooperatively minimize a smooth (strongly) convex sum of local losses while communicating only with immediate neighbors. Prevailing decentralized methods require either…

Optimization and Control · Mathematics 2026-05-04 Xiaokai Chen , Ilya Kuruzov , Gesualdo Scutari

Line search (or backtracking) procedures have been widely employed into first-order methods for solving convex optimization problems, especially those with unknown problem parameters (e.g., Lipschitz constant). In this paper, we show that…

Optimization and Control · Mathematics 2024-08-20 Tianjiao Li , Guanghui Lan

Gradient descent is the primary workhorse for optimizing large-scale problems in machine learning. However, its performance is highly sensitive to the choice of the learning rate. A key limitation of gradient descent is its lack of natural…

Optimization and Control · Mathematics 2025-07-15 Oscar Smee , Fred Roosta , Stephen J. Wright

The problem of steering a particular class of $n$-dimensional continuous-time dynamical systems towards the minima of a function without gradient information is considered. We propose an hybrid controller, implementing a discrete-time…

Systems and Control · Electrical Eng. & Systems 2019-12-05 Alessandro Melis , Ricardo G. Sanfelice , Lorenzo Marconi

A stylized feature of high-dimensional data is that many variables have heavy tails, and robust statistical inference is critical for valid large-scale statistical inference. Yet, the existing developments such as Winsorization,…

Statistics Theory · Mathematics 2022-11-24 Jianqing Fan , Zhipeng Lou , Mengxin Yu

We present an acceleration method for sequences of large-scale linear systems, such as the ones arising from the numerical solution of time-dependent partial differential equations coupled with algebraic constraints. We discuss different…

Numerical Analysis · Mathematics 2024-03-29 Margherita Guido , Daniel Kressner , Paolo Ricci

Hessian-free training has become a popular parallel second or- der optimization technique for Deep Neural Network training. This study aims at speeding up Hessian-free training, both by means of decreasing the amount of data used for…

Machine Learning · Computer Science 2013-12-11 Tara N. Sainath , Lior Horesh , Brian Kingsbury , Aleksandr Y. Aravkin , Bhuvana Ramabhadran

Many popular first order algorithms for convex optimization, such as forward-backward splitting, Douglas-Rachford splitting, and the alternating direction method of multipliers (ADMM), can be formulated as averaged iteration of a…

Optimization and Control · Mathematics 2016-06-28 Pontus Giselsson , Mattias Fält , Stephen Boyd

We will make a link between the steepest descent method for an unconstrained minimisation problem and fixed-point iterations for its Euler-Lagrange equation. In this context, we shall rediscover the preconditioned nonlinear conjugate…

Numerical Analysis · Mathematics 2023-04-12 Pascal Heid

This paper enhances the Diffuse Interface Method (DIM) for simulating compressible multiphase flows across all Mach numbers by addressing the accuracy challenges posed at low Mach regimes. A correction to the Riemann solver is introduced,…

Numerical Analysis · Mathematics 2025-03-17 Ghanshyam Bharate , J. C. Mandal

Diffusion models recently proved to be remarkable priors for Bayesian inverse problems. However, training these models typically requires access to large amounts of clean data, which could prove difficult in some settings. In this work, we…

Machine Learning · Computer Science 2025-11-04 François Rozet , Gérôme Andry , François Lanusse , Gilles Louppe

Linear programming (LP) is an extremely useful tool and has been successfully applied to solve various problems in a wide range of areas, including operations research, engineering, economics, or even more abstract mathematical areas such…

Data Structures and Algorithms · Computer Science 2020-03-19 Agniva Chowdhury , Palma London , Haim Avron , Petros Drineas

Large language models (LLMs) demonstrate strong chain-of-thought (CoT) reasoning abilities, while smaller models (<= 3B parameters) significantly underperform on multi-step reasoning tasks. Based on empirical analyses of the Qwen-2.5 model…

Artificial Intelligence · Computer Science 2026-05-29 Yang Ouyang , Shuhang Lin , Jung-Eun Kim

We express the finite 3D Dimer partition function as a linear combination of determinants of oriented adjacency matrices, and the finite 3D Ising partition sum as a linear combination of products over aperiodic closed walks. The methodology…

Statistical Mechanics · Physics 2008-11-26 Martin Loebl , Lenka Zdeborova

Our proposal is on a new stochastic optimizer for non-convex and possibly non-smooth objective functions typically defined over large dimensional design spaces. Towards this, we have tried to bridge noise-assisted global search and faster…

Machine Learning · Computer Science 2025-03-03 Uttam Suman , Mariya Mamajiwala , Mukul Saxena , Ankit Tyagi , Debasish Roy