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Bilevel optimization has arisen as a powerful tool in modern machine learning. However, due to the nested structure of bilevel optimization, even gradient-based methods require second-order derivative approximations via Jacobian- or/and…

Machine Learning · Computer Science 2022-06-07 Daouda Sow , Kaiyi Ji , Yingbin Liang

In this work, we develop a fully implicit Hybrid High-Order algorithm for the Cahn-Hilliard problem in mixed form. The space discretization hinges on local reconstruction operators from hybrid polynomial unknowns at elements and faces. The…

Numerical Analysis · Mathematics 2016-07-01 Florent Chave , Daniele A. Di Pietro , Fabien Marche , Franck Pigeonneau

Second-order optimization methods offer notable advantages in training deep neural networks by utilizing curvature information to achieve faster convergence. However, traditional second-order techniques are computationally prohibitive,…

Machine Learning · Computer Science 2024-10-04 James Vo

Joint diagonalization, the process of finding a shared set of approximate eigenvectors for a collection of matrices, arises in diverse applications such as multidimensional harmonic analysis or quantum information theory. This task is…

Optimization and Control · Mathematics 2025-02-12 Erik Troedsson , Marcus Carlsson , Herwig Wendt

This paper deals with a Tikhonov regularized second-order inertial dynamical system that incorporates time scaling, asymptotically vanishing damping and Hessian-driven damping for solving convex optimization problems. Under appropriate…

Optimization and Control · Mathematics 2026-04-30 Xiangkai Sun , Guoxiang Tian , Huan Zhang

We propose a state-specific orbital optimization scheme for improving the accuracy of excited states of the electronic structure Hamiltonian for the use on near-term quantum computers, which can be combined with any overlap-based…

Quantum Physics · Physics 2025-10-16 Guorui Zhu , Joel Bierman , Jianfeng Lu , Yingzhou Li

In this paper, an efficient modified Newton type algorithm is proposed for nonlinear unconstrianed optimization problems. The modified Hessian is a convex combination of the identity matrix (for steepest descent algorithm) and the Hessian…

Optimization and Control · Mathematics 2015-10-09 Yaguang Yang

In this work, we present a one-step second-order converger for state-specific (SS) and state-averaged (SA) complete active space self-consistent field (CASSCF) wave functions. Robust convergence is achieved through step restrictions using a…

Chemical Physics · Physics 2022-06-08 Benjamin Helmich-Paris

In this work we derive a second-order approach to bilevel optimization, a type of mathematical programming in which the solution to a parameterized optimization problem (the "lower" problem) is itself to be optimized (in the "upper"…

Optimization and Control · Mathematics 2022-05-06 Robert Dyro , Edward Schmerling , Nikos Arechiga , Marco Pavone

In this note we propose a new variant of the hybrid variance-reduced proximal gradient method in [7] to solve a common stochastic composite nonconvex optimization problem under standard assumptions. We simply replace the independent…

Optimization and Control · Mathematics 2020-08-21 Deyi Liu , Lam M. Nguyen , Quoc Tran-Dinh

Stochastic compositional optimization arises in many important machine learning tasks such as value function evaluation in reinforcement learning and portfolio management. The objective function is the composition of two expectations of…

Machine Learning · Statistics 2020-01-28 Huizhuo Yuan , Xiangru Lian , Ji Liu

Zeroth-order optimization is an important research topic in machine learning. In recent years, it has become a key tool in black-box adversarial attack to neural network based image classifiers. However, existing zeroth-order optimization…

Machine Learning · Computer Science 2019-03-21 Haishan Ye , Zhichao Huang , Cong Fang , Chris Junchi Li , Tong Zhang

We propose a novel general algorithm LHAC that efficiently uses second-order information to train a class of large-scale l1-regularized problems. Our method executes cheap iterations while achieving fast local convergence rate by exploiting…

Machine Learning · Statistics 2013-03-28 Xiaocheng Tang , Katya Scheinberg

Finding robot poses and trajectories represents a foundational aspect of robot motion planning. Despite decades of research, efficiently and robustly addressing these challenges is still difficult. Existing approaches are often plagued by…

Robotics · Computer Science 2023-11-06 Chen Liang , Xifeng Gao , Kui Wu , Zherong Pan

This paper proposes an arc-search interior-point algorithm for the nonlinear constrained optimization problem. The proposed algorithm uses the second-order derivatives to construct a search arc that approaches the optimizer. Because the arc…

Optimization and Control · Mathematics 2025-06-13 Yaguang Yang

Switching time optimization arises in finite-horizon optimal control for switched systems where, given a sequence of continuous dynamics, one minimizes a cost function with respect to the switching times. We propose an efficient method for…

Optimization and Control · Mathematics 2017-05-09 Bartolomeo Stellato , Sina Ober-Blöbaum , Paul J. Goulart

A proof of optimal-order error estimates is given for the full discretization of the Cahn--Hilliard equation with Cahn--Hilliard-type dynamic boundary conditions in a smooth domain. The numerical method combines a linear bulk--surface…

Numerical Analysis · Mathematics 2025-01-15 Nils Bullerjahn , Balázs Kovács

We present a novel algorithm which can overcome the drawbacks of the conventional linear scaling method with minimal computational overhead. This is achieved by introducing additional constraints, thus eliminating the redundancy of the…

Materials Science · Physics 2015-06-25 Eiji Tsuchida

Large scale optimization problems are ubiquitous in machine learning and data analysis and there is a plethora of algorithms for solving such problems. Many of these algorithms employ sub-sampling, as a way to either speed up the…

Optimization and Control · Mathematics 2016-02-29 Farbod Roosta-Khorasani , Michael W. Mahoney

We study several approaches to orbital optimization in selected configuration interaction plus perturbation theory (SCI+PT) methods, and test them on the ground and excited states of three molecules using the semistochastic heatbath…

Chemical Physics · Physics 2021-07-14 Yuan Yao , C. J. Umrigar