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Stochastic variance reduced gradient (SVRG) is a popular variance reduction technique for accelerating stochastic gradient descent (SGD). We provide a first analysis of the method for solving a class of linear inverse problems in the lens…

Numerical Analysis · Mathematics 2022-01-19 Bangti Jin , Zehui Zhou , Jun Zou

This paper introduces a subgradient extragradient algorithm with a conjugate gradient-type direction to solve pseudomonotone variational inequality problems in Hilbert spaces. The algorithm features a self-adaptive strategy that eliminates…

Optimization and Control · Mathematics 2025-05-07 Ibrahim Arzuka , Parin Chaipunya , Poom Kumam

The Stochastic Gradient Descent method (SGD) and its stochastic variants have become methods of choice for solving finite-sum optimization problems arising from machine learning and data science thanks to their ability to handle large-scale…

Optimization and Control · Mathematics 2024-03-06 Trang H. Tran , Quoc Tran-Dinh , Lam M. Nguyen

Classical stochastic gradient methods are well suited for minimizing expected-value objective functions. However, they do not apply to the minimization of a nonlinear function involving expected values or a composition of two expected-value…

Machine Learning · Statistics 2014-11-17 Mengdi Wang , Ethan X. Fang , Han Liu

This work investigates a variant of the conjugate gradient (CG) method and embeds it into the context of high-order finite-element schemes with fast matrix-free operator evaluation and cheap preconditioners like the matrix diagonal. Relying…

Mathematical Software · Computer Science 2022-05-19 Martin Kronbichler , Dmytro Sashko , Peter Munch

The low-rank matrix recovery problem seeks to reconstruct an unknown $n_1 \times n_2$ rank-$r$ matrix from $m$ linear measurements, where $m\ll n_1n_2$. This problem has been extensively studied over the past few decades, leading to a…

Machine Learning · Statistics 2026-04-02 Zhenxuan Li , Meng Huang

Gradient-based methods are widely used to solve various optimization problems, however, they are either constrained by local optima dilemmas, simple convex constraints, and continuous differentiability requirements, or limited to…

Machine Learning · Computer Science 2026-03-19 Ming Li

The study of skyrmion/antiskyrmion motion in magnetic materials is very important in particular for the spintronics applications. In this work, we study the dynamics of isolated skyrmions and antiskyrmions in frustrated magnets driven by…

Materials Science · Physics 2018-05-16 J. J. Liang , J. H. Yu , J. Chen , M. H. Qin , M. Zeng , X. B. Lu , X. S. Gao , J. M. Liu

In this work, we consider smooth unconstrained optimization problems and we deal with the class of gradient methods with momentum, i.e., descent algorithms where the search direction is defined as a linear combination of the current…

Optimization and Control · Mathematics 2025-12-04 Matteo Lapucci , Giampaolo Liuzzi , Stefano Lucidi , Davide Pucci , Marco Sciandrone

Brute-force simulations for dynamics on very large networks are quite expensive. While phenomenological treatments may capture some macroscopic properties, they often ignore important microscopic details. Fortunately, one may be only…

Physics and Society · Physics 2016-05-17 Chuansheng Shen , Hanshuang Chen , Zhonghuai Hou , Jürgen Kurths

Force-gradient decomposition methods are used to improve the energy preservation of symplectic schemes applied to Hamiltonian systems. If the potential is composed of different parts with strongly varying dynamics, this multirate potential…

Numerical Analysis · Mathematics 2013-12-12 Dmitry Shcherbakov , Matthias Ehrhardt , Michael Günther , Michael Peardon

Optimization problems occurring in a wide variety of physical design problems, including but not limited to optical engineering, quantum control, structural engineering, involve minimization of a simple cost function of the state of the…

Optimization and Control · Mathematics 2021-11-05 Rahul Trivedi

We analyze the effective field equations of the Randall-Sundrum braneworld coupled with a Klein-Gordon scalar field through the minimal geometric deformation decoupling method (MGD-decoupling). We introduce two different ways to apply the…

High Energy Physics - Theory · Physics 2022-03-31 P. León , A. Sotomayor

Although many efficient heuristics have been developed to solve binary optimization problems, these typically produce correlated solutions for degenerate problems. Most notably, transverse-field quantum annealing - the heuristic employed in…

Disordered Systems and Neural Networks · Physics 2019-06-27 Zheng Zhu , Andrew J. Ochoa , Helmut G. Katzgraber

The low-rank matrix recovery problem often arises in various fields, including signal processing, machine learning, and imaging science. The Riemannian gradient descent (RGD) algorithm has proven to be an efficient algorithm for solving…

Optimization and Control · Mathematics 2023-05-05 Fengmiao Bian , Jian-Feng Cai , Rui Zhang

We consider gradient-related methods for low-rank matrix optimization with a smooth cost function. The methods operate on single factors of the low-rank factorization and share aspects of both alternating and Riemannian optimization. Two…

Optimization and Control · Mathematics 2025-05-06 Guillaume Olikier , André Uschmajew , Bart Vandereycken

In this paper, we propose a modified nonlinear conjugate gradient (NCG) method for functions with a non-Lipschitz continuous gradient. First, we present a new formula for the conjugate coefficient \beta_k in NCG, conducting a search…

Numerical Analysis · Mathematics 2022-04-19 Bingjie Li , Tianhao Ni , Zhenyue Zhang

We propose a new method, the continuous Galerkin method with globally and locally supported basis functions (CG-GL), to address the parametric robustness issues of reduced-order models (ROMs) by incorporating solution-based adaptivity with…

Numerical Analysis · Mathematics 2023-10-10 Han Gao , Matthew J. Zahr

In this paper, acceleration of gradient methods for convex optimization problems with weak levels of convexity and smoothness is considered. Starting from the universal fast gradient method which was designed to be an optimal method for…

Optimization and Control · Mathematics 2022-06-10 Jongho Park

Stein variational gradient descent (SVGD) is a deterministic particle inference algorithm that provides an efficient alternative to Markov chain Monte Carlo. However, SVGD has been found to suffer from variance underestimation when the…

Machine Learning · Statistics 2022-03-14 Xing Liu , Harrison Zhu , Jean-François Ton , George Wynne , Andrew Duncan