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Algorithms for solving nonconvex, nonsmooth, finite-sum optimization problems are proposed and tested. In particular, the algorithms are proposed and tested in the context of an optimization problem formulation arising in semi-supervised…

Optimization and Control · Mathematics 2022-07-21 Gulcin Dinc Yalcin , Frank E. Curtis

We present an efficient quasi-Newton orbital solver optimized to reduce the number of gradient (Fock matrix) evaluations. The solver optimizes orthogonal orbitals by sequences of unitary rotations generated by the (preconditioned)…

Chemical Physics · Physics 2023-12-20 Samuel A. Slattery , Kshitijkumar Surjuse , Edward F. Valeev

Global convergence of an online (stochastic) limited memory version of the Broyden-Fletcher- Goldfarb-Shanno (BFGS) quasi-Newton method for solving optimization problems with stochastic objectives that arise in large scale machine learning…

Optimization and Control · Mathematics 2014-09-09 Aryan Mokhtari , Alejandro Ribeiro

This paper considers the regularization continuation method and the trust-region updating strategy for the optimization problem with linear equality constraints.The proposed method utilizes the linear conservation law of the regularization…

Numerical Analysis · Mathematics 2022-04-11 Xin-long Luo , Hang Xiao

In this work, we investigate stochastic quasi-Newton methods for minimizing a finite sum of cost functions over a decentralized network. In Part I, we develop a general algorithmic framework that incorporates stochastic quasi-Newton…

Optimization and Control · Mathematics 2023-03-22 Jiaojiao Zhang , Huikang Liu , Anthony Man-Cho So , Qing Ling

Quasi-Newton methods still face significant challenges in training large-scale neural networks due to additional compute costs in the Hessian related computations and instability issues in stochastic training. A well-known method, L-BFGS…

Machine Learning · Computer Science 2023-07-27 Yue Niu , Zalan Fabian , Sunwoo Lee , Mahdi Soltanolkotabi , Salman Avestimehr

This paper adapts a recently developed regularized stochastic version of the Broyden, Fletcher, Goldfarb, and Shanno (BFGS) quasi-Newton method for the solution of support vector machine classification problems. The proposed method is shown…

Machine Learning · Computer Science 2014-02-21 Aryan Mokhtari , Alejandro Ribeiro

We present two sampled quasi-Newton methods (sampled LBFGS and sampled LSR1) for solving empirical risk minimization problems that arise in machine learning. Contrary to the classical variants of these methods that sequentially build…

Optimization and Control · Mathematics 2021-07-29 Albert S. Berahas , Majid Jahani , Peter Richtárik , Martin Takáč

Current self-supervised denoising techniques achieve impressive results, yet their real-world application is frequently constrained by substantial computational and memory demands, necessitating a compromise between inference speed and…

Computer Vision and Pattern Recognition · Computer Science 2025-10-20 Tomáš Chobola , Julia A. Schnabel , Tingying Peng

Gradient descent and coordinate descent are well understood in terms of their asymptotic behavior, but less so in a transient regime often used for approximations in machine learning. We investigate how proper initialization can have a…

Machine Learning · Computer Science 2017-06-14 Hadi Daneshmand , Hamed Hassani , Thomas Hofmann

Optimization is important in machine learning problems, and quasi-Newton methods have a reputation as the most efficient numerical schemes for smooth unconstrained optimization. In this paper, we consider the explicit superlinear…

Optimization and Control · Mathematics 2022-09-13 Dachao Lin , Haishan Ye , Zhihua Zhang

We propose a Riemannian limited-memory BFGS method for optimization problems with Euclidean bounds. The method combines a limited-memory quasi-Newton update in the tangent space with a Riemannian adaptation of the generalized Cauchy point…

Optimization and Control · Mathematics 2026-05-12 Mateusz Baran , Ronny Bergmann , Patryk Przybysz

We consider the development of practical stochastic quasi-Newton, and in particular Kronecker-factored block-diagonal BFGS and L-BFGS methods, for training deep neural networks (DNNs). In DNN training, the number of variables and components…

Machine Learning · Computer Science 2021-01-11 Donald Goldfarb , Yi Ren , Achraf Bahamou

Quasi-Newton methods refer to a class of algorithms at the interface between first and second order methods. They aim to progress as substantially as second order methods per iteration, while maintaining the computational complexity of…

Optimization and Control · Mathematics 2024-05-14 Shida Wang , Jalal Fadili , Peter Ochs

We propose a novel low-rank initialization framework for training low-rank deep neural networks -- networks where the weight parameters are re-parameterized by products of two low-rank matrices. The most successful prior existing approach,…

Machine Learning · Computer Science 2022-05-23 Kiran Vodrahalli , Rakesh Shivanna , Maheswaran Sathiamoorthy , Sagar Jain , Ed H. Chi

Inverse problems span across diverse fields. In medical contexts, computed tomography (CT) plays a crucial role in reconstructing a patient's internal structure, presenting challenges due to artifacts caused by inherently ill-posed inverse…

Image and Video Processing · Electrical Eng. & Systems 2024-04-01 Ishak Ayad , Nicolas Larue , Maï K. Nguyen

Despite the recent success of stochastic gradient descent in deep learning, it is often difficult to train a deep neural network with an inappropriate choice of its initial parameters. Even if training is successful, it has been known that…

Machine Learning · Computer Science 2023-02-10 Cheolhyoung Lee , Kyunghyun Cho

Weight initialization is important for faster convergence and stability of deep neural networks training. In this paper, a robust initialization method is developed to address the training instability in long short-term memory (LSTM)…

This work studies the usage of well-known smoothed total variation regularization for solving an atmospheric tomography problem named as {\em GPS-tomography} in some quasi-Newton methods. That is we solve an unconstrained, convex, smooth…

Numerical Analysis · Mathematics 2016-04-20 Erdem Altuntac

This paper presents an efficient feature-based approach to initialize non-linear image registration. Today, nonlinear image registration is dominated by methods relying on intensity-based similarity measures. A good estimate of the initial…

Computer Vision and Pattern Recognition · Computer Science 2024-07-10 Antoine Legouhy , Ross Callaghan , Hojjat Azadbakht , Hui Zhang