Related papers: Anderson Acceleration for Geometry Optimization an…
In this work we propose a differential geometric motivation for Nesterov's accelerated gradient method (AGM) for strongly-convex problems. By considering the optimization procedure as occurring on a Riemannian manifold with a natural…
Point discretization of curved surfaces is required in many applications ranging from object rendering to the solution of surface partial differential equations (PDEs). These applications often impose that surfaces are sampled with local…
We propose generic acceleration schemes for a wide class of optimization and iterative schemes based on relaxation and inertia. In particular, we introduce methods that automatically tunes the acceleration coefficients online, and establish…
Newton's method is a fundamental technique in optimization with quadratic convergence within a neighborhood around the optimum. However reaching this neighborhood is often slow and dominates the computational costs. We exploit two…
This paper presents results and convergence study of the Global--Local Iterative Coupling through the implementation in the commercial software Abaqus making use of the co-simulation engine. A hierarchical modeling and simulation approach…
In this paper we accomplish the development of the fast rank-adaptive solver for tensor-structured symmetric positive definite linear systems in higher dimensions. In [arXiv:1301.6068] this problem is approached by alternating minimization…
We present a novel convex formulation that weakly couples the Material Point Method (MPM) with rigid body dynamics through frictional contact, optimized for efficient GPU parallelization. Our approach features an asynchronous time-splitting…
Superlinear convergence has been an elusive goal for black-box nonsmooth optimization. Even in the convex case, the subgradient method is very slow, and while some cutting plane algorithms, including traditional bundle methods, are popular…
The graduated optimization approach, also known as the continuation method, is a popular heuristic to solving non-convex problems that has received renewed interest over the last decade. Despite its popularity, very little is known in terms…
In this paper we consider the neural network optimization. We develop Anderson-type acceleration method for the stochastic gradient decent method and it improves the network permanence very much. We demonstrate the applicability of the…
Finding roots of equations is at the heart of most computational science. A well-known and widely used iterative algorithm is the Newton's method. However, its convergence depends heavily on the initial guess, with poor choices often…
In this paper, we develop a variant of the well-known Gauss-Newton (GN) method to solve a class of nonconvex optimization problems involving low-rank matrix variables. As opposed to the standard GN method, our algorithm allows one to handle…
Viewing optimization methods as numerical integrators for ordinary differential equations (ODEs) provides a thought-provoking modern framework for studying accelerated first-order optimizers. In this literature, acceleration is often…
Nesterov's well-known scheme for accelerating gradient descent in convex optimization problems is adapted to accelerating stationary iterative solvers for linear systems. Compared with classical Krylov subspace acceleration methods, the…
We introduce a generic scheme for accelerating first-order optimization methods in the sense of Nesterov, which builds upon a new analysis of the accelerated proximal point algorithm. Our approach consists of minimizing a convex objective…
In this paper, a novel stochastic extra-step quasi-Newton method is developed to solve a class of nonsmooth nonconvex composite optimization problems. We assume that the gradient of the smooth part of the objective function can only be…
Many recent works have designed accelerators for Convolutional Neural Networks (CNNs). While digital accelerators have relied on near data processing, analog accelerators have further reduced data movement by performing in-situ computation.…
In this paper, we propose a proximal gradient method and an accelerated proximal gradient method for solving composite optimization problems, where the objective function is the sum of a smooth and a convex, possibly nonsmooth, function. We…
Gradient restarting has been shown to improve the numerical performance of accelerated gradient methods. This paper provides a mathematical analysis to understand these advantages. First, we establish global linear convergence guarantees…
The paper proposes and justifies a new algorithm of the proximal Newton type to solve a broad class of nonsmooth composite convex optimization problems without strong convexity assumptions. Based on advanced notions and techniques of…