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Large-scale optimization problems require algorithms both effective and efficient. One such popular and proven algorithm is Stochastic Gradient Descent which uses first-order gradient information to solve these problems. This paper studies…

Optimization and Control · Mathematics 2021-11-11 Theodoros Mamalis , Dusan Stipanovic , Petros Voulgaris

We study optimization algorithms for the finite sum problems frequently arising in machine learning applications. First, we propose novel variants of stochastic gradient descent with a variance reduction property that enables linear…

Machine Learning · Computer Science 2017-07-06 Jakub Konečný

In this paper, we consider algorithms with integral action for solving online optimization problems characterized by quadratic cost functions with a time-varying optimal point described by an $(n-1)$th order polynomial. Using a version of…

Optimization and Control · Mathematics 2025-09-12 Alex Xinting Wu , Ian R. Petersen , Iman Shames

Stochastic Gradient Descent (SGD) is the main approach to optimizing neural networks. Several generalization properties of deep networks, such as convergence to a flatter minima, are believed to arise from SGD. This article explores the…

Machine Learning · Computer Science 2024-12-05 Aditya Shah , Aditya Challa , Sravan Danda , Archana Mathur , Snehanshu Saha

Deep learning has aroused extensive attention due to its great empirical success. The efficiency of the block coordinate descent (BCD) methods has been recently demonstrated in deep neural network (DNN) training. However, theoretical…

Optimization and Control · Mathematics 2019-05-14 Jinshan Zeng , Tim Tsz-Kit Lau , Shaobo Lin , Yuan Yao

In dual decomposition, the dual to an optimization problem with a specific structure is solved in distributed fashion using (sub)gradient and recently also fast gradient methods. The traditional dual decomposition suffers from two main…

Optimization and Control · Mathematics 2014-04-08 Pontus Giselsson

In this paper, we consider finite difference approximations of the second order wave equation. We use finite difference operators satisfying the summation-by-parts property to discretize the equation in space. Boundary conditions and grid…

Numerical Analysis · Mathematics 2015-09-04 Siyang Wang , Gunilla Kreiss

Stochastic Gradient Decent (SGD) is one of the core techniques behind the success of deep neural networks. The gradient provides information on the direction in which a function has the steepest rate of change. The main problem with basic…

Continual learning (CL) presents a fundamental challenge in training neural networks on sequential tasks without experiencing catastrophic forgetting. Traditionally, the dominant approach in CL has been gradient-based optimization, where…

Machine Learning · Computer Science 2025-04-03 Grzegorz Rypeść

In this paper, we establish new convergence results for the quantized distributed gradient descent and suggest a novel strategy of choosing the stepsizes for the high-performance of the algorithm. Under the strongly convexity assumption on…

Optimization and Control · Mathematics 2023-07-03 Woocheol Choi , Myeong-Su Lee

This paper presents a way to define, classify and accelerate the order of convergence of an uncountable family of fractional fixed point methods, which may be useful to continue expanding the applications of fractional operators. The…

Numerical Analysis · Mathematics 2024-03-27 A. Torres-Hernandez , F. Brambila-Paz , R. Montufar-Chaveznava

It is well known that using high-order numerical algorithms to solve fractional differential equations leads to almost the same computational cost with low-order ones but the accuracy (or convergence order) is greatly improved, due to the…

Numerical Analysis · Mathematics 2017-05-25 Hengfei Ding , Changpin Li

The paper studies numerical methods that preserve a Lyapunov function of a dynamical system, i.e. numerical approximations whose energy decreases, just like in the original differential equation. With this aim, a discrete gradient method is…

Numerical Analysis · Mathematics 2022-04-26 Yadira Hernández-Solano , Miguel Atencia

Radial Basis Function-generated Finite Differences (RBF-FD) is a meshless method that can be used to numerically solve partial differential equations. The solution procedure consists of two steps. First, the differential operator is…

Numerical Analysis · Mathematics 2026-02-26 Andrej Kolar-Požun , Mitja Jančič , Gregor Kosec

The gradient descent (GD) method -- is a fundamental and likely the most popular optimization algorithm in machine learning (ML), with a history traced back to a paper in 1847 (Cauchy, 1847). It was studied under various assumptions,…

Optimization and Control · Mathematics 2025-02-20 Aleksandr Lobanov , Alexander Gasnikov , Eduard Gorbunov , Martin Takáč

With the vigorous development of artificial intelligence technology, various engineering technology applications have been implemented one after another. The gradient descent method plays an important role in solving various optimization…

Machine Learning · Computer Science 2021-04-27 Jinhuan Duan , Xianxian Li , Shiqi Gao , Jinyan Wang , Zili Zhong

In the paper titled "New numerical approach for fractional differential equations" by A. Atangana and K.M. Owolabi [Math. Model. Nat. Phenom., 13(1), 2018], it is presented a method for the numerical solution of some fractional differential…

Numerical Analysis · Mathematics 2019-02-27 Roberto Garrappa

We present a novel randomized block coordinate descent method for the minimization of a convex composite objective function. The method uses (approximate) partial second-order (curvature) information, so that the algorithm performance is…

Optimization and Control · Mathematics 2018-02-28 Kimon Fountoulakis , Rachael Tappenden

A scaled conjugate gradient method that accelerates existing adaptive methods utilizing stochastic gradients is proposed for solving nonconvex optimization problems with deep neural networks. It is shown theoretically that, whether with…

Machine Learning · Computer Science 2024-12-17 Naoki Sato , Koshiro Izumi , Hideaki Iiduka

Computing the gradient of a function provides fundamental information about its behavior. This information is essential for several applications and algorithms across various fields. One common application that require gradients are…

Numerical Analysis · Mathematics 2022-06-09 Esmail Abdul Fattah , Janet Van Niekerk , Haavard Rue
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