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Related papers: Limited-Memory BFGS with Displacement Aggregation

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A problem of great interest in optimization is to minimize a sum of two closed, proper, and convex functions where one is smooth and the other has a computationally inexpensive proximal operator. In this paper we analyze a family of…

Optimization and Control · Mathematics 2017-01-24 Patrick R. Johnstone , Pierre Moulin

We propose a novel trust region method for solving a class of nonsmooth, nonconvex composite-type optimization problems. The approach embeds inexact semismooth Newton steps for finding zeros of a normal map-based stationarity measure for…

Optimization and Control · Mathematics 2023-10-04 Wenqing Ouyang , Andre Milzarek

The limited memory steepest descent method (LMSD) proposed by Fletcher is an extension of the Barzilai-Borwein "two-point step size" strategy for steepest descent methods for solving unconstrained optimization problems. It is known that the…

Optimization and Control · Mathematics 2016-10-13 Frank E. Curtis , Wei Guo

We propose a new stochastic variance-reduced damped L-BFGS algorithm, where we leverage estimates of bounds on the largest and smallest eigenvalues of the Hessian approximation to balance its quality and conditioning. Our algorithm,…

Machine Learning · Computer Science 2020-12-11 Sanae Lotfi , Tiphaine Bonniot de Ruisselet , Dominique Orban , Andrea Lodi

The limited memory steepest descent method (Fletcher, 2012) for unconstrained optimization problems stores a few past gradients to compute multiple stepsizes at once. We review this method and propose new variants. For strictly convex…

Optimization and Control · Mathematics 2024-04-17 Giulia Ferrandi , Michiel E. Hochstenbach

The main focus in this paper is exact linesearch methods for minimizing a quadratic function whose Hessian is positive definite. We give a class of limited-memory quasi-Newton Hessian approximations which generate search directions parallel…

Optimization and Control · Mathematics 2023-05-04 David Ek , Anders Forsgren

Given a set of dissimilarity measurements amongst data points, determining what metric representation is most "consistent" with the input measurements or the metric that best captures the relevant geometric features of the data is a key…

Machine Learning · Computer Science 2022-09-28 Rishi Sonthalia , Anna C. Gilbert

In this paper, a communication-efficient federated learning (FL) framework is proposed for improving the convergence rate of FL under a limited uplink capacity. The central idea of the proposed framework is to transmit the values and…

Signal Processing · Electrical Eng. & Systems 2023-07-21 Jaewon Yun , Yongjeong Oh , Yo-Seb Jeon , H. Vincent Poor

Large language models (LLMs) can memorize and reproduce training sequences verbatim -- a tendency that undermines both generalization and privacy. Existing mitigation methods apply interventions uniformly, degrading performance on the…

Machine Learning · Computer Science 2026-02-10 Xuanqi Zhang , Haoyang Shang , Xiaoxiao Li

The full approximation storage (FAS) scheme is a widely used multigrid method for nonlinear problems. In this paper, a new framework to design and analyze FAS-like schemes for convex optimization problems is developed. The new method, the…

Numerical Analysis · Mathematics 2019-10-22 Long Chen , Xiaozhe Hu , Steven M. Wise

There has been a growing effort in studying the distributed optimization problem over a network. The objective is to optimize a global function formed by a sum of local functions, using only local computation and communication. Literature…

Optimization and Control · Mathematics 2017-05-02 Guannan Qu , Na Li

This paper addresses the equal circle packing problem, and proposes an efficient Quasi-physical Quasi-human (QPQH) algorithm. QPQH is based on a modified Broyden-Fletcher-Goldfarb-Shanno (BFGS) algorithm which we call the local BFGS and a…

Computational Geometry · Computer Science 2017-04-14 Kun He , Hui Ye , Zhengli Wang , Jingfa Liu

In federated learning (FL), the significant communication overhead due to the slow convergence speed of training the global model poses a great challenge. Specifically, a large number of communication rounds are required to achieve the…

Machine Learning · Computer Science 2024-03-19 Mrinmay Sen , A. K. Qin , Krishna Mohan C

In federated learning (FL), a number of devices train their local models and upload the corresponding parameters or gradients to the base station (BS) to update the global model while protecting their data privacy. However, due to the…

Machine Learning · Computer Science 2022-05-04 Zhigang Yan , Dong Li , Zhichao Zhang , Jiguang He

Non-linear least squares solvers are used across a broad range of offline and real-time model fitting problems. Most improvements of the basic Gauss-Newton algorithm tackle convergence guarantees or leverage the sparsity of the underlying…

Computer Vision and Pattern Recognition · Computer Science 2020-10-22 Huu Le , Christopher Zach , Edward Rosten , Oliver J. Woodford

In this paper, we study federated optimization for solving stochastic variational inequalities (VIs), a problem that has attracted growing attention in recent years. Despite substantial progress, a significant gap remains between existing…

Machine Learning · Computer Science 2026-02-11 Guanghui Wang , Satyen Kale

We consider minimizing a smooth and strongly convex objective function using a stochastic Newton method. At each iteration, the algorithm is given an oracle access to a stochastic estimate of the Hessian matrix. The oracle model includes…

Optimization and Control · Mathematics 2022-11-29 Sen Na , Michał Dereziński , Michael W. Mahoney

Belief Propagation is a well-studied message-passing algorithm that runs over graphical models and can be used for approximate inference and approximation of local marginals. The resulting approximations are equivalent to the Bethe-Peierls…

Quantum Physics · Physics 2021-05-05 Roy Alkabetz , Itai Arad

In many modern imaging applications the desire to reconstruct high resolution images, coupled with the abundance of data from acquisition using ultra-fast detectors, have led to new challenges in image reconstruction. A main challenge is…

Numerical Analysis · Mathematics 2020-06-24 Julianne Chung , Matthias Chung , J. Tanner Slagel , Luis Tenorio

We propose a distributed bundle adjustment (DBA) method using the exact Levenberg-Marquardt (LM) algorithm for super large-scale datasets. Most of the existing methods partition the global map to small ones and conduct bundle adjustment in…

Computer Vision and Pattern Recognition · Computer Science 2023-08-15 Maoteng Zheng , Nengcheng Chen , Junfeng Zhu , Xiaoru Zeng , Huanbin Qiu , Yuyao Jiang , Xingyue Lu , Hao Qu