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In the paper, we study the stochastic alternating direction method of multipliers (ADMM) for the nonconvex optimizations, and propose three classes of the nonconvex stochastic ADMM with variance reduction, based on different reduced…

Optimization and Control · Mathematics 2017-07-27 Feihu Huang , Songcan Chen , Zhaosong Lu

We present and analyze a momentum-based gradient method for training linear classifiers with an exponentially-tailed loss (e.g., the exponential or logistic loss), which maximizes the classification margin on separable data at a rate of…

Machine Learning · Computer Science 2021-08-24 Ziwei Ji , Nathan Srebro , Matus Telgarsky

We derive and implement a second-order adjoint method to compute exact gradients and Hessians for a prototypical quantum optimal control problem, that of solving for the minimal energy applied electric field that drives a molecule from a…

Quantum Physics · Physics 2025-05-02 Harish S. Bhat

Adjoint-based optimization methods are attractive for aerodynamic shape design primarily due to their computational costs being independent of the dimensionality of the input space and their ability to generate high-fidelity gradients that…

Computational Physics · Physics 2020-08-18 S. Ashwin Renganathan , Romit Maulik and , Jai Ahuja

In this study, we find the optimal control boundary (i.e., actuator velocity) that cancels the acoustic reverberations inside drop-on-demand inkjet printheads at a specific time. We formulate an optimization problem to minimize the total…

Fluid Dynamics · Physics 2025-04-14 Javier Lorente-Macias , Matthew P. Juniper

The shape gradient quantifies the change in some figure of merit resulting from differential perturbations to a shape. Shape gradients can be applied to gradient-based optimization, sensitivity analysis, and tolerance calculation. An…

Plasma Physics · Physics 2019-04-10 Thomas Antonsen, , Elizabeth J. Paul , Matt Landreman

Direct methods for the simulation of optimal control problems apply a specific discretization to the dynamics of the problem, and the discrete adjoint method is suitable to calculate corresponding conditions to approximate an optimal…

A common optimization problem in the areas of magnetized plasmas and fusion energy is the design of magnets to produce a given three-dimensional magnetic field distribution to high precision. When designing arrays of permanent magnets for…

Plasma Physics · Physics 2024-02-20 K. C. Hammond , A. A. Kaptanoglu

This paper proposes a new equation from continuous adjoint theory to compute the gradient of quantities governed by the Transport Theory of light. Unlike discrete gradients ala autograd, which work at the code level, we first formulate the…

Graphics · Computer Science 2020-06-29 Jos Stam

We focus on analyzing the classical stochastic projected gradient methods under a general dependent data sampling scheme for constrained smooth nonconvex optimization. We show the worst-case rate of convergence $\tilde{O}(t^{-1/4})$ and…

Optimization and Control · Mathematics 2023-06-26 Ahmet Alacaoglu , Hanbaek Lyu

Tight tolerances have been a leading driver of cost in recent stellarator experiments, so improved definition and control of tolerances can have significant impact on progress in the field. Here we relate tolerances to the shape gradient…

Plasma Physics · Physics 2018-03-09 Matt Landreman , Elizabeth J Paul

Stochastic gradient descent (\textsc{Sgd}) methods are the most powerful optimization tools in training machine learning and deep learning models. Moreover, acceleration (a.k.a. momentum) methods and diagonal scaling (a.k.a. adaptive…

Machine Learning · Statistics 2018-10-02 Qi Deng , Yi Cheng , Guanghui Lan

This paper addresses design of accelerators using systolic architectures for training of neural networks using a novel gradient interleaving approach. Training the neural network involves backpropagation of error and computation of…

Signal Processing · Electrical Eng. & Systems 2023-02-27 Nanda Unnikrishnan , Keshab K. Parhi

Adjoint variable method in combination with gradient descent optimization has been widely used for the inverse design of nanophotonic devices. In many of such optimizations, the design region is only a small fraction of the total…

Computational Physics · Physics 2019-07-24 Nathan Zhao , Salim Boutami , Shanhui Fan

The method of nonlinear conjugate gradients (NCG) is widely used in practice for unconstrained optimization, but it satisfies weak complexity bounds at best when applied to smooth convex functions. In contrast, Nesterov's accelerated…

Optimization and Control · Mathematics 2024-01-04 Sahar Karimi , Stephen Vavasis

This study demonstrates how the adjoint-based framework traditionally used to compute gradients in PDE optimization problems can be extended to handle general constraints on the state variables. This is accomplished by constructing a…

Optimization and Control · Mathematics 2024-08-13 Pritpal Matharu , Bartosz Protas

Stochastic gradient methods are scalable for solving large-scale optimization problems that involve empirical expectations of loss functions. Existing results mainly apply to optimization problems where the objectives are one- or two-level…

Optimization and Control · Mathematics 2018-01-15 Shuoguang Yang , Mengdi Wang , Ethan X. Fang

We propose a family of optimization methods that achieve linear convergence using first-order gradient information and constant step sizes on a class of convex functions much larger than the smooth and strongly convex ones. This larger…

Optimization and Control · Mathematics 2018-09-14 Chris J. Maddison , Daniel Paulin , Yee Whye Teh , Brendan O'Donoghue , Arnaud Doucet

This paper develops an adaptive proximal alternating direction method of multipliers (ADMM) for solving linearly constrained, composite optimization problems under the assumption that the smooth component of the objective is weakly convex,…

Optimization and Control · Mathematics 2026-05-04 Leandro Farias Maia , David H. Gutman , Renato D. C. Monteiro , Gilson N. Silva

In this paper, we present new stochastic methods for solving two important classes of nonconvex optimization problems. We first introduce a randomized accelerated proximal gradient (RapGrad) method for solving a class of nonconvex…

Optimization and Control · Mathematics 2019-08-20 Guanghui Lan , Yu Yang