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We consider the class of convex minimization problems, composed of a self-concordant function, such as the $\log\det$ metric, a convex data fidelity term $h(\cdot)$ and, a regularizing -- possibly non-smooth -- function $g(\cdot)$. This…

Machine Learning · Statistics 2014-05-14 Anastasios Kyrillidis , Rabeeh Karimi Mahabadi , Quoc Tran-Dinh , Volkan Cevher

Learning interpretable and human-controllable representations that uncover factors of variation in data remains an ongoing key challenge in representation learning. We investigate learning group-disentangled representations for groups of…

Machine Learning · Computer Science 2021-10-26 Linh Tran , Amir Hosein Khasahmadi , Aditya Sanghi , Saeid Asgari

Time-varying non-convex continuous-valued non-linear constrained optimization is a fundamental problem. We study conditions wherein a momentum-like regularising term allow for the tracking of local optima by considering an ordinary…

Optimization and Control · Mathematics 2019-09-18 Olivier Massicot , Jakub Marecek

This paper generalizes the optimized gradient method (OGM) that achieves the optimal worst-case cost function bound of first-order methods for smooth convex minimization. Specifically, this paper studies a generalized formulation of OGM and…

Optimization and Control · Mathematics 2019-06-14 Donghwan Kim , Jeffrey A. Fessler

In this paper, we consider a general stochastic optimization problem which is often at the core of supervised learning, such as deep learning and linear classification. We consider a standard stochastic gradient descent (SGD) method with a…

Machine Learning · Statistics 2018-12-27 Lam M. Nguyen , Nam H. Nguyen , Dzung T. Phan , Jayant R. Kalagnanam , Katya Scheinberg

Gradient-based (a.k.a. `first order') optimization algorithms are routinely used to solve large scale non-convex problems. Yet, it is generally hard to predict their effectiveness. In order to gain insight into this question, we revisit the…

Probability · Mathematics 2024-12-10 Andrea Montanari , Eliran Subag

We consider the fundamental problem in non-convex optimization of efficiently reaching a stationary point. In contrast to the convex case, in the long history of this basic problem, the only known theoretical results on first-order…

Optimization and Control · Mathematics 2016-08-26 Zeyuan Allen-Zhu , Elad Hazan

Sampling a probability distribution with an unknown normalization constant is a fundamental problem in computational science and engineering. This task may be cast as an optimization problem over all probability measures, and an initial…

Machine Learning · Statistics 2024-09-12 Yifan Chen , Daniel Zhengyu Huang , Jiaoyang Huang , Sebastian Reich , Andrew M. Stuart

This paper develops numerical methods for optimal control of mechanical systems in the Lagrangian setting. It extends the theory of discrete mechanics to enable the solutions of optimal control problems through the discretization of…

Optimization and Control · Mathematics 2015-06-04 Fernando Jimenez , Marin Kobilarov , David Martin de Diego

This paper formulates optimal control problems for rigid bodies in a geometric manner and it presents computational procedures based on this geometric formulation for numerically solving these optimal control problems. The dynamics of each…

Optimization and Control · Mathematics 2008-05-07 Taeyoung Lee , Melvin Leok , N. Harris McClamroch

In this paper, we provide a new routine to employ the Nash-Moser iteration technique to analyze the local and global properties of positive solutions to the equation $$\Delta_pv + a|\nabla v|^qv^r =0$$ on a complete Riemannian manifold with…

Analysis of PDEs · Mathematics 2024-03-27 Jie He , Jingchen Hu , Youde Wang

We propose a mathematically principled PDE gradient flow framework for distributionally robust optimization (DRO). Exploiting the recent advances in the intersection of Markov Chain Monte Carlo sampling and gradient flow theory, we show…

Optimization and Control · Mathematics 2026-05-27 Zusen Xu , Jia-Jie Zhu

An influential line of recent work has focused on the generalization properties of unregularized gradient-based learning procedures applied to separable linear classification with exponentially-tailed loss functions. The ability of such…

Machine Learning · Computer Science 2022-06-24 Matan Schliserman , Tomer Koren

Local neural operator (LNO) conception has provided a feasible way for scientific computations. The LNO learns transient partial differential equations from random field samples, and then the pre-trained LNO solves practical problems on…

Computational Physics · Physics 2025-04-16 Hongyu Li , Ximeng Ye , Lei He , Weiqi Qian , Peng Jiang , Tiejun Wang

The Stochastic Liouville-von Neumann equation provides an exact numerical simulation strategy for quantum systems interacting with Gaussian reservoirs [J.T. Stockburger & H. Grabert, PRL 88, 170407 (2002)]. Its scaling with the extension of…

Statistical Mechanics · Physics 2019-09-04 Konstantin Schmitz , Jürgen T. Stockburger

Learning to Optimize (L2O) enhances optimization efficiency with integrated neural networks. L2O paradigms achieve great outcomes, e.g., refitting optimizer, generating unseen solutions iteratively or directly. However, conventional L2O…

Machine Learning · Computer Science 2025-03-17 Mingjia Shi , Ruihan Lin , Xuxi Chen , Yuhao Zhou , Zezhen Ding , Pingzhi Li , Tong Wang , Kai Wang , Zhangyang Wang , Jiheng Zhang , Tianlong Chen

A novel dynamical inertial Newton system, which is called Hessian-driven Nesterov accelerated gradient (H-NAG) flow is proposed. Convergence of the continuous trajectory are established via tailored Lyapunov function, and new first-order…

Optimization and Control · Mathematics 2019-12-25 Long Chen , Hao Luo

We study operators that are generalizations of the classical Riemann-Liouville fractional integral, and of the Riemann-Liouville and Caputo fractional derivatives. A useful formula relating the generalized fractional derivatives is proved,…

Classical Analysis and ODEs · Mathematics 2012-10-29 Tatiana Odzijewicz , Agnieszka B. Malinowska , Delfim F. M. Torres

In this paper, we investigate a group sparse optimization problem via $\ell_{p,q}$ regularization in three aspects: theory, algorithm and application. In the theoretical aspect, by introducing a notion of group restricted eigenvalue…

Optimization and Control · Mathematics 2016-01-29 Yaohua Hu , Chong Li , Kaiwen Meng , Jing Qin , Xiaoqi Yang

An optimization framework is presented for minimizing the energy functional developed around a generalized equation governing physical systems such as fluid dynamics, particle transport, phase transition, and other related systems. The…

Fluid Dynamics · Physics 2024-04-25 Varsha Gupta
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