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We consider the problem of approximating a function in a general nonlinear subset of $L^2$, when only a weighted Monte Carlo estimate of the $L^2$-norm can be computed. Of particular interest in this setting is the concept of sample…

Numerical Analysis · Mathematics 2023-01-24 Philipp Trunschke

The classical multi-set split feasibility problem seeks a point in the intersection of finitely many closed convex domain constraints, whose image under a linear mapping also lies in the intersection of finitely many closed convex range…

Optimization and Control · Mathematics 2017-01-19 Jason Xu , Eric C. Chi , Meng Yang , Kenneth Lange

In this paper, we are interested in proving the existence and uniqueness of the local, local maximal, and global solutions of the equation projected on the Hilbert manifold. Furthermore, we show that, for any given initial data in the…

Differential Geometry · Mathematics 2025-05-06 Saeed Ahmed , Javed Hussain

We study a continuous-time system that solves optimization problems over the set of orthonormal matrices, which is also known as the Stiefel manifold. The resulting optimization flow follows a path that is not always on the manifold but…

Optimization and Control · Mathematics 2022-08-02 Bin Gao , Simon Vary , Pierre Ablin , P. -A. Absil

In a multiobjective optimization problem a solution is called Pareto-optimal if no criterion can be improved without deteriorating at least one of the other criteria. Computing the set of all Pareto-optimal solutions is a common task in…

Data Structures and Algorithms · Computer Science 2020-10-22 Heiko Röglin

A neural population responding to multiple appearances of a single object defines a manifold in the neural response space. The ability to classify such manifolds is of interest, as object recognition and other computational tasks require a…

Disordered Systems and Neural Networks · Physics 2022-08-30 Uri Cohen , Haim Sompolinsky

Saddle fixed points are the centerpieces of complicated dynamics in a system. The one-dimensional stable and unstable manifolds of these saddle-points are crucial to understanding the dynamics of such systems. While the problem of sketching…

Chaotic Dynamics · Physics 2022-07-13 Vaibhav Ganatra , Soumitro Banerjee

Optimization techniques are at the core of many scientific and engineering disciplines. The steepest descent methods play a foundational role in this area. In this paper we studied a generalized steepest descent method on Riemannian…

Optimization and Control · Mathematics 2025-02-28 Rashid A. , Amal A Samad

Gradient Descent (GD) is a ubiquitous algorithm for finding the optimal solution to an optimization problem. For reduced computational complexity, the optimal solution $\mathrm{x^*}$ of the optimization problem must be attained in a minimum…

Optimization and Control · Mathematics 2023-06-01 Revati Gunjal , Sushama Wagh , Syed Shadab Nayyer , Alex Stankovic , Navdeep M. Singh

We present a general approach to rounding semidefinite programming relaxations obtained by the Sum-of-Squares method (Lasserre hierarchy). Our approach is based on using the connection between these relaxations and the Sum-of-Squares proof…

Data Structures and Algorithms · Computer Science 2013-12-24 Boaz Barak , Jonathan Kelner , David Steurer

New algorithms are devised for finding the maxima of multidimensional point samples, one of the very first problems studied in computational geometry. The algorithms are very simple and easily coded and modified for practical needs. The…

Data Structures and Algorithms · Computer Science 2009-10-09 Wei-Mei Chen , Hsien-Kuei Hwang , Tsung-Hsi Tsai

In this paper, we consider optimization problems over closed embedded submanifolds of $\mathbb{R}^n$, which are defined by the constraints $c(x) = 0$. We propose a class of constraint dissolving approaches for these Riemannian optimization…

Optimization and Control · Mathematics 2022-10-18 Nachuan Xiao , Xin Liu , Kim-Chuan Toh

Consensus on nonlinear spaces is of use in many control applications. This paper proposes a gradient descent flow algorithm for consensus on hypersurfaces. We show that if an inequality holds, then the system converges for almost all…

Optimization and Control · Mathematics 2020-04-02 Johan Markdahl

A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It…

Numerical Analysis · Mathematics 2019-01-23 Anthony Nouy , Florent Pled

Non-convex optimization problems are ubiquitous in machine learning, especially in Deep Learning. While such complex problems can often be successfully optimized in practice by using stochastic gradient descent (SGD), theoretical analysis…

Machine Learning · Computer Science 2022-02-21 Harsh Vardhan , Sebastian U. Stich

Mirror Descent is a popular algorithm, that extends Gradients Descent (GD) beyond the Euclidean geometry. One of its benefits is to enable strong convergence guarantees through smooth-like analyses, even for objectives with exploding or…

Optimization and Control · Mathematics 2024-04-19 Hadrien Hendrikx

Smoothness and low dimensional structures play central roles in improving generalization and stability in learning and statistics. This work combines techniques from semi-infinite constrained learning and manifold regularization to learn…

Machine Learning · Computer Science 2023-02-03 Juan Cervino , Luiz F. O. Chamon , Benjamin D. Haeffele , Rene Vidal , Alejandro Ribeiro

he Singular Manifold Method is presented as an excellent tool to study a 2+1 dimensional equation in despite of the fact that the same method presents several problems when applied to 1+1 reductions of the same equation. Nevertheless these…

Exactly Solvable and Integrable Systems · Physics 2015-06-26 P. G. Estevez , J. Prada

This paper aims to investigate the distributed stochastic optimization problems on compact embedded submanifolds (in the Euclidean space) for multi-agent network systems. To address the manifold structure, we propose a distributed…

Optimization and Control · Mathematics 2025-10-28 Jishu Zhao , Xi Wang , Jinlong Lei , Shixiang Chen

Monotone inclusions have a wide range of applications, including minimization, saddle-point, and equilibria problems. We introduce new stochastic algorithms, with or without variance reduction, to estimate a root of the expectation of…

Optimization and Control · Mathematics 2024-05-24 Abdurakhmon Sadiev , Laurent Condat , Peter Richtárik