Related papers: Convergence Results for Implicit--Explicit General…
In this paper, we study the gradient descent-ascent method for convex-concave saddle-point problems. We derive a new non-asymptotic global convergence rate in terms of distance to the solution set by using the semidefinite programming…
Composite optimization problems, where the sum of a smooth and a merely lower semicontinuous function has to be minimized, are often tackled numerically by means of proximal gradient methods as soon as the lower semicontinuous part of the…
In this paper we generalize the polynomial time integration framework to additively partitioned initial value problems. The framework we present is general and enables the construction of many new families of additive integrators with…
Scale-resolving simulations of high Reynolds number incompressible flows are often limited by the Courant-Friedrichs-Lewy (CFL) stability restriction imposed by explicit time-stepping schemes, resulting in small time step sizes and long…
Performance analysis of first-order algorithms with inexact oracles has gained recent attention due to various emerging applications in which obtaining exact gradients is impossible or computationally expensive. Previous research has…
We consider stochastic gradient methods under the interpolation regime where a perfect fit can be obtained (minimum loss at each observation). While previous work highlighted the implicit regularization of such algorithms, we consider an…
We study continual learning on multiple linear classification tasks by sequentially running gradient descent (GD) for a fixed budget of iterations per task. When all tasks are jointly linearly separable and are presented in a cyclic/random…
We develop a general convergence theory for adaptive discontinuous Galerkin methods for elliptic PDEs covering the popular SIPG, NIPG and LDG schemes as well as all practically relevant marking strategies. Another key feature of the…
In this paper, we develop a class of high-order conservative methods for simulating non-equilibrium radiation diffusion problems. Numerically, this system poses significant challenges due to strong nonlinearity within the stiff source terms…
A deep equilibrium model uses implicit layers, which are implicitly defined through an equilibrium point of an infinite sequence of computation. It avoids any explicit computation of the infinite sequence by finding an equilibrium point…
Generalized Linear Models (GLMs) and Single Index Models (SIMs) provide powerful generalizations of linear regression, where the target variable is assumed to be a (possibly unknown) 1-dimensional function of a linear predictor. In general,…
We introduce a framework, which we denote as the augmented estimate sequence, for deriving fast algorithms with provable convergence guarantees. We use this framework to construct a new first-order scheme, the Accelerated Composite Gradient…
Generalized self-concordance is a key property present in the objective function of many important learning problems. We establish the convergence rate of a simple Frank-Wolfe variant that uses the open-loop step size strategy $\gamma_t =…
We are interested in existence results for second order differential inclusions, involving finite number of unilateral constraints in an abstract framework. These constraints are described by a set-valued operator, more precisely a proximal…
There has been a recent surge of interest in the study of asymptotic reconstruction performance in various cases of generalized linear estimation problems in the teacher-student setting, especially for the case of i.i.d standard normal…
We provide a unified framework that applies to a general family of convex losses across binary and multiclass settings in the overparameterized regime to approximately characterize the implicit bias of gradient descent in closed form.…
We consider the problem of optimizing the sum of a smooth convex function and a non-smooth convex function using proximal-gradient methods, where an error is present in the calculation of the gradient of the smooth term or in the proximity…
Online and stochastic gradient methods have emerged as potent tools in large scale optimization with both smooth convex and nonsmooth convex problems from the classes $C^{1,1}(\reals^p)$ and $C^{1,0}(\reals^p)$ respectively. However to our…
In this paper we present a new high order semi-implicit DG scheme on two-dimensional staggered triangular meshes applied to different nonlinear systems of hyperbolic conservation laws such as advection-diffusion models, incompressible…
Large Language Models (LLMs) have demonstrated strong generalization across a wide range of tasks. Reasoning with LLMs is central to solving multi-step problems and complex decision-making. To support efficient reasoning, recent studies…