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We introduce a new sequential subspace optimization method for large-scale saddle-point problems. It solves iteratively a sequence of auxiliary saddle-point problems in low-dimensional subspaces, spanned by directions derived from…

Optimization and Control · Mathematics 2020-08-24 Yoni Choukroun , Michael Zibulevsky , Pavel Kisilev

Saddle-point problems have recently gained increased attention from the machine learning community, mainly due to applications in training Generative Adversarial Networks using stochastic gradients. At the same time, in some applications…

Optimization and Control · Mathematics 2021-09-07 Abdurakhmon Sadiev , Aleksandr Beznosikov , Pavel Dvurechensky , Alexander Gasnikov

Let $f$ be a real arithmetic function and let $g:[1,\infty[\to{\mathbb R}$ be a smooth function. We describe two emblematic instances in which saddle-point estimates may be used to evaluate the frequency, on the set of integers $n\leqslant…

Number Theory · Mathematics 2026-03-12 Gérald Tenenbaum

We introduce a new stochastic algorithm to locate the index-1 saddle points of a function $V:\mathbb R^d \to \mathbb R$, with $d$ possibly large. This algorithm can be seen as an equivalent of the stochastic gradient descent which is a…

Numerical Analysis · Mathematics 2023-08-24 Tony Lelièvre , Panos Parpas

We describe a method to evaluate integrals that arise in the asymptotic analysis when two saddle points may be close together. These integrals, which appear in problems from optics, acoustics or quantum mechanics as well as in a wide class…

Numerical Analysis · Mathematics 2020-01-08 Amparo Gil , Javier Segura , Nico M. Temme

In a previous work, the author and D.C. Dobson proposed a numerical method for solving the complex Helmholtz equation based on the minimization variational principles developed by Milton, Seppecher, and Bouchitte. This method results in a…

Numerical Analysis · Mathematics 2015-01-06 Russell B. Richins

The problem of integer partitions is addressed using the microcanonical approach which is based on the analogy between this problem in the number theory and the calculation of microstates of a many-boson system. For ordinary…

Statistical Mechanics · Physics 2012-10-05 D. Prokhorov , A. Rovenchak

Let $f \in \mathbb{Z}[y]$ be a polynomial such that $f(\mathbb{N}) \subseteq \mathbb{N}$, and let $p_{\mathcal{A}_{f}}(n)$ denote number of partitions of $n$ whose parts lie in the set $\mathcal{A}_f:=\{f(n):n \in \mathbb{N}\}$. Under…

Number Theory · Mathematics 2018-04-20 Alexander Dunn , Nicolas Robles

Many asymptotic formulas exist for unrestricted integer partitions as well as for distinct partitions of integers into a finite number of parts. Szekeres and Canfield have derived an asymptotic formula for the number of partitions that is…

Combinatorics · Mathematics 2018-08-01 Vivien Brunel

We establish asymptotic estimates of Mathieu-type series defined by sequences with power-logarithmic or factorial behavior. By taking the Mellin transform, the problem is mapped to the singular behavior of certain Dirichlet series, which is…

Classical Analysis and ODEs · Mathematics 2019-01-16 Stefan Gerhold , Zivorad Tomovski

In this paper we discuss inverse medium problems. We develop the direct sampling method based on probing indices using the saddle point formulation. The medium is constructed by solutions of saddle point problems. The method improves the…

Numerical Analysis · Mathematics 2024-12-31 Kazufumi Ito

In the paper, we generalize the approach Gasnikov et. al, 2017, which allows to solve (stochastic) convex optimization problems with an inexact gradient-free oracle, to the convex-concave saddle-point problem. The proposed approach works,…

Optimization and Control · Mathematics 2022-09-13 Aleksandr Beznosikov , Abdurakhmon Sadiev , Alexander Gasnikov

Two-point zeroth order methods are important in many applications of zeroth-order optimization, such as robotics, wind farms, power systems, online optimization, and adversarial robustness to black-box attacks in deep neural networks, where…

Optimization and Control · Mathematics 2023-05-10 Zhaolin Ren , Yujie Tang , Na Li

We consider convex-concave saddle-point problems where the objective functions may be split in many components, and extend recent stochastic variance reduction methods (such as SVRG or SAGA) to provide the first large-scale linearly…

Machine Learning · Computer Science 2016-11-04 P Balamurugan , Francis Bach

We give an overview of basic methods that can be used for obtaining asymptotic expansions of integrals: Watson's lemma, Laplace's method, the saddle point method, and the method of stationary phase. Certain developments in the field of…

Classical Analysis and ODEs · Mathematics 2013-08-08 Nico M. Temme

We solve large-scale mixed-integer linear programs (MILPs) via distributed asynchronous saddle point computation. This is motivated by the MILPs being able to model problems in multi-agent autonomy, e.g., task assignment problems and…

Optimization and Control · Mathematics 2022-11-23 Luke Fina , Matthew Hale

Saddle-point problems appear in various settings including machine learning, zero-sum stochastic games, and regression problems. We consider decomposable saddle-point problems and study an extension of the alternating direction method of…

Optimization and Control · Mathematics 2022-12-29 Mustafa O. Karabag , David Fridovich-Keil , Ufuk Topcu

A central challenge to many fields of science and engineering involves minimizing non-convex error functions over continuous, high dimensional spaces. Gradient descent or quasi-Newton methods are almost ubiquitously used to perform such…

Machine Learning · Computer Science 2014-05-29 Razvan Pascanu , Yann N. Dauphin , Surya Ganguli , Yoshua Bengio

In many problems of quantum chaos the calculation of sums of products of periodic orbit contributions is required. A general method of computation of these sums is proposed for generic integrable models where the summation over periodic…

chao-dyn · Physics 2009-10-31 E. Bogomolny

We present a unified framework of combinatorial descriptions, and the analogous asymptotic growth of the coefficients of two general families of functions related to integer partitions. In particular, we resolve several conjectures and…

Combinatorics · Mathematics 2023-03-07 Lida Ahmadi , Ricardo Gómez Aíza , Mark Daniel Ward