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Classical results show that gradient descent converges linearly to minimizers of smooth strongly convex functions. A natural question is whether there exists a locally nearly linearly convergent method for nonsmooth functions with quadratic…

Optimization and Control · Mathematics 2023-07-18 Damek Davis , Liwei Jiang

Symmetries in an open quantum system lead to degenerated Liouvillian that physically implies the existence of multiple steady states. In such cases, obtaining the initial condition independent stead states is highly nontrivial since any…

Statistical Mechanics · Physics 2021-11-16 Juzar Thingna , Daniel Manzano

This paper focuses on the strong convergence of the truncated $\theta$-Milstein method for a class of nonautonomous stochastic differential delay equations whose drift and diffusion coefficients can grow polynomially. The convergence rate,…

Numerical Analysis · Mathematics 2021-12-28 Shuaibin Gao , Junhao Hu , Jie He , Qian Guo

In this paper we prove the existence of weak solutions to degenerate parabolic systems arising from the fully coupled moisture movement, solute transport of dissolved species and heat transfer through porous materials. Physically relevant…

Analysis of PDEs · Mathematics 2017-07-24 Michal Beneš , Igor Pažanin

Resetting a stochastic process is an important problem describing the evolution of physical, biological and other systems which are continually returned to their certain fixed point. We consider the motion of a subdiffusive particle with a…

Statistical Mechanics · Physics 2024-01-18 Aleksander A. Stanislavsky

We study incremental stability and convergence of switched (bimodal) Filippov systems via contraction analysis. In particular, by using results on regularization of switched dynamical systems, we derive sufficient conditions for convergence…

Systems and Control · Computer Science 2020-03-18 Mario di Bernardo , Davide Fiore , S. John Hogan

The paper is devoted to the study of a new class of optimal control problems governed by discontinuous constrained differential inclusions of the sweeping type with involving the duration of the dynamic process into optimization. We develop…

Optimization and Control · Mathematics 2023-10-18 Giovanni Colombo , Boris S. Mordukhovich , Dao Nguyen , Trang Nguyen

In the setting adopted by Edmond and Thibault [Mathematical Programming 104 (2005), 347--373], we study a class of perturbed sweeping processes. Under suitable assumptions, we obtain two solution existence theorems for perturbed sweeping…

Optimization and Control · Mathematics 2021-08-18 Nguyen Khoa Son , Nguyen Nang Thieu , Nguyen Dong Yen

We introduce new multilevel methods for solving large-scale unconstrained optimization problems. Specifically, the philosophy of multilevel methods is applied to Newton-type methods that regularize the Newton sub-problem using second order…

Optimization and Control · Mathematics 2024-07-16 Nick Tsipinakis , Panos Parpas

In this paper, the convergence of the solutions for a discretized linear state-based static peridynamic system to the corresponding continuous solution is analytically proven. To obtain an implementable model, we further apply…

Numerical Analysis · Mathematics 2026-03-04 Lukas Pflug , Michael Stingl , Max Zetzmann

We tackle highly nonconvex, nonsmooth composite optimization problems whose objectives comprise a Moreau-Yosida regularized term. Classical nonconvex proximal splitting algorithms, such as nonconvex ADMM, suffer from lack of convergence for…

Optimization and Control · Mathematics 2018-02-28 Emanuel Laude , Tao Wu , Daniel Cremers

In this paper we consider multidimensional stochastic differential equations (SDEs) with discontinuous drift and possibly degenerate diffusion coefficient. We prove an existence and uniqueness result for this class of SDEs and we present a…

Numerical Analysis · Mathematics 2018-12-12 Gunther Leobacher , Michaela Szölgyenyi

In decentralized optimization, several nodes connected by a network collaboratively minimize some objective function. For minimization of Lipschitz functions lower bounds are known along with optimal algorithms. We study a specific class of…

Optimization and Control · Mathematics 2023-03-15 Savelii Chezhegov , Alexander Rogozin , Alexander Gasnikov

The exact Kohn-Sham iteration of generalized density-functional theory in finite dimensions witha Moreau-Yosida regularized universal Lieb functional and an adaptive damping step is shown toconverge to the correct ground-state density.

Chemical Physics · Physics 2020-10-01 Markus Penz , Andre Laestadius , Erik I. Tellgren , Michael Ruggenthaler

In this paper, we establish an initial theory regarding the Second Order Asymptotical Regularization (SOAR) method for the stable approximate solution of ill-posed linear operator equations in Hilbert spaces, which are models for linear…

Numerical Analysis · Mathematics 2018-08-28 Ye Zhang , Bernd Hofmann

We show that on a compact Riemmanian manifold $(M,g)$, nodal sets of linear combinations of any $p+1$ smooth functions form an admissible $p-$sweepout provided these linear combinations have uniformly bounded vanishing order. This applies…

Analysis of PDEs · Mathematics 2016-10-19 Thomas Beck , Spencer T. Becker-Kahn , Boris Hanin

In this paper we address the numerical solution of nonlinear ill-posed systems by iterative regularization methods in the classes of Levenberg-Marquardt, trust-region and adaptive quadratic regularization procedures. Both with exact and…

Numerical Analysis · Mathematics 2015-04-17 Stefania Bellavia , Benedetta Morini

We analyze the stochastic proximal subgradient descent in the case where the objective functions are path differentiable and verify a Sard-type condition. While the accumulation set may not be reduced to unique point, we show that the time…

Optimization and Control · Mathematics 2022-05-25 Sholom Schechtman

In this paper, we introduce the notion of generalized $\epsilon$-stationarity for a class of nonconvex and nonsmooth composite minimization problems on compact Riemannian submanifold embedded in Euclidean space. To find a generalized…

Optimization and Control · Mathematics 2023-10-31 Zheng Peng , Weihe Wu , Jiang Hu , Kangkang Deng

We consider a nonlinear discrete stochastic control system, and our goal is to design a feedback control policy in order to lead the system to a prespecified state. We adopt a stochastic approximation viewpoint of this problem. It is known…

Optimization and Control · Mathematics 2025-09-03 Hoang Huy Nguyen , Siva Theja Maguluri