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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 2014-06-11 Yann Dauphin , Razvan Pascanu , Caglar Gulcehre , Kyunghyun Cho , Surya Ganguli , Yoshua Bengio

This paper is devoted to the design of efficient primal-dual algorithm (PDA) for solving convex optimization problems with known saddle-point structure. We present a new PDA with larger acceptable range of parameters and correction, which…

Optimization and Control · Mathematics 2019-12-04 Xiaokai Chang , Sanyang Liu

This study presents incremental correction methods for refining neural network parameters or control functions entering into a continuous-time dynamic system to achieve improved solution accuracy in satisfying the interim point constraints…

Optimization and Control · Mathematics 2024-03-12 Namhoon Cho , Hyo-Sang Shin , Antonios Tsourdos , Davide Amato

In this paper, we provide some analysis on the asymptotic escape of strict saddles in manifold optimization using the projected gradient descent (PGD) algorithm. One of our main contributions is that we extend the current analysis to…

Optimization and Control · Mathematics 2020-06-30 Thomas Y. Hou , Zhenzhen Li , Ziyun Zhang

We study the properties of the two-point spectral form factor for classically chaotic systems with spin 1/2 in the semiclassical limit, with a suitable semiclassical trace formula as our principal tool. To this end we introduce a…

chao-dyn · Physics 2009-10-31 Jens Bolte , Stefan Keppeler

The semiclassical formula for the quantum propagator in the coherent state representation $<\mathbf{z}'' | e^{-i\hat{H}T/\hbar} | \mathbf{z}'>$ is not free from the problem of caustics. These are singular points along the complex classical…

Quantum Physics · Physics 2008-03-03 A. D. Ribeiro , M. A. M. de Aguiar

In this paper, we propose a variant of Riemannian stochastic recursive gradient method that can achieve second-order convergence guarantee and escape saddle points using simple perturbation. The idea is to perturb the iterates when gradient…

Optimization and Control · Mathematics 2020-10-30 Andi Han , Junbin Gao

The sign problem appears in lattice QCD as soon as a non-zero chemical potential is introduced. This prevents direct simulations to determine the phase structure of the strongly interacting matter. Complex Langevin methods have been…

High Energy Physics - Lattice · Physics 2018-04-18 Felipe Attanasio , Benjamin Jäger

Based on a quantitative version of the inverse function theorem and an appropriate saddle-point formulation we derive a quasi-optimal error estimate for the finite element approximation of harmonic maps into spheres with a nodal…

Numerical Analysis · Mathematics 2022-09-27 Sören Bartels , Christian Palus , Zhangxian Wang

High-index saddle dynamics (HiSD) is an effective approach for computing saddle points of a prescribed Morse index and constructing solution landscapes for complex nonlinear systems. However, for problems with ill-conditioned Hessians…

Numerical Analysis · Mathematics 2026-05-25 Bingzhang Huang , Hua Su , Lei Zhang , Jin Zhao

The interaction-induced metal-insulator transition should be in the Ising universality class. Experiments on layered organic superconductors suggest that the observed critical endpoint of the first-order Mott transition belongs instead to a…

Strongly Correlated Electrons · Physics 2012-06-19 Patrick Sémon , A. -M. S. Tremblay

A central challenge to using first-order methods for optimizing nonconvex problems is the presence of saddle points. First-order methods often get stuck at saddle points, greatly deteriorating their performance. Typically, to escape from…

Machine Learning · Computer Science 2017-09-06 Sashank J Reddi , Manzil Zaheer , Suvrit Sra , Barnabas Poczos , Francis Bach , Ruslan Salakhutdinov , Alexander J Smola

We introduce Causal Computational Asymmetry (CCA), a principle for causal direction identification based on optimization dynamics in which one neural network is trained to predict $Y$ from $X$ and another to predict $X$ from $Y$, and the…

Machine Learning · Computer Science 2026-02-27 Abdulrahman Tamim

Causal Graph Dynamics extend Cellular Automata to arbitrary, bounded-degree, time-varying graphs. The whole graph evolves in discrete time steps, and this global evolution is required to have a number of physics-like symmetries:…

Discrete Mathematics · Computer Science 2017-06-06 Pablo Arrighi , Simon Martiel , Simon Perdrix

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

High-index saddle dynamics provides an effective means to compute the any-index saddle points and construct the solution landscape. In this paper we prove error estimates for Euler discretization of high-index saddle dynamics with respect…

Numerical Analysis · Mathematics 2022-08-05 Lei Zhang , Pingwen Zhang , Xiangcheng Zheng

We propose an iterative algorithm for low-rank matrix completion that can be interpreted as both an iteratively reweighted least squares (IRLS) algorithm and a saddle-escaping smoothing Newton method applied to a non-convex rank surrogate…

Optimization and Control · Mathematics 2020-09-08 Christian Kümmerle , Claudio M. Verdun

The sign problem is a notorious problem, which occurs in Monte Carlo simulations of a system with a partition function whose integrand is not positive. One way to simulate such a system is to use the factorization method where one enforces…

High Energy Physics - Lattice · Physics 2012-11-08 Konstantinos N. Anagnostopoulos , Takehiro Azuma , Jun Nishimura

We consider the piecewise linear approximation of saddle functions of the form $f(x,y)=ax^2-by^2$ under the L-infinity error norm. We show that interpolating approximations are not optimal. One can get slightly smaller errors by allowing…

Metric Geometry · Mathematics 2019-04-04 Dror Atariah , Günter Rote , Mathijs Wintraecken

In this paper, we study the problem of escaping from saddle points in smooth nonconvex optimization problems subject to a convex set $\mathcal{C}$. We propose a generic framework that yields convergence to a second-order stationary point of…

Machine Learning · Computer Science 2018-10-10 Aryan Mokhtari , Asuman Ozdaglar , Ali Jadbabaie
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