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This paper studies an optimization problem on the sum of traces of matrix quadratic forms in $m$ semi-orthogonal matrices, which can be considered as a generalization of the synchronization of rotations. While the problem is nonconvex, the…
In machine learning, stochastic gradient descent (SGD) is widely deployed to train models using highly non-convex objectives with equally complex noise models. Unfortunately, SGD theory often makes restrictive assumptions that fail to…
In this paper, we focus on providing convergence guarantees for stochastic subgradient methods in minimizing nonsmooth nonconvex functions. We first investigate the global stability of a general framework for stochastic subgradient methods,…
In this paper, we focus on finding the global minimizer of a general unconstrained nonsmooth nonconvex optimization problem. Taking advantage of the smoothing method and the consensus-based optimization (CBO) method, we propose a novel…
This paper tackles the task of learning to generate signals over triangle meshes in a triangulation-agnostic manner, meaning the trained model can be applied to different meshes and triangulations effectively. Practically, the paper adapts…
In this study, the global convergence properties of the Oja flow, a continuous-time algorithm for principal component extraction, was established for general square matrices. The Oja flow is a matrix differential equation on the Stiefel…
We analyze a zeroth-order particle algorithm for the global optimization of a non-convex function, focusing on a variant of Consensus-Based Optimization (CBO) with small but fixed noise intensity. Unlike most previous studies restricted to…
In the present paper, in order to fnd a singularity of a vector field defined on Riemannian manifolds, we present a new globalization strategy of Newton method and establish its global convergence with superlinear rate. In particular, this…
In this paper we provide a rigorous convergence analysis for the renowned particle swarm optimization method by using tools from stochastic calculus and the analysis of partial differential equations. Based on a time-continuous formulation…
0-efficient triangulations of 3-manifolds are defined and studied. It is shown that any triangulation of a closed, orientable, irreducible 3-manifold M can be modified to a 0-efficient triangulation or M can be shown to be one of the…
The graduated optimization approach, also known as the continuation method, is a popular heuristic to solving non-convex problems that has received renewed interest over the last decade. Despite its popularity, very little is known in terms…
Feedback optimization has emerged as a promising approach for optimizing the steady-state operation of dynamical systems while requiring minimal modeling efforts. Unfortunately, most existing feedback optimization methods rely on knowledge…
Developing efficient and guaranteed nonconvex algorithms has been an important challenge in modern machine learning. Algorithms with good empirical performance such as stochastic gradient descent often lack theoretical guarantees. In this…
Given the noisy pairwise measurements among a set of unknown group elements, how to recover them efficiently and robustly? This problem, known as group synchronization, has drawn tremendous attention in the scientific community. In this…
With the success that the field of bilevel optimization has seen in recent years, similar methodologies have started being applied to solving more difficult applications that arise in trilevel optimization. At the helm of these applications…
In this paper we provide an analytical framework for investigating the efficiency of a consensus-based model for tackling global optimization problems. This work justifies the optimization algorithm in the mean-field sense showing the…
A new algorithm for smooth constrained optimization is proposed that never computes the value of the problem's objective function and that handles both equality and inequality constraints. The algorithm uses an adaptive switching strategy…
Many descent algorithms for multiobjective optimization have been developed in the last two decades. Tanabe et al. (Comput Optim Appl 72(2):339--361, 2019) proposed a proximal gradient method for multiobjective optimization, which can solve…
Many classical and modern machine learning algorithms require solving optimization tasks under orthogonality constraints. Solving these tasks with feasible methods requires a gradient descent update followed by a retraction operation on the…
We consider optimization problems over the Stiefel manifold whose objective function is the summation of a smooth function and a nonsmooth function. Existing methods for solving this kind of problems can be classified into three classes.…