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We unify and extend the semigroup and the PDE approaches to stochastic maximal regularity of time-dependent semilinear parabolic problems with noise given by a cylindrical Brownian motion. We treat random coefficients that are only…

Analysis of PDEs · Mathematics 2019-02-12 Pierre Portal , Mark Veraar

Second-order optimality conditions of the bilevel programming problems are dependent on the second-order directional derivatives of the value functions or the solution mappings of the lower level problems under some regular conditions,…

Optimization and Control · Mathematics 2023-07-24 Xiang Liu , Mengwei Xu , Liwei Zhang

The paper is mainly devoted to systematic developments and applications of geometric aspects of second-order variational analysis that are revolved around the concept of parabolic regularity of sets. This concept has been known in…

Optimization and Control · Mathematics 2020-06-17 Ashkan Mohammadi , Boris S. Mordukhovich , M. Ebrahim Sarabi

We show that strictly abnormal geodesics arise in graded nilpotent Lie groups. We construct such a group, for which some Carnot geodesics are strictly abnormal; in fact, they are not normal in any subgroup. In the step-2 case we also prove…

Differential Geometry · Mathematics 2016-09-06 Christopher Golé , Ron Karidi

We characterize the subRiemannian cut locus of the origin in the free Carnot group of step two with three generators. We also calculate explicitly the cut time of any extremal path and the distance from the origin of all points of the cut…

Metric Geometry · Mathematics 2017-03-21 Annamaria Montanari , Daniele Morbidelli

In this work, we analyze two of the most fundamental algorithms in geodesically convex optimization: Riemannian gradient descent and (possibly inexact) Riemannian proximal point. We quantify their rates of convergence and produce different…

Optimization and Control · Mathematics 2024-03-18 David Martínez-Rubio , Christophe Roux , Sebastian Pokutta

The authors compute distances between arbitrary elements of Lie groups SU(2) and SO(3) for special left-invariant sub-Riemannian metrics $\rho$ and $d$. To compute distances for the second metric, we essentially use the fact that canonical…

Differential Geometry · Mathematics 2014-11-20 V. Berestovskii , I. Zubareva

It was shown recently by Su et al. (2016) that Nesterov's accelerated gradient method for minimizing a smooth convex function $f$ can be thought of as the time discretization of a second-order ODE, and that $f(x(t))$ converges to its…

Optimization and Control · Mathematics 2022-01-19 Valentin Duruisseaux , Melvin Leok

We study an optimization problem originated from the Grothendieck constant. A generalized normal equation is proposed and analyzed. We establish a correspondence between solutions of the general normal equation and its dual equation.…

Functional Analysis · Mathematics 2025-05-09 Naihuan Jing , Yibo Liu , Jiacheng Sun , Chengrui Zhao , Haoran Zhu

This paper is devoted to a third order study of the end-point map in sub-Riemannian geometry. We first prove third order open mapping results for maps from a Banach space into a finite dimensional manifold. In a second step, we compute the…

Differential Geometry · Mathematics 2022-05-09 Francesco Boarotto , Roberto Monti , Francesco Palmurella

Gradient Descent (GD) is a powerful workhorse of modern machine learning thanks to its scalability and efficiency in high-dimensional spaces. Its ability to find local minimisers is only guaranteed for losses with Lipschitz gradients, where…

Machine Learning · Computer Science 2023-07-27 Lei Chen , Joan Bruna

The aim of this work is to study, from an intrinsic and geometric point of view, second-order constrained variational problems on Lie algebroids, that is, optimization problems defined by a cost functional which depends on higher-order…

Mathematical Physics · Physics 2017-01-18 Leonardo Colombo

This paper is concerned with second-order optimality conditions for Tikhonov regularized optimal control problems governed by the obstacle problem. Using a simple observation that allows to characterize the structure of optimal controls on…

Optimization and Control · Mathematics 2019-06-24 Constantin Christof , Gerd Wachsmuth

Gradient descent methods are fundamental first-order optimization algorithms in both Euclidean spaces and Riemannian manifolds. However, the exact gradient is not readily available in many scenarios. This paper proposes a novel inexact…

Optimization and Control · Mathematics 2024-09-18 Juan Zhou , Kangkang Deng , Hongxia Wang , Zheng Peng

This article studies the solutions of a two-dimensional grade-two fluid model with a fully non-homogeneous boundary condition for velocity u. Compared to problems with a homogeneous or tangential boundary condition, studied by many authors…

Analysis of PDEs · Mathematics 2018-11-14 Jean Marie Bernard

We study random walks on sub-Riemannian manifolds using the framework of retractions, i.e., approximations of normal geodesics. We show that such walks converge to the correct horizontal Brownian motion if normal geodesics are approximated…

Probability · Mathematics 2023-11-30 Michael Herrmann , Pit Neumann , Simon Schwarz , Anja Sturm , Max Wardetzky

Gradient-based minimax optimal algorithms have greatly promoted the development of continuous optimization and machine learning. One seminal work due to Yurii Nesterov [Nes83a] established $\tilde{\mathcal{O}}(\sqrt{L/\mu})$ gradient…

Machine Learning · Computer Science 2023-12-07 Yuanshi Liu , Hanzhen Zhao , Yang Xu , Pengyun Yue , Cong Fang

Abnormal extremals on four-dimensional connected Lie groups with left-invariant sub-Finsler quasimetric, defined by a seminorm on a two-dimensional subspace of the Lie algebra generating the algebra, are found. In terms of structure…

Differential Geometry · Mathematics 2020-12-22 Valera Berestovskii , Irina Zubareva

We obtain a nonsmooth higher-order extension of Noether's symmetry theorem for variational isoperimetric problems with delayed arguments. The result is proved to be valid in the class of Lipschitz functions, as long as the delayed…

Optimization and Control · Mathematics 2016-03-25 G. S. F. Frederico , M. J. Lazo

We analyze the optimal regularity that is exactly propagated by a transport equation driven by a velocity field with BMO gradient. As an application, we study the 2D Euler equations in case the initial vorticity is bounded. The sharpness of…

Analysis of PDEs · Mathematics 2024-03-21 Nicola de Nitti , David Meyer , Christian Seis
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