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We develop a class of algorithms, as variants of the stochastically controlled stochastic gradient (SCSG) methods (Lei and Jordan, 2016), for the smooth non-convex finite-sum optimization problem. Assuming the smoothness of each component,…

Optimization and Control · Mathematics 2019-05-17 Lihua Lei , Cheng Ju , Jianbo Chen , Michael I. Jordan

Inspired by multigrid methods for linear systems of equations, multilevel optimization methods have been proposed to solve structured optimization problems. Multilevel methods make more assumptions regarding the structure of the…

Optimization and Control · Mathematics 2019-11-27 Chin Pang Ho , Michal Kocvara , Panos Parpas

In this paper we consider a nonconvex unconstrained optimization problem minimizing a twice differentiable objective function with H\"older continuous Hessian. Specifically, we first propose a Newton-conjugate gradient (Newton-CG) method…

Optimization and Control · Mathematics 2025-04-15 Chuan He , Heng Huang , Zhaosong Lu

This paper provides a review and commentary on the past, present, and future of numerical optimization algorithms in the context of machine learning applications. Through case studies on text classification and the training of deep neural…

Machine Learning · Statistics 2018-02-12 Léon Bottou , Frank E. Curtis , Jorge Nocedal

Conjugate gradient (CG) methods are a class of important methods for solving linear equations and nonlinear optimization problems. In this paper, we propose a new stochastic CG algorithm with variance reduction and we prove its linear…

Machine Learning · Computer Science 2018-10-17 Xiao-Bo Jin , Xu-Yao Zhang , Kaizhu Huang , Guang-Gang Geng

In this paper, we generalize the well-known Nesterov's accelerated gradient (AG) method, originally designed for convex smooth optimization, to solve nonconvex and possibly stochastic optimization problems. We demonstrate that by properly…

Optimization and Control · Mathematics 2013-10-15 Saeed Ghadimi , Guanghui Lan

In this paper, we propose an unfitted finite element method to solve PDE-constrained shape optimization problems via shape gradient flow. The shape gradient flow system consists of the state equation, the adjoint equation, the velocity…

Numerical Analysis · Mathematics 2026-04-13 Wei Gong , Chuwen Ma , Ziyi Zhang

In this article we propose a scalable shape optimization algorithm which is tailored for large scale problems and geometries represented by hierarchically refined meshes. Weak scalability and grid independent convergence is achieved via a…

Optimization and Control · Mathematics 2022-05-09 Jose Pinzon , Martin Siebenborn

We develop an algorithm that combines model-based and model-free methods for solving a nonlinear optimal control problem with a quadratic cost in which the system model is given by a linear state-space model with a small additive nonlinear…

Optimization and Control · Mathematics 2022-03-23 Yansong Li , Shuo Han

We propose a new unified framework for describing and designing gradient-based convex optimization methods from a numerical analysis perspective. There the key is the new concept of weak discrete gradients (weak DGs), which is a…

Optimization and Control · Mathematics 2023-02-16 Kansei Ushiyama , Shun Sato , Takayasu Matsuo

In many modern machine learning applications, structures of underlying mathematical models often yield nonconvex optimization problems. Due to the intractability of nonconvexity, there is a rising need to develop efficient methods for…

Machine Learning · Computer Science 2017-05-16 Qunwei Li , Yi Zhou , Yingbin Liang , Pramod K. Varshney

In this paper we analyze a zeroth-order proximal stochastic gradient method suitable for the minimization of weakly convex stochastic optimization problems. We consider nonsmooth and nonlinear stochastic composite problems, for which…

Optimization and Control · Mathematics 2025-04-21 Spyridon Pougkakiotis , Dionysios S. Kalogerias

We propose an optimization method for minimizing the finite sums of smooth convex functions. Our method incorporates an accelerated gradient descent (AGD) and a stochastic variance reduction gradient (SVRG) in a mini-batch setting. Unlike…

Machine Learning · Statistics 2015-06-11 Atsushi Nitanda

We apply an unfitted HDG discretization to a model problem in shape optimization. The method proposed uses a fixed, shape regular, non-geometry conforming mesh and a high order transfer technique to deal with the curved boundaries arising…

Numerical Analysis · Mathematics 2025-09-30 Esteban Henríquez , Tonatiuh Sánchez-Vizuet , Manuel Solano

In this paper, acceleration of gradient methods for convex optimization problems with weak levels of convexity and smoothness is considered. Starting from the universal fast gradient method which was designed to be an optimal method for…

Optimization and Control · Mathematics 2022-06-10 Jongho Park

To address the weight coupling problem, certain studies introduced few-shot Neural Architecture Search (NAS) methods, which partition the supernet into multiple sub-supernets. However, these methods often suffer from computational…

Machine Learning · Computer Science 2025-06-23 Wenhao Song , Xuan Wu , Bo Yang , You Zhou , Yubin Xiao , Yanchun Liang , Hongwei Ge , Heow Pueh Lee , Chunguo Wu

Since shape optimization methods have been proven useful for identifying interfaces in models governed by partial differential equations, we show how shape optimization techniques can also be applied to an interface identification problem…

Optimization and Control · Mathematics 2024-06-14 Matthias Schuster , Volker Schulz

We suggest a novel shape matching algorithm for three-dimensional surface meshes of disk or sphere topology. The method is based on the physical theory of nonlinear elasticity and can hence handle large rotations and deformations.…

Computational Geometry · Computer Science 2015-07-29 Konrad Simon , Sameer Sheorey , David Jacobs , Ronen Basri

Proximal methods are known to identify the underlying substructure of nonsmooth optimization problems. Even more, in many interesting situations, the output of a proximity operator comes with its structure at no additional cost, and…

Optimization and Control · Mathematics 2023-02-10 Gilles Bareilles , Franck Iutzeler , Jérôme Malick

We present a novel deep learning approach to approximate the solution of large, sparse, symmetric, positive-definite linear systems of equations. These systems arise from many problems in applied science, e.g., in numerical methods for…

Machine Learning · Computer Science 2022-10-04 Ayano Kaneda , Osman Akar , Jingyu Chen , Victoria Kala , David Hyde , Joseph Teran