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We consider the minimization of a cost function $f$ on a manifold $M$ using Riemannian gradient descent and Riemannian trust regions (RTR). We focus on satisfying necessary optimality conditions within a tolerance $\varepsilon$.…

Optimization and Control · Mathematics 2018-05-01 Nicolas Boumal , P. -A. Absil , Coralia Cartis

First-order optimization algorithms can be considered as a discretization of ordinary differential equations (ODEs) \cite{su2014differential}. In this perspective, studying the properties of the corresponding trajectories may lead to…

Optimization and Control · Mathematics 2022-06-22 Jean-François Aujol , Charles Dossal , Văn Hào Hoàng , Hippolyte Labarrière , Aude Rondepierre

Iterative algorithms based on thresholding, feedback and null space tuning (NST+HT+FB) for sparse signal recovery are exceedingly effective and fast, particularly for large scale problems. The core algorithm is shown to converge in finitely…

Numerical Analysis · Mathematics 2017-11-08 Ningning Han , Shidong Li , Zhanjie Song , Hong Wang

In this paper, we study second-order algorithms for solving nonconvex-strongly concave minimax problems, which have attracted much attention in recent years in many fields, especially in machine learning.We propose a gradient norm…

Optimization and Control · Mathematics 2025-06-17 Jun-Lin Wang , Zi Xu

In this paper, we solve the l2-l1 sparse recovery problem by transforming the objective function of this problem into an unconstrained differentiable function and apply a limited-memory trust-region method. Unlike gradient projection-type…

Numerical Analysis · Mathematics 2016-03-01 Lasith Adhikari , Jennifer B. Erway , Shelby Lockhart , Roummel F. Marcia

We present an implementation of coupled-perturbed complete active space self-consistent field (CP-CASSCF) theory for the computation of nuclear magnetic resonance chemical shifts using gauge-including atomic orbitals and Cholesky decomposed…

Chemical Physics · Physics 2022-09-14 Tommaso Nottoli , Sophia Burger , Stella Stopkowicz , Jürgen Gauss , Filippo Lipparini

A trust-region algorithm using inexact function and derivatives values is introduced for solving unconstrained smooth optimization problems. This algorithm uses high-order Taylor models and allows the search of strong approximate minimizers…

Optimization and Control · Mathematics 2021-10-14 C. Cartis , N. I. M. Gould , Ph. L. Toint

The threshold dynamics algorithm of Merriman, Bence, and Osher is only first order accurate in the two-phase setting. Its accuracy degrades further to half order in the multi-phase setting, a shortcoming it has in common with other related,…

Numerical Analysis · Mathematics 2020-04-22 Alexander Zaitzeff , Selim Esedoglu , Krishna Garikipati

We present a reusable, open-source software implementation of the second-order trust region algorithm in the new OpenTrustRegion library. We apply the implementation to the general-purpose optimization of molecular orbitals in various…

Chemical Physics · Physics 2025-12-10 Jonas Greiner , Ida-Marie Høyvik , Susi Lehtola , Janus J. Eriksen

We present an optimal rate convergence analysis for a second order accurate in time, fully discrete finite difference scheme for the Cahn-Hilliard-Navier-Stokes (CHNS) system, combined with logarithmic Flory-Huggins energy potential. The…

Numerical Analysis · Mathematics 2024-05-07 Wenbin Chen , Jianyu Jing , Qianqian Liu , Cheng Wang , Xiaoming Wang

Fragmentation methods applied to multireference wave functions constitute a road towards the application of highly accurate ab initio wave function calculations to large molecules and solids. However, it is important for reproducibility and…

Chemical Physics · Physics 2020-07-23 Matthew R. Hermes , Laura Gagliardi

We study the composite convex optimization problems with a Quasi-Self-Concordant smooth component. This problem class naturally interpolates between classic Self-Concordant functions and functions with Lipschitz continuous Hessian.…

Optimization and Control · Mathematics 2023-08-29 Nikita Doikov

In this contribution, we present a full overview of the continuous stochastic gradient (CSG) method, including convergence results, step size rules and algorithmic insights. We consider optimization problems in which the objective function…

Optimization and Control · Mathematics 2023-03-23 Max Grieshammer , Lukas Pflug , Michael Stingl , Andrian Uihlein

In this work, we develop a new orbital optimization approach, perturbative Super-CI (Super-CIPT), for the two-component complete active space self-consistent field (2C-CASSCF) method. By variationally optimizing spinor orbitals and…

Chemical Physics · Physics 2026-03-04 Yang Guo , Achintya Kumar Dutta

Stochastic variational inference allows for fast posterior inference in complex Bayesian models. However, the algorithm is prone to local optima which can make the quality of the posterior approximation sensitive to the choice of…

Machine Learning · Statistics 2015-05-29 Lucas Theis , Matthew D. Hoffman

In this work, we introduce the time filtering technique to develop several innovative semi-discrete schemes in time for the Cahn-Hilliard-Navier-Stokes (CHNS) system. These schemes achieve second-order temporal accuracy while maintaining…

Numerical Analysis · Mathematics 2025-09-03 Xi Li , Chun Song , Haijun Gao , Minfu Feng

We present a new accelerated stochastic second-order method that is robust to both gradient and Hessian inexactness, which occurs typically in machine learning. We establish theoretical lower bounds and prove that our algorithm achieves…

Optimization and Control · Mathematics 2024-05-28 Artem Agafonov , Dmitry Kamzolov , Alexander Gasnikov , Ali Kavis , Kimon Antonakopoulos , Volkan Cevher , Martin Takáč

In this communication, we represent a self-consistent systematic optimization procedure for the development of optimally tuned (OT) range-separated hybrid (RSH) functionals from \emph{first principles}. This is an offshoot of our recent…

Chemical Physics · Physics 2022-05-24 Abhisek Ghosal , Amlan K. Roy

In this paper, we present a novel second order in time mixed finite element scheme for the Cahn-Hilliard-Navier-Stokes equations with matched densities. The scheme combines a standard second order Crank-Nicholson method for the…

Numerical Analysis · Mathematics 2016-06-09 Amanda E. Diegel , Cheng Wang , Xiaoming Wang , Steven M. Wise

We present an augmented Lagrangian trust-region method to efficiently solve constrained optimization problems governed by large-scale nonlinear systems with application to partial differential equation-constrained optimization. At each…

Optimization and Control · Mathematics 2024-05-24 Tianshu Wen , Matthew J. Zahr
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