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An algorithm is proposed for solving stochastic and finite sum minimization problems. Based on a trust region methodology, the algorithm employs normalized steps, at least as long as the norms of the stochastic gradient estimates are within…

Optimization and Control · Mathematics 2018-06-27 Frank E. Curtis , Katya Scheinberg , Rui Shi

The paper suggests a generalization of the Sign-Perturbed Sums (SPS) finite sample system identification method for the identification of closed-loop observable stochastic linear systems in state-space form. The solution builds on the…

Systems and Control · Electrical Eng. & Systems 2024-06-11 Szabolcs Szentpéteri , Balázs Csanád Csáji

Classical theory for quasi-Newton schemes has focused on smooth deterministic unconstrained optimization while recent forays into stochastic convex optimization have largely resided in smooth, unconstrained, and strongly convex regimes.…

Optimization and Control · Mathematics 2020-11-03 Afrooz Jalilzadeh , Angelia Nedich , Uday V. Shanbhag , Farzad Yousefian

High-order (non-linear) functionals have become very popular in segmentation, stereo and other computer vision problems. Level sets is a well established general gradient descent framework, which is directly applicable to optimization of…

Computer Vision and Pattern Recognition · Computer Science 2013-11-12 Lena Gorelick , Ismail BenAyed , Frank R. Schmidt , Yuri Boykov

A novel trust region method for solving linearly constrained nonlinear programs is presented. The proposed technique is amenable to a distributed implementation, as its salient ingredient is an alternating projected gradient sweep in place…

Optimization and Control · Mathematics 2015-08-04 Jean-Hubert Hours , Colin N. Jones

Mesh deformation plays a pivotal role in many 3D vision tasks including dynamic simulations, rendering, and reconstruction. However, defining an efficient discrepancy between predicted and target meshes remains an open problem. A prevalent…

Computer Vision and Pattern Recognition · Computer Science 2024-03-19 Tung Le , Khai Nguyen , Shanlin Sun , Kun Han , Nhat Ho , Xiaohui Xie

Recently, Stochastic Gradient Markov Chain Monte Carlo (SG-MCMC) methods have been proposed for scaling up Monte Carlo computations to large data problems. Whilst these approaches have proven useful in many applications, vanilla SG-MCMC…

Machine Learning · Statistics 2016-12-13 Umut Şimşekli , Roland Badeau , A. Taylan Cemgil , Gaël Richard

In recent years, various subspace algorithms have been developed to handle large-scale optimization problems. Although existing subspace Newton methods require fewer iterations to converge in practice, the matrix operations and full…

Optimization and Control · Mathematics 2024-06-05 Taisei Miyaishi , Ryota Nozawa , Pierre-Louis Poirion , Akiko Takeda

Muon-style optimizers leverage Newton-Schulz (NS) iterations to orthogonalize updates, yielding update geometries that often outperform Adam-series methods. However, this orthogonalization discards magnitude information, rendering training…

Machine Learning · Computer Science 2026-03-10 Peng Cheng , Jiucheng Zang , Qingnan Li , Liheng Ma , Yufei Cui , Yingxue Zhang , Boxing Chen , Ming Jian , Wen Tong

We present Neural Shape Deformation Priors, a novel method for shape manipulation that predicts mesh deformations of non-rigid objects from user-provided handle movements. State-of-the-art methods cast this problem as an optimization task,…

Computer Vision and Pattern Recognition · Computer Science 2023-02-02 Jiapeng Tang , Lev Markhasin , Bi Wang , Justus Thies , Matthias Nießner

The first-order optimality condition of convexly constrained nonconvex nonconcave min-max optimization problems with box constraints formulates a nonmonotone variational inequality (VI), which is equivalent to a system of nonsmooth…

Optimization and Control · Mathematics 2024-04-17 Zicheng Qiu , Jie Jiang , Xiaojun Chen

We develop a Trust Region method with Regularized Barzilai-Borwein step-size obtained in a previous paper for solving large-scale unconstrained optimization problems. Simultaneously, the non-monotone technique is combined to formulate an…

Optimization and Control · Mathematics 2024-09-24 Xin Xu , Congpei An

We introduce a two-level trust-region method (TLTR) for solving unconstrained nonlinear optimization problems. Our method uses a composite iteration step, which is based on two distinct search directions. The first search direction is…

Numerical Analysis · Mathematics 2024-09-10 Andrea Angino , Alena Kopaničáková , Rolf Krause

Decomposition of shapes into (approximate) convex parts is essential for applications such as part-based shape representation, shape matching, and collision detection. In this paper, we propose a novel convex decomposition using a…

Computer Vision and Pattern Recognition · Computer Science 2016-06-27 Fitsum Mesadi , Tolga Tasdizen

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

Riemannian optimization is concerned with problems, where the independent variable lies on a smooth manifold. There is a number of problems from numerical linear algebra that fall into this category, where the manifold is usually specified…

Numerical Analysis · Mathematics 2024-06-27 Rasmus Jensen , Ralf Zimmermann

The difficulty of minimizing a nonconvex function is in part explained by the presence of saddle points. This slows down optimization algorithms and impacts worst-case complexity guarantees. However, many nonconvex problems of interest…

Optimization and Control · Mathematics 2024-02-22 Florentin Goyens , Clément W. Royer

Many problems that arise in machine learning domain deal with nonlinearity and quite often demand users to obtain global optimal solutions rather than local optimal ones. Optimization problems are inherent in machine learning algorithms and…

Artificial Intelligence · Computer Science 2007-12-27 Chandan K. Reddy

In this paper, we consider stochastic second-order methods for minimizing a finite summation of nonconvex functions. One important key is to find an ingenious but cheap scheme to incorporate local curvature information. Since the true…

Optimization and Control · Mathematics 2021-03-26 Minghan Yang , Dong Xu , Hongyu Chen , Zaiwen Wen , Mengyun Chen

Many methods for machine learning rely on approximate inference from intractable probability distributions. Variational inference approximates such distributions by tractable models that can be subsequently used for approximate inference.…

Machine Learning · Computer Science 2020-10-08 Oleg Arenz , Mingjun Zhong , Gerhard Neumann