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This paper presents an algorithmic framework for solving unconstrained stochastic optimization problems using only stochastic function evaluations. We employ central finite-difference based gradient estimation methods to approximate the…

Optimization and Control · Mathematics 2025-01-14 Raghu Bollapragada , Cem Karamanli

Neural ordinary differential equations (NODEs) have recently attracted increasing attention; however, their empirical performance on benchmark tasks (e.g. image classification) are significantly inferior to discrete-layer models. We…

Machine Learning · Statistics 2020-12-07 Juntang Zhuang , Nicha Dvornek , Xiaoxiao Li , Sekhar Tatikonda , Xenophon Papademetris , James Duncan

Algorithmic differentiation (AD) has become increasingly capable and straightforward to use. However, AD is inefficient when applied directly to solvers, a feature of most engineering analyses. We can leverage implicit differentiation to…

Optimization and Control · Mathematics 2023-06-28 Andrew Ning , Taylor McDonnell

In this paper, a topology optimization framework utilizing automatic differentiation is presented as an efficient way for solving 2D density-based topology optimization problem by calculating gradients through the fully differentiable…

Computational Engineering, Finance, and Science · Computer Science 2020-09-23 Liang Chen , Herman M. H. Shen

This paper introduces the Adaptive Gradient Least Squares Progressive iterative Approximation (AdagradLSPIA), an accelerated version of the Least Squares Progressive Iterative Approximation (LSPIA) method, enhanced with adaptive…

Numerical Analysis · Mathematics 2025-05-08 Svajūnas Sajavičius

In this paper we introduce DiffSharp, an automatic differentiation (AD) library designed with machine learning in mind. AD is a family of techniques that evaluate derivatives at machine precision with only a small constant factor of…

Mathematical Software · Computer Science 2015-11-30 Atilim Gunes Baydin , Barak A. Pearlmutter , Jeffrey Mark Siskind

Alternating Direction Method of Multipliers (ADMM) has been used successfully in many conventional machine learning applications and is considered to be a useful alternative to Stochastic Gradient Descent (SGD) as a deep learning optimizer.…

Optimization and Control · Mathematics 2021-07-07 Junxiang Wang , Fuxun Yu , Xiang Chen , Liang Zhao

This paper introduces a unified framework for accelerated gradient methods through the variable and operator splitting (VOS). The operator splitting decouples the optimization process into simpler subproblems, and more importantly, the…

Optimization and Control · Mathematics 2025-05-08 Long Chen , Luo Hao , Jingrong Wei

In the field of parametric partial differential equations, shape optimization represents a challenging problem due to the required computational resources. In this contribution, a data-driven framework involving multiple reduction…

Numerical Analysis · Mathematics 2021-02-23 Nicola Demo , Marco Tezzele , Andrea Mola , Gianluigi Rozza

Adaptive gradient methods including Adam, AdaGrad, and their variants have been very successful for training deep learning models, such as neural networks. Meanwhile, given the need for distributed computing, distributed optimization…

Machine Learning · Computer Science 2021-09-08 Xiangyi Chen , Belhal Karimi , Weijie Zhao , Ping Li

Automatic differentiation (AD) frameworks such as JAX and PyTorch have enabled gradient-based optimization for a wide range of scientific fields. Yet, many "hard" primitives in these libraries such as thresholding, Boolean logic, discrete…

Machine Learning · Computer Science 2026-03-11 Anselm Paulus , A. René Geist , Vít Musil , Sebastian Hoffmann , Onur Beker , Georg Martius

Gradient-based inverse design in photonics has already achieved remarkable results in designing small-footprint, high-performance optical devices. The adjoint variable method, which allows for the efficient computation of gradients, has…

In structural optimization, both parameters and shape are relevant for the model performance. Yet, conventional optimization techniques usually consider either parameters or the shape separately. This work addresses this problem by…

Optimization and Control · Mathematics 2025-03-18 Michael Wiesheu , Theodor Komann , Melina Merkel , Sebastian Schöps , Stefan Ulbrich , Idoia Cortes Garcia

Alternating structure-adapted proximal (ASAP) gradient algorithm (M. Nikolova and P. Tan, SIAM J Optim, 29:2053-2078, 2019) has drawn much attention due to its efficiency in solving nonconvex nonsmooth optimization problems. However, the…

Optimization and Control · Mathematics 2024-06-26 Ying Gao , Chunfeng Cui , Wenxing Zhang , Deren Han

In this paper, we consider smooth convex optimization problems with simple constraints and inexactness in the oracle information such as value, partial or directional derivatives of the objective function. We introduce a unifying framework,…

Optimization and Control · Mathematics 2020-12-17 Pavel Dvurechensky , Alexander Gasnikov , Alexander Tiurin , Vladimir Zholobov

In this paper, we propose an analysis mechanism based structured Analysis Discriminative Dictionary Learning (ADDL) framework. ADDL seamlessly integrates the analysis discriminative dictionary learning, analysis representation and analysis…

Computer Vision and Pattern Recognition · Computer Science 2019-05-29 Zhao Zhang , Weiming Jiang , Jie Qin , Li Zhang , Fanzhang Li , Min Zhang , Shuicheng Yan

The performance of an optimizer on large-scale deep learning models depends critically on fine-tuning the learning rate, often requiring an extensive grid search over base learning rates, schedules, and other hyperparameters. In this paper,…

Machine Learning · Computer Science 2025-06-11 Ruichen Jiang , Ali Kavis , Aryan Mokhtari

Recent advances in convex optimization have leveraged computer-assisted proofs to develop optimized first-order methods that improve over classical algorithms. However, each optimized method is specially tailored for a particular problem…

Optimization and Control · Mathematics 2025-07-01 Jinho Bok , Jason M. Altschuler

This work investigates how the traditional image classification pipelines can be extended into a deep architecture, inspired by recent successes of deep neural networks. We propose a deep boosting framework based on layer-by-layer joint…

Computer Vision and Pattern Recognition · Computer Science 2015-08-12 Zhanglin Peng , Ya Li , Zhaoquan Cai , Liang Lin

We design inexact proximal augmented Lagrangian based decomposition methods for convex composite programming problems with dual block-angular structures. Our methods are particularly well suited for convex quadratic programming problems…

Optimization and Control · Mathematics 2023-03-14 Kuang-Yu Ding , Xin-Yee Lam , Kim-Chuan Toh
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