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Fitting a function by using linear combinations of a large number $N$ of `simple' components is one of the most fruitful ideas in statistical learning. This idea lies at the core of a variety of methods, from two-layer neural networks to…

Statistics Theory · Mathematics 2019-08-20 Adel Javanmard , Marco Mondelli , Andrea Montanari

We study a nonsmooth nonconvex optimization problem defined over nonconvex constraints, where the feasible set is given by the intersection of the closure of an open set and a smooth manifold. By endowing the open set with a Riemannian…

Optimization and Control · Mathematics 2025-07-28 Kuangyu Ding , Kim-Chuan Toh

This paper considers the analysis of continuous time gradient-based optimization algorithms through the lens of nonlinear contraction theory. It demonstrates that in the case of a time-invariant objective, most elementary results on…

Optimization and Control · Mathematics 2022-12-23 Patrick M. Wensing , Jean-Jacques E. Slotine

We propose a new Riemannian gradient descent method for computing spherical area-preserving mappings of topological spheres using a Riemannian retraction-based framework with theoretically guaranteed convergence. The objective function is…

Numerical Analysis · Mathematics 2024-07-09 Marco Sutti , Mei-Heng Yueh

A vast literature on convergence guarantees for gradient descent and derived methods exists at the moment. However, a simple practical situation remains unexplored: when a fixed step size is used, can we expect gradient descent to converge…

Machine Learning · Computer Science 2024-12-10 Alexandru Crăciun , Debarghya Ghoshdastidar

We show that adaptive proximal gradient methods for convex problems are not restricted to traditional Lipschitzian assumptions. Our analysis reveals that a class of linesearch-free methods is still convergent under mere local H\"older…

Optimization and Control · Mathematics 2024-07-08 Konstantinos A. Oikonomidis , Emanuel Laude , Puya Latafat , Andreas Themelis , Panagiotis Patrinos

In the Euclidean setting, the proximal gradient method and its accelerated variants are a class of efficient algorithms for optimization problems with decomposable objective. In this paper, we develop a Riemannian proximal gradient method…

Optimization and Control · Mathematics 2021-06-01 Wen Huang , Ke Wei

Stochastic gradient algorithms are often unstable when applied to functions that do not have Lipschitz-continuous and/or bounded gradients. Gradient clipping is a simple and effective technique to stabilize the training process for problems…

Optimization and Control · Mathematics 2021-06-11 Vien V. Mai , Mikael Johansson

In this paper, we consider a class of structured nonconvex nonsmooth optimization problems, in which the objective function is formed by the sum of a possibly nonsmooth nonconvex function and a differentiable function whose gradient is…

Optimization and Control · Mathematics 2024-10-01 Tan Nhat Pham , Minh N. Dao , Rakibuzzaman Shah , Nargiz Sultanova , Guoyin Li , Syed Islam

Subgradient methods comprise a fundamental class of nonsmooth optimization algorithms. Classical results show that certain subgradient methods converge sublinearly for general Lipschitz convex functions and converge linearly for convex…

Optimization and Control · Mathematics 2022-01-13 Vasileios Charisopoulos , Damek Davis

The convergence behavior of gradient methods for minimizing convex differentiable functions is one of the core questions in convex optimization. This paper shows that their well-known complexities can be achieved under conditions weaker…

Optimization and Control · Mathematics 2013-09-10 Hui Zhang , Wotao Yin

We investigate recurrent neural networks with asymmetric interactions and demonstrate that the inclusion of self-couplings or sparse excitatory inter-module connections leads to the emergence of a densely connected manifold of dynamically…

Disordered Systems and Neural Networks · Physics 2026-01-01 Davide Badalotti , Carlo Baldassi , Marc Mézard , Mattia Scardecchia , Riccardo Zecchina

This paper studies well-defindness and convergence of subdivision schemes which operate on Riemannian manifolds with nonpositive sectional curvature. These schemes are constructed from linear ones by replacing affine averages by the…

Numerical Analysis · Mathematics 2017-10-25 Svenja Hüning , Johannes Wallner

The conjugate gradient method is a crucial first-order optimization method that generally converges faster than the steepest descent method, and its computational cost is much lower than that of second-order methods. However, while various…

Optimization and Control · Mathematics 2024-03-13 Jun Chen , Haishan Ye , Mengmeng Wang , Tianxin Huang , Guang Dai , Ivor W. Tsang , Yong Liu

In this paper, we propose an inexact proximal Newton-type method for nonconvex composite problems. We establish the global convergence rate of the order $\mathcal{O}(k^{-1/2})$ in terms of the minimal norm of the KKT residual mapping and…

Optimization and Control · Mathematics 2024-12-26 Hong Zhu

In the paper, we study a class of useful minimax problems on Riemanian manifolds and propose a class of effective Riemanian gradient-based methods to solve these minimax problems. Specifically, we propose an effective Riemannian gradient…

Machine Learning · Computer Science 2023-01-04 Feihu Huang , Shangqian Gao

Algorithms for decentralized optimization and learning rely on local optimization steps coupled with combination steps over a graph. Recent works have demonstrated that using a time-varying sequence of matrices that achieves finite-time…

Optimization and Control · Mathematics 2026-02-17 Aaron Fainman , Stefan Vlaski

This work studies a class of non-smooth decentralized multi-agent optimization problems where the agents aim at minimizing a sum of local strongly-convex smooth components plus a common non-smooth term. We propose a general primal-dual…

Optimization and Control · Mathematics 2020-07-13 Sulaiman A. Alghunaim , Ernest K. Ryu , Kun Yuan , Ali H. Sayed

Smooth, non-convex optimization problems on Riemannian manifolds occur in machine learning as a result of orthonormality, rank or positivity constraints. First- and second-order necessary optimality conditions state that the Riemannian…

Optimization and Control · Mathematics 2019-10-24 Chris Criscitiello , Nicolas Boumal

Motivated by energy based analyses for descent methods in the Euclidean setting, we investigate a generalisation of such analyses for descent methods over Riemannian manifolds. In doing so, we find that it is possible to derive…

Optimization and Control · Mathematics 2022-12-13 Vishwak Srinivasan , Ashia Wilson
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