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This paper considers a class of distributed resource allocation problems where each agent privately holds a smooth, potentially non-convex local objective, subject to a globally coupled equality constraint. Built upon the existing method,…

Optimization and Control · Mathematics 2025-08-12 Lei Qin , Ye Pu

Here we present a multiscale method to calculate the saddle point associated with the effective dynamics arising from a stochastic system which couples slow deterministic drift and fast stochastic dynamics. This problem is motivated by the…

Numerical Analysis · Mathematics 2017-08-25 Shuting Gu , Xiang Zhou

Rare nonadiabatic events play a central role in photochemistry but remain difficult to simulate because excited-state dynamics is computationally demanding and often stochastic. Here we introduce a deterministic and time-reversible…

Recent years have seen increased interest in performance guarantees of gradient descent algorithms for non-convex optimization. A number of works have uncovered that gradient noise plays a critical role in the ability of gradient descent…

Optimization and Control · Mathematics 2019-08-21 Stefan Vlaski , 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

Downsampling operators break the shift invariance of convolutional neural networks (CNNs) and this affects the robustness of features learned by CNNs when dealing with even small pixel-level shift. Through a large-scale correlation analysis…

Computer Vision and Pattern Recognition · Computer Science 2024-12-03 Sourajit Saha , Tejas Gokhale

Spiking neural networks (SNNs) have garnered significant attention for their low power consumption and high biological interpretability. Their rich spatio-temporal information processing capability and event-driven nature make them ideally…

Computer Vision and Pattern Recognition · Computer Science 2024-09-20 Xian Zhong , Shengwang Hu , Wenxuan Liu , Wenxin Huang , Jianhao Ding , Zhaofei Yu , Tiejun Huang

Terrain elevation modeling for off-road navigation aims to accurately estimate changes in terrain geometry in real-time and quantify the corresponding uncertainties. Having precise estimations and uncertainties plays a crucial role in…

Robotics · Computer Science 2025-08-11 Sanghun Jung , Daehoon Gwak , Byron Boots , James Hays

Without randomization, escaping the saddle points of $f \colon \mathbb{R}^d \to \mathbb{R}$ requires at least $\Omega(d)$ pieces of information about $f$ (values, gradients, Hessian-vector products). With randomization, this can be reduced…

Optimization and Control · Mathematics 2026-03-17 Radu-Alexandru Dragomir , Xiaowen Jiang , Bonan Sun , Nicolas Boumal

This work shows that applying Gradient Descent (GD) with a fixed step size to minimize a (possibly nonconvex) quadratic function is equivalent to running the Power Method (PM) on the gradients. The connection between GD with a fixed step…

Optimization and Control · Mathematics 2022-11-03 Rachael Tappenden , Martin Takáč

Optimization algorithms are pivotal in advancing various scientific and industrial fields but often encounter obstacles such as trapping in local minima, saddle points, and plateaus (flat regions), which makes the convergence to reasonable…

Optimization and Control · Mathematics 2026-01-15 Amir M. Vahedi , Horea T. Ilies

We develop two compression based stochastic gradient algorithms to solve a class of non-smooth strongly convex-strongly concave saddle-point problems in a decentralized setting (without a central server). Our first algorithm is a…

Machine Learning · Computer Science 2023-04-17 Chhavi Sharma , Vishnu Narayanan , P. Balamurugan

We propose a MINRES-based Newton-type algorithm for solving unconstrained nonconvex optimization problems. Our approach uses the minimal residual method (MINRES), a well-known solver for indefinite symmetric linear systems, to compute…

Optimization and Control · Mathematics 2026-01-06 Hanfeng Zeng , Yang Liu , Wenqing Ouyang , Andre Milzarek

High-index saddle dynamics (HiSD) is an effective approach for computing saddle points of a prescribed Morse index and constructing solution landscapes for complex nonlinear systems. However, for problems with ill-conditioned Hessians…

Numerical Analysis · Mathematics 2026-05-25 Bingzhang Huang , Hua Su , Lei Zhang , Jin Zhao

We present a new method, Non-Stationary Forward Flux Sampling, that allows efficient simulation of rare events in both stationary and non-stationary stochastic systems. The method uses stochastic branching and pruning to achieve uniform…

Molecular Networks · Quantitative Biology 2015-06-03 Nils B. Becker , Rosalind J. Allen , Pieter Rein ten Wolde

Gradient descent is a popular algorithm in optimization, and its performance in convex settings is mostly well understood. In non-convex settings, it has been shown that gradient descent is able to escape saddle points asymptotically and…

Machine Learning · Computer Science 2022-08-17 Shiliang Zuo

Stochastic Differential Equations (SDEs) serve as a powerful modeling tool in various scientific domains, including systems science, engineering, and ecological science. While the specific form of SDEs is typically known for a given…

Methodology · Statistics 2024-02-27 Xin Cai , Jingyu Yang , Zhibao Li , Hongqiao Wang , Miao Huang

Two-point zeroth order methods are important in many applications of zeroth-order optimization, such as robotics, wind farms, power systems, online optimization, and adversarial robustness to black-box attacks in deep neural networks, where…

Optimization and Control · Mathematics 2023-05-10 Zhaolin Ren , Yujie Tang , Na Li

A saliency guided hierarchical visual tracking (SHT) algorithm containing global and local search phases is proposed in this paper. In global search, a top-down saliency model is novelly developed to handle abrupt motion and appearance…

Computer Vision and Pattern Recognition · Computer Science 2018-12-24 Fangwen Tu , Shuzhi Sam Ge , Yazhe Tang , Chang Chieh Hang

We consider a generic convex-concave saddle point problem with separable structure, a form that covers a wide-ranged machine learning applications. Under this problem structure, we follow the framework of primal-dual updates for saddle…

Machine Learning · Statistics 2015-06-15 Zhanxing Zhu , Amos J. Storkey