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We investigate finite-dimensional constrained structured optimization problems, featuring composite objective functions and set-membership constraints. Offering an expressive yet simple language, this problem class provides a modeling…

Optimization and Control · Mathematics 2023-02-09 Alberto De Marchi , Xiaoxi Jia , Christian Kanzow , Patrick Mehlitz

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

We present a model of a basic recurrent neural network (or bRNN) that includes a separate linear term with a slightly "stable" fixed matrix to guarantee bounded solutions and fast dynamic response. We formulate a state space viewpoint and…

Neural and Evolutionary Computing · Computer Science 2016-12-30 Fathi M. Salem

We propose an inexact proximal augmented Lagrangian method (P-ALM) for nonconvex structured optimization problems. The proposed method features an easily implementable rule not only for updating the penalty parameters, but also for…

Optimization and Control · Mathematics 2025-09-04 Adeyemi D. Adeoye , Puya Latafat , Alberto Bemporad

Augmented Lagrangian Methods (ALMs) are widely employed in solving constrained optimizations, and some efficient solvers are developed based on this framework. Under the quadratic growth assumption, it is known that the dual iterates and…

Optimization and Control · Mathematics 2024-10-31 Feng-Yi Liao , Lijun Ding , Yang Zheng

We study a class of optimization problems in which the objective function is given by the sum of a differentiable but possibly nonconvex component and a nondifferentiable convex regularization term. We introduce an auxiliary variable to…

Optimization and Control · Mathematics 2019-08-27 Neil K. Dhingra , Sei Zhen Khong , Mihailo R. Jovanović

We prove that finding all globally optimal two-layer ReLU neural networks can be performed by solving a convex optimization program with cone constraints. Our analysis is novel, characterizes all optimal solutions, and does not leverage…

Machine Learning · Computer Science 2022-03-15 Yifei Wang , Jonathan Lacotte , Mert Pilanci

The theory-guided neural network (TgNN) is a kind of method which improves the effectiveness and efficiency of neural network architectures by incorporating scientific knowledge or physical information. Despite its great success, the…

Machine Learning · Computer Science 2022-06-14 Miao Rong , Dongxiao Zhang , Nanzhe Wang

We propose a method for efficiently incorporating constraints into a stochastic gradient Langevin framework for the training of deep neural networks. Constraints allow direct control of the parameter space of the model. Appropriately…

Machine Learning · Computer Science 2021-06-22 Benedict Leimkuhler , Timothée Pouchon , Tiffany Vlaar , Amos Storkey

In this paper we present complexity certification results for a distributed Augmented Lagrangian (AL) algorithm used to solve convex optimization problems involving globally coupled linear constraints. Our method relies on the Accelerated…

Optimization and Control · Mathematics 2018-01-16 Soomin Lee , Nikolaos Chatzipanagiotis , Michael M. Zavlanos

Deep reinforcement learning (DRL) has attracted much attention as an approach to solve optimal control problems without mathematical models of systems. On the other hand, in general, constraints may be imposed on optimal control problems.…

Machine Learning · Statistics 2022-11-22 Junya Ikemoto , Toshimitsu Ushio

In this paper, we consider nonlinear optimization problems with nonlinear equality constraints and bound constraints on the variables. For the solution of such problems, many augmented Lagrangian methods have been defined in the literature.…

Optimization and Control · Mathematics 2022-01-12 Andrea Cristofari , Gianni Di Pillo , Giampaolo Liuzzi , Stefano Lucidi

The simplicity of gradient descent (GD) made it the default method for training ever-deeper and complex neural networks. Both loss functions and architectures are often explicitly tuned to be amenable to this basic local optimization. In…

Machine Learning · Computer Science 2019-04-30 Dmitrii Marin , Meng Tang , Ismail Ben Ayed , Yuri Boykov

Novel coordinate descent (CD) methods are proposed for minimizing nonconvex functions consisting of three terms: (i) a continuously differentiable term, (ii) a simple convex term, and (iii) a concave and continuous term. First, by extending…

Optimization and Control · Mathematics 2019-09-15 Qi Deng , Chenghao Lan

This paper proposes and analyzes an accelerated inexact dampened augmented Lagrangian (AIDAL) method for solving linearly-constrained nonconvex composite optimization problems. Each iteration of the AIDAL method consists of: (i) inexactly…

Optimization and Control · Mathematics 2023-02-08 Weiwei Kong , Renato D. C. Monteiro

For quasi-linear interface problems with discontinuous diffusion coefficients, the nonconvex objective functional often leads to optimization stagnation in randomized neural network approximations. This paper Proposes a…

Numerical Analysis · Mathematics 2026-02-06 Siyuan Lang , Zhiyue Zhang

Within the framework of the augmented Lagrangian (AL), we propose a novel distributed optimization method, termed Distributed Augmented Lagrangian Decomposition (DALD), and provide a rigorous convergence proof for its standard version. To…

Optimization and Control · Mathematics 2025-10-07 Wenyou Guo , Ting Qu , Hainan Huang , Yafeng Wei

The stochastic gradient descent (SGD) algorithm has achieved remarkable success in training deep learning models. However, it has several limitations, including susceptibility to vanishing gradients, sensitivity to input data, and a lack of…

Machine Learning · Computer Science 2025-03-14 Chengcheng Yan , Jiawei Xu , Qingsong Wang , Zheng Peng

Memory-Augmented Neural Networks (MANNs) are a class of neural networks equipped with an external memory, and are reported to be effective for tasks requiring a large long-term memory and its selective use. The core module of a MANN is…

Neural and Evolutionary Computing · Computer Science 2019-01-01 Naoya Taguchi , Yoshimasa Tsuruoka

In recent years, spiking neural networks (SNNs) have gained momentum due to their high potential in time-series processing combined with minimal energy consumption. However, they still lack a dedicated and efficient training algorithm. The…

Machine Learning · Computer Science 2026-01-21 Giovanni Perin , Cesare Bidini , Riccardo Mazzieri , Michele Rossi