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This paper presents a novel adaptation of the Stochastic Gradient Descent (SGD), termed AdaBatchGrad. This modification seamlessly integrates an adaptive step size with an adjustable batch size. An increase in batch size and a decrease in…
An adaptive direct collocation method is developed for solving optimal control problems constrained by parabolic partial differential equations. The partial differential equation is first reformulated in a variational setting, where the…
We discuss through multiple numerical examples the accuracy and efficiency of a micro-macro acceleration method for stiff stochastic differential equations (SDEs) with a time-scale separation between the fast microscopic dynamics and the…
Software Defined Networking (SDN) is a recent paradigm in telecommunication networks that disentangles data and control planes and brings more flexibility and efficiency to the network as a result. The Controller Placement (CP) problem in…
An improved version of a recently developed stochastic cluster dynamics (SCD) method {[}Marian, J. and Bulatov, V. V., {\it J. Nucl. Mater.} \textbf{415} (2014) 84-95{]} is introduced as an alternative to rate theory (RT) methods for…
Establishing a fast rate of convergence for optimization methods is crucial to their applicability in practice. With the increasing popularity of deep learning over the past decade, stochastic gradient descent and its adaptive variants…
Building on the successes of local kernel methods for approximating the solutions to partial differential equations (PDE) and the evaluation of definite integrals (quadrature/cubature), a local estimate of the error in such approximations…
The convergence behavior of Stochastic Gradient Descent (SGD) crucially depends on the stepsize configuration. When using a constant stepsize, the SGD iterates form a Markov chain, enjoying fast convergence during the initial transient…
This paper presents a methodology for using varying sample sizes in sequential quadratic programming (SQP) methods for solving equality constrained stochastic optimization problems. The first part of the paper deals with the delicate issue…
An adaptive BDF2 implicit time-stepping method is analyzed for the phase field crystal model. The suggested method is proved to preserve a modified energy dissipation law at the discrete levels if the time-step ratios…
We study robust convex quadratic programs where the uncertain problem parameters can contain both continuous and integer components. Under the natural boundedness assumption on the uncertainty set, we show that the generic problems are…
Purpose: Often, the inverse deformation vector field (DVF) is needed together with the corresponding forward DVF in 4D reconstruction and dose calculation, adaptive radiation therapy, and simultaneous deformable registration. This study…
We propose an accurate data-driven numerical scheme to solve Stochastic Differential Equations (SDEs), by taking large time steps. The SDE discretization is built up by means of a polynomial chaos expansion method, on the basis of…
This paper introduces a new robust interior point method analysis for semidefinite programming (SDP). This new robust analysis can be combined with either logarithmic barrier or hybrid barrier. Under this new framework, we can improve the…
This paper investigates a numerical probabilistic method for the solution of some semilinear stochastic partial differential equations (SPDEs in short). The numerical scheme is based on discrete time approximation for solutions of systems…
This paper investigates the problems large-scale distributed composite convex optimization, with motivations from a broad range of applications, including multi-agent systems, federated learning, smart grids, wireless sensor networks,…
An adaptive delay-tolerant distributed space-time coding (DSTC) scheme with feedback is proposed for two-hop cooperative multiple-input multiple-output (MIMO) networks using an amplify-and-forward strategy and opportunistic relaying…
In this paper, we propose a unified analysis of variants of distributed SGD with arbitrary compressions and delayed updates. Our framework is general enough to cover different variants of quantized SGD, Error-Compensated SGD (EC-SGD) and…
Based on the method of FGD, we apply the method of adaptive gradient descent which uses different step length at different epoch. Adaptive gradient descent performs much better than FGD in the tests and keeps the guarantee of convergence…
Stochastic gradient descent in continuous time (SGDCT) provides a computationally efficient method for the statistical learning of continuous-time models, which are widely used in science, engineering, and finance. The SGDCT algorithm…