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In this paper we consider large-scale composite optimization problems having the objective function formed as a sum of two terms (possibly nonconvex), one has (block) coordinate-wise Lipschitz continuous gradient and the other is…

Optimization and Control · Mathematics 2024-01-10 Flavia Chorobura , Ion Necoara

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

In this paper, we propose an inexact block coordinate descent algorithm for large-scale nonsmooth nonconvex optimization problems. At each iteration, a particular block variable is selected and updated by inexactly solving the original…

Optimization and Control · Mathematics 2019-12-12 Yang Yang , Marius Pesavento , Zhi-Quan Luo , Björn Ottersten

We present a multilevel stochastic gradient descent method for the optimal control of systems governed by partial differential equations under uncertain input data. The gradient descent method used to find the optimal control leverages a…

Optimization and Control · Mathematics 2025-06-04 Niklas Baumgarten , David Schneiderhan

Existing analyses of optimization in deep learning are either continuous, focusing on (variants of) gradient flow, or discrete, directly treating (variants of) gradient descent. Gradient flow is amenable to theoretical analysis, but is…

Machine Learning · Computer Science 2021-12-30 Omer Elkabetz , Nadav Cohen

This study investigates the problem of learning linear block codes optimized for Belief-Propagation decoders significantly improving performance compared to the state-of-the-art. Our previous research is extended with an enhanced system…

Signal Processing · Electrical Eng. & Systems 2025-10-02 Louis-Adrien Dufrène , Quentin Lampin , Guillaume Larue

Prediction-correction algorithms are a highly effective class of methods for solving pseudo-convex optimization problems. The descent direction of these algorithms can be viewed as an adjustment to the gradient direction based on the…

Optimization and Control · Mathematics 2025-12-05 Ting Li , Deren Han , Tanxing Wang , Xingju Cai

Spatially-coupled (SC) codes, known for their threshold saturation phenomenon and low-latency windowed decoding algorithms, are ideal for streaming applications. They also find application in various data storage systems because of their…

Information Theory · Computer Science 2021-01-26 Siyi Yang , Ahmed Hareedy , Shyam Venkatasubramanian , Robert Calderbank , Lara Dolecek

A major challenge in training large-scale machine learning models is configuring the training process to maximize model performance, i.e., finding the best training setup from a vast design space. In this work, we unlock a gradient-based…

Machine Learning · Statistics 2025-03-19 Logan Engstrom , Andrew Ilyas , Benjamin Chen , Axel Feldmann , William Moses , Aleksander Madry

Software for computation of maximum likelihood estimates in linear structural equation models typically employs general techniques from non-linear optimization, such as quasi-Newton methods. In practice, careful tuning of initial values is…

Computation · Statistics 2016-10-12 Mathias Drton , Christopher Fox , Y. Samuel Wang

This paper deals with convex nonsmooth optimization problems. We introduce a general smooth approximation framework for the original function and apply random (accelerated) coordinate descent methods for minimizing the corresponding smooth…

Optimization and Control · Mathematics 2024-01-10 Flavia Chorobura , Ion Necoara

Submodular function minimization is a fundamental optimization problem that arises in several applications in machine learning and computer vision. The problem is known to be solvable in polynomial time, but general purpose algorithms have…

Machine Learning · Computer Science 2015-02-10 Alina Ene , Huy L. Nguyen

The stochastic gradient (SG) method can minimize an objective function composed of a large number of differentiable functions, or solve a stochastic optimization problem, to a moderate accuracy. The block coordinate descent/update (BCD)…

Optimization and Control · Mathematics 2015-11-23 Yangyang Xu , Wotao Yin

Stochastic Gradient Descent (SGD) methods see many uses in optimization problems. Modifications to the algorithm, such as momentum-based SGD methods have been known to produce better results in certain cases. Much of this, however, is due…

Machine Learning · Computer Science 2025-04-22 Eric Lu

Existing gradient coding schemes introduce identical redundancy across the coordinates of gradients and hence cannot fully utilize the computation results from partial stragglers. This motivates the introduction of diverse redundancies…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-09-21 Qi Wang , Ying Cui , Chenglin Li , Junni Zou , Hongkai Xiong

A complexity-adaptive tree search algorithm is proposed for $\boldsymbol{G}_N$-coset codes that implements maximum-likelihood (ML) decoding by using a successive decoding schedule. The average complexity is close to that of the successive…

Information Theory · Computer Science 2021-09-03 Peihong Yuan , Mustafa Cemil Coşkun

There are much recent interests in solving noncovnex min-max optimization problems due to its broad applications in many areas including machine learning, networked resource allocations, and distributed optimization. Perhaps, the most…

Optimization and Control · Mathematics 2021-12-20 Thinh T. Doan

Many analyses in high-energy physics rely on selection thresholds (cuts) applied to detector, particle, or event properties. Initial cut values can often be guessed from physical intuition, but cut optimization, especially for multiple…

High Energy Physics - Experiment · Physics 2025-11-12 Mike Hance , Juan Robles

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…

Probability · Mathematics 2017-10-31 Justin Sirignano , Konstantinos Spiliopoulos

Finding a local minimum or maximum of a function is often achieved through the gradient-descent optimization method. For a function in dimension d, the gradient requires to compute at each step d partial derivatives. This method is for…

Computational Physics · Physics 2018-05-01 Vincent Tejedor