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In this paper, we provide a generalization of the forward-backward splitting algorithm for minimizing the sum of a proper convex lower semicontinuous function and a differentiable convex function whose gradient satisfies a locally…

Optimization and Control · Mathematics 2023-06-29 Luis M. Briceno-Arias , Francisco José Silva , Xianjin Yang

We show that gradient descent converges to a local minimizer, almost surely with random initialization. This is proved by applying the Stable Manifold Theorem from dynamical systems theory.

Machine Learning · Statistics 2016-03-07 Jason D. Lee , Max Simchowitz , Michael I. Jordan , Benjamin Recht

This paper presents a discrete-time passivity-based analysis of the gradient descent method for a class of functions with sector-bounded gradients. Using a loop transformation, it is shown that the gradient descent method can be interpreted…

Optimization and Control · Mathematics 2024-11-26 Sepehr Moalemi , James Richard Forbes

In this paper, we study the gradient descent-ascent method for convex-concave saddle-point problems. We derive a new non-asymptotic global convergence rate in terms of distance to the solution set by using the semidefinite programming…

Optimization and Control · Mathematics 2022-09-19 Moslem Zamani , Hadi Abbaszadehpeivasti , Etienne de Klerk

Accurate and efficient prediction of multi-scale flows remains a formidable challenge. Constructing theoretical models and numerical methods often involves the design and optimization of parameters. While gradient descent methods have been…

Computational Physics · Physics 2026-02-10 Tianbai Xiao

This paper addresses the gradient flow -- the continuous-time representation of the gradient method -- with the smooth approximation of a non-differentiable objective function and presents convergence analysis framework. Similar to the…

Optimization and Control · Mathematics 2023-12-08 Mitsuru Toyoda , Akatsuki Nishioka , Mirai Tanaka

For infinitesimal learning rates, stochastic gradient descent (SGD) follows the path of gradient flow on the full batch loss function. However moderately large learning rates can achieve higher test accuracies, and this generalization…

Machine Learning · Computer Science 2021-01-29 Samuel L. Smith , Benoit Dherin , David G. T. Barrett , Soham De

Given a flow network with variable suppliers and fixed consumers, the minimax flow problem consists in minimizing the maximum flow between nodes, subject to flow conservation and capacity constraints. We solve this problem over acyclic…

Systems and Control · Electrical Eng. & Systems 2022-07-12 Marco Coraggio , Saber Jafarpour , Francesco Bullo , Mario di Bernardo

We consider the minimization of an M-convex function, which is a discrete convexity concept for functions on the integer lattice points. It is known that a minimizer of an Mconvex function can be obtained by the steepest descent algorithm.…

Optimization and Control · Mathematics 2025-03-04 Taihei Oki , Akiyoshi Shioura

We study the momentum-based minimization of a diffuse perimeter functional on Euclidean spaces and on graphs with applications to semi-supervised classification tasks in machine learning. While the gradient flow in the task at hand is a…

Analysis of PDEs · Mathematics 2025-06-26 Oluwatosin Akande , Patrick Dondl , Kanan Gupta , Akwum Onwunta , Stephan Wojtowytsch

Coded distributed computation has become common practice for performing gradient descent on large datasets to mitigate stragglers and other faults. This paper proposes a novel algorithm that encodes the partial derivatives themselves and…

Machine Learning · Computer Science 2022-06-22 Pedro Soto , Ilia Ilmer , Haibin Guan , Jun Li

The article considers the discrete analogue of the method of quickest descent for an inverse Acoustics problem in case of a smooth source. The authors derived the gradient of functional in differential and discrete cases, described the…

Computational Engineering, Finance, and Science · Computer Science 2016-01-19 G. Tyulepberdinova , G. Gaziz , N. Kerimbayev , S. Abdykarimova

This paper considers non-smooth optimization problems where we seek to minimize the pointwise maximum of a continuously parameterized family of functions. Since the objective function is given as the solution to a maximization problem,…

Optimization and Control · Mathematics 2026-01-12 Dimitris Boskos , Jorge Cortés , Sonia Martínez

Distribution alignment has many applications in deep learning, including domain adaptation and unsupervised image-to-image translation. Most prior work on unsupervised distribution alignment relies either on minimizing simple non-parametric…

Machine Learning · Computer Science 2020-10-27 Ben Usman , Avneesh Sud , Nick Dufour , Kate Saenko

We study stochastic optimization of nonconvex loss functions, which are typical objectives for training neural networks. We propose stochastic approximation algorithms which optimize a series of regularized, nonlinearized losses on large…

Machine Learning · Computer Science 2019-03-12 Weiran Wang , Nathan Srebro

Solving partial differential equations in high dimensions by deep neural network has brought significant attentions in recent years. In many scenarios, the loss function is defined as an integral over a high-dimensional domain. Monte-Carlo…

Numerical Analysis · Mathematics 2019-11-06 Jingrun Chen , Rui Du , Panchi Li , Liyao Lyu

Conditional flow matching (CFM) stands out as an efficient, simulation-free approach for training flow-based generative models, achieving remarkable performance for data generation. However, CFM is insufficient to ensure accuracy in…

Machine Learning · Computer Science 2026-02-03 Yuhao Huang , Taos Transue , Shih-Hsin Wang , William Feldman , Hong Zhang , Bao Wang

The field of artificial neural network (ANN) training has garnered significant attention in recent years, with researchers exploring various mathematical techniques for optimizing the training process. In particular, this paper focuses on…

Functional Analysis · Mathematics 2023-06-23 Arzu Ahmadova

Exploding predictive AI has enabled fast yet effective evaluation and decision-making in modern chip physical design flows. State-of-the-art frameworks typically include the objective of minimizing the mean square error (MSE) between the…

Machine Learning · Computer Science 2024-02-12 Haoyu Yang , Anthony Agnesina , Haoxing Ren

Mini-batch stochastic gradient descent (SGD) is state of the art in large scale distributed training. The scheme can reach a linear speedup with respect to the number of workers, but this is rarely seen in practice as the scheme often…

Optimization and Control · Mathematics 2019-05-06 Sebastian U. Stich