Related papers: Stochastic Optimization Using Ricci Flow
A challenging problem in decentralized optimization is to develop algorithms with fast convergence on random and time varying topologies under unreliable and bandwidth-constrained communication network. This paper studies a stochastic…
This is the first of a series of papers, where we introduce a new class of estimates for the Ricci flow, and use them both to characterize solutions of the Ricci flow and to provide a notion of weak solutions to the Ricci flow in the…
For optimization on large-scale data, exactly calculating its solution may be computationally difficulty because of the large size of the data. In this paper we consider subsampled optimization for fast approximating the exact solution. In…
Statistical surrogate modeling of fluid flows is hard because dynamics are multiscale and highly sensitive to initial conditions. Conditional diffusion surrogates can be accurate, but usually need hundreds of stochastic sampling steps. We…
We study a stochastic primal-dual method for constrained optimization over Riemannian manifolds with bounded sectional curvature. We prove non-asymptotic convergence to the optimal objective value. More precisely, for the class of…
We study stochastic projection-free methods for constrained optimization of smooth functions on Riemannian manifolds, i.e., with additional constraints beyond the parameter domain being a manifold. Specifically, we introduce stochastic…
We present numerical visualizations of Ricci Flow of surfaces and 3-dimensional manifolds of revolution. Ricci_rot is an educational tool which visualizes surfaces of revolution moving under Ricci flow. That these surfaces tend to remain…
Randomized algorithms, such as randomized sketching or stochastic optimization, are a promising approach to ease the computational burden in analyzing large datasets. However, randomized algorithms also produce non-deterministic outputs,…
This paper sets up an approach for shape optimization problems constrained by variational inequalities (VI) in an appropriate shape space. In contrast to classical VI, where no explicit dependence on the domain is given, VI constrained…
We propose a method for zeroth order stochastic convex optimization that attains the suboptimality rate of $\tilde{\mathcal{O}}(n^{7}T^{-1/2})$ after $T$ queries for a convex bounded function $f:{\mathbb R}^n\to{\mathbb R}$. The method is…
Patient-specific modeling of cardiovascular flows with high-fidelity is challenging due to its dependence on accurately estimated velocity boundary profiles, which are essential for precise simulations and directly influence wall shear…
In this paper we study stochastic quasi-Newton methods for nonconvex stochastic optimization, where we assume that only stochastic information of the gradients of the objective function is available via a stochastic first-order oracle…
This paper is concerned with properties of maximal solutions of the Ricci and cross curvature flows on locally homogeneous three-manifolds of type SL(2,R). We prove that, generically, a maximal solution originates at a sub-Riemannian…
An algorithm is proposed, analyzed, and tested experimentally for solving stochastic optimization problems in which the decision variables are constrained to satisfy equations defined by deterministic, smooth, and nonlinear functions. It is…
This paper presents a stochastic model predictive control approach for nonlinear systems subject to time-invariant probabilistic uncertainties in model parameters and initial conditions. The stochastic optimal control problem entails a cost…
A flow of metrics, $g_t$, on a manifold is a solution of a differential equation $\dt g = S(g)$, where a geometric functional $S(g)$ is a symmetric $(0,2)$-tensor usually related to some kind of curvature. The mixed sectional curvature of a…
We show how solutions to the Ricci flow on Lorentzian manifolds, along with its generalizations, can be linked to Einstein's field equations. The approach involves deformations of the matter sector that are generated by quadratic…
In this paper, we prove that if the initial submanifold $M_0$ of dimension $n(\ge6)$ satisfies an optimal pinching condition, then the mean curvature flow of arbitrary codimension in hyperbolic spaces converges to a round point in finite…
We analyze convergence rates of stochastic optimization procedures for non-smooth convex optimization problems. By combining randomized smoothing techniques with accelerated gradient methods, we obtain convergence rates of stochastic…
State-of-the-art methods for Convolutional Sparse Coding usually employ Fourier-domain solvers in order to speed up the convolution operators. However, this approach is not without shortcomings. For example, Fourier-domain representations…