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In this paper we present a subgradient method with non-monotone line search for the minimization of convex functions with simple convex constraints. Different from the standard subgradient method with prefixed step sizes, the new method…

Optimization and Control · Mathematics 2022-04-22 O. P. Ferreira , G. N. Grapiglia , E. M. Santos , J. C. O. Souza

This paper presents distributed conjugate gradient algorithms for distributed parameter estimation and spectrum estimation over wireless sensor networks. In particular, distributed conventional conjugate gradient (CCG) and modified…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-01-19 R. C. de Lamare

This paper concerns exact linesearch quasi-Newton methods for minimizing a quadratic function whose Hessian is positive definite. We show that by interpreting the method of conjugate gradients as a particular exact linesearch quasi-Newton…

Optimization and Control · Mathematics 2017-08-23 Anders Forsgren , Tove Odland

We revisit the problem of large-scale bundle adjustment and propose a technique called Multidirectional Conjugate Gradients that accelerates the solution of the normal equation by up to 61%. The key idea is that we enlarge the search space…

Computer Vision and Pattern Recognition · Computer Science 2021-10-11 Simon Weber , Nikolaus Demmel , Daniel Cremers

A class of generalized conditional gradient algorithms for the solution of optimization problem in spaces of Radon measures is presented. The method iteratively inserts additional Dirac-delta functions and optimizes the corresponding…

Optimization and Control · Mathematics 2021-03-30 Konstantin Pieper , Daniel Walter

This study concerns the fast and accurate solution of the line radiation transfer problem, under non-LTE conditions. We propose and evaluate an alternative iterative scheme to the classical ALI-Jacobi method, and to the more recently…

Instrumentation and Methods for Astrophysics · Physics 2015-05-13 F. Paletou , E. Anterrieu

This paper proposes a generalization of the conjugate gradient (CG) method used to solve the equation $Ax=b$ for a symmetric positive definite matrix $A$ of large size $n$. The generalization consists of permitting the scalar control…

Numerical Analysis · Mathematics 2016-11-17 Amit Bhaya , Pierre-Alexandre Bliman , Guilherme Niedu , Fernando Pazos

We analyze the convergence of the Conjugate Gradient (CG) method in exact arithmetic, when the coefficient matrix $A$ is symmetric positive semidefinite and the system is consistent. To do so, we diagonalize $A$ and decompose the algorithm…

Numerical Analysis · Mathematics 2020-05-12 Ken Hayami

Stochastic-gradient sampling methods are often used to perform Bayesian inference on neural networks. It has been observed that the methods in which notions of differential geometry are included tend to have better performances, with the…

Machine Learning · Computer Science 2024-04-02 Hanlin Yu , Marcelo Hartmann , Bernardo Williams , Arto Klami

In this paper, we incorporate the Barzilai-Borwein step size into gradient descent methods used to train deep networks. This allows us to adapt the learning rate using a two-point approximation to the secant equation which quasi-Newton…

Machine Learning · Computer Science 2022-05-30 Antonio Robles-Kelly , Asef Nazari

In this paper we introduce a novel method of gradient normalization and decay with respect to depth. Our method leverages the simple concept of normalizing all gradients in a deep neural network, and then decaying said gradients with…

Machine Learning · Computer Science 2018-03-01 Robert Kwiatkowski , Oscar Chang

Spectral gradient methods, such as the Muon optimizer, modify gradient updates by preserving directional information while discarding scale, and have shown strong empirical performance in deep learning. We investigate the mechanisms…

Machine Learning · Statistics 2026-02-02 Guillaume Braun , Han Bao , Wei Huang , Masaaki Imaizumi

The method of nonlinear conjugate gradients (NCG) is widely used in practice for unconstrained optimization, but it satisfies weak complexity bounds at best when applied to smooth convex functions. In contrast, Nesterov's accelerated…

Optimization and Control · Mathematics 2024-01-04 Sahar Karimi , Stephen Vavasis

We would like to congratulate the authors of "A Bayesian Conjugate Gradient Method" on their insightful paper, and welcome this publication which we firmly believe will become a fundamental contribution to the growing field of probabilistic…

Computation · Statistics 2019-08-09 Francois-Xavier Briol , Francisco A. Diaz De la O , Peter O. Hristov

This paper proposes a novel proximal-gradient algorithm for a decentralized optimization problem with a composite objective containing smooth and non-smooth terms. Specifically, the smooth and nonsmooth terms are dealt with by gradient and…

Optimization and Control · Mathematics 2021-02-02 Zhi Li , Wei Shi , Ming Yan

In this paper, two new subspace minimization conjugate gradient methods based on $p - $regularization models are proposed, where a special scaled norm in $p - $regularization model is analyzed. Different choices for special scaled norm lead…

Optimization and Control · Mathematics 2020-04-06 Ting Zhao , Hongwei Liu , Zexian Liu

In this paper, a distributed stochastic gradient (SG) algorithm is proposed where the estimators are aimed to collectively estimate an unknown time-invariant parameter from a set of noisy measurements obtained by distributed sensors. The…

Systems and Control · Electrical Eng. & Systems 2022-03-08 Die Gan , Zhixin Liu

The generalized conditional gradient method is a popular algorithm for solving composite problems whose objective function is the sum of a smooth function and a nonsmooth convex function. Many convergence analyses of the algorithm rely on…

Optimization and Control · Mathematics 2025-05-05 Shotaro Yagishita

In this paper, we consider the dual formulation of minimizing $\sum_{i\in I}f_i(x_i)+\sum_{j\in J} g_j(\mathcal{A}_jx)$ with the index sets $I$ and $J$ being large. To address the difficulties from the high dimension of the variable $x$…

Optimization and Control · Mathematics 2020-09-03 Hui Zhang , Yu-Hong Dai , Lei Guo

Stochastic gradient descent (SGD) algorithm and its variations have been effectively used to optimize neural network models. However, with the rapid growth of big data and deep learning, SGD is no longer the most suitable choice due to its…

Machine Learning · Computer Science 2024-02-13 Anuraganand Sharma