Related papers: Improved high-index saddle dynamics for finding sa…
We present a unified framework based on primal-dual stochastic mirror descent for approximately solving infinite-horizon Markov decision processes (MDPs) given a generative model. When applied to an average-reward MDP with $A_{tot}$ total…
In this paper we use the gradient flow equation introduced in [10] to construct a Morse complex for the Hamiltonian action $\mathbb A_H$ on a mixed regularity space of loops in the cotangent bundle $T^*M$ of a closed manifold $M$.…
In sequel to Moradi et al. [2009, ApJ, 690, L72], we employ two established numerical forward models (a 3D ideal MHD solver and MHD ray theory) in conjunction with time-distance helioseismology to probe the lateral extent of wave-speed…
This paper proposes an improved Intelligent driving model (Sigmoid-IDM) to address the problems of excessive acceleration in traffic oscillation and following failure in free flow. The Sigmoid-IDM uses a Sigmoid function to enhance the…
State estimation of multi-modal hybrid systems is an important problem with many applications in the field robotics. However, incorporating discrete modes in the estimation process is hampered by a potentially combinatorial growth in…
The first order condition of the constrained minimization problem leads to a saddle point problem. A multigrid method using a multiplicative Schwarz smoother for saddle point problems can thus be interpreted as a successive subspace…
A game theory inspired methodology is proposed for finding a function's saddle points. While explicit descent methods are known to have severe convergence issues, implicit methods are natural in an adversarial setting, as they take the…
The gentlest ascent dynamics (GAD) (Nonlinearity, vol. 24, no. 6, p1831, 2011) is a continuous time dynamics coupling both the position and the direction variables to efficiently locate the saddle point with a given index. These saddle…
This work presents a numerical analysis of computing transition states of semilinear elliptic partial differential equations (PDEs) via the index-1 saddle dynamics, or equivalently, the gentlest ascent dynamics. To establish clear…
In centralized settings, it is well known that stochastic gradient descent (SGD) avoids saddle points and converges to local minima in nonconvex problems. However, similar guarantees are lacking for distributed first-order algorithms. The…
Several widely-used first-order saddle-point optimization methods yield an identical continuous-time ordinary differential equation (ODE) that is identical to that of the Gradient Descent Ascent (GDA) method when derived naively. However,…
Dilation surfaces are generalizations of translation surfaces where the transition maps of the atlas are translations and homotheties with a positive ratio. In contrast with translation surfaces, the directional flow on dilation surfaces…
The paper considers distributed gradient flow (DGF) for multi-agent nonconvex optimization. DGF is a continuous-time approximation of distributed gradient descent that is often easier to study than its discrete-time counterpart. The paper…
We investigate the solution landscape of a reduced Landau--de Gennes model for nematic liquid crystals on a two-dimensional hexagon at a fixed temperature, as a function of $\lambda$---the edge length. This is a generic example for reduced…
Finding saddle points of dynamical systems is an important problem in practical applications such as the study of rare events of molecular systems. Gentlest ascent dynamics (GAD) is one of a number of algorithms in existence that attempt to…
High-index saddle dynamics provides an effective means to compute the any-index saddle points and construct the solution landscape. In this paper we prove error estimates for Euler discretization of high-index saddle dynamics with respect…
The aim of this paper is to study dynamical and topological properties of a flow in the region of influence of an isolated non-saddle set. We see, in particular, that some topological conditions are sufficient to guarantee that these sets…
Momentum Stochastic Gradient Descent (MSGD) algorithm has been widely applied to many nonconvex optimization problems in machine learning, e.g., training deep neural networks, variational Bayesian inference, and etc. Despite its empirical…
Training deep neural network is a high dimensional and a highly non-convex optimization problem. Stochastic gradient descent (SGD) algorithm and it's variations are the current state-of-the-art solvers for this task. However, due to…
A grid-free variant of the Direct Simulation Monte Carlo (DSMC) method is proposed, named the Isotropic DSMC (I-DSMC) method, that is suitable for simulating dense fluid flows at molecular scales. The I-DSMC algorithm eliminates all grid…