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We consider stochastic strongly-convex-strongly-concave (SCSC) saddle point (SP) problems which frequently arise in applications ranging from distributionally robust learning to game theory and fairness in machine learning. We focus on the…

Optimization and Control · Mathematics 2023-07-17 Yassine Laguel , Necdet Serhat Aybat , Mert Gürbüzbalaban

A novel similarity-covariant feature detector that extracts points whose neighbourhoods, when treated as a 3D intensity surface, have a saddle-like intensity profile. The saddle condition is verified efficiently by intensity comparisons on…

Computer Vision and Pattern Recognition · Computer Science 2016-08-25 Javier Aldana-Iuit , Dmytro Mishkin , Ondrej Chum , Jiri Matas

We introduce two tools, dynamical thickening and flow selectors, to overcome the infamous discontinuity of the gradient flow endpoint map near non-degenerate critical points. More precisely, we interpret the stable fibrations of certain…

Dynamical Systems · Mathematics 2016-07-04 Joa Weber

An innovative numerical algorithm for solving infinite-horizon optimal control problems is introduced in this paper, using the IsoCost-HyperSurface (ICHS) concept. In the state space of an optimal control system, an ICHS is defined as a set…

Systems and Control · Electrical Eng. & Systems 2022-09-15 Saeed Rahimi , Amir Salimi Lafmejani , Ahmad Kalhor

Gradient descent (GD) and stochastic gradient descent (SGD) are the workhorses of large-scale machine learning. While classical theory focused on analyzing the performance of these methods in convex optimization problems, the most notable…

Machine Learning · Computer Science 2019-09-05 Chi Jin , Praneeth Netrapalli , Rong Ge , Sham M. Kakade , Michael I. Jordan

This paper presents a simple primal dual method named DPD which is a flexible framework for a class of saddle point problem with or without strongly convex component. The presented method has linearized version named LDPD and exact version…

Optimization and Control · Mathematics 2019-07-16 Zhipeng Xie , Jianwen Shi

With the rapid proliferation of autonomous driving, there has been a heightened focus on the research of lidar-based 3D semantic segmentation and object detection methodologies, aiming to ensure the safety of traffic participants. In recent…

Computer Vision and Pattern Recognition · Computer Science 2024-06-13 Jiahua Xu , Si Zuo , Chenfeng Wei , Wei Zhou

We analyze in a closed form the learning dynamics of stochastic gradient descent (SGD) for a single-layer neural network classifying a high-dimensional Gaussian mixture where each cluster is assigned one of two labels. This problem provides…

Machine Learning · Computer Science 2022-03-28 Francesca Mignacco , Florent Krzakala , Pierfrancesco Urbani , Lenka Zdeborová

The convergence behaviour of first-order methods can be severely slowed down when applied to high-dimensional non-convex functions due to the presence of saddle points. If, additionally, the saddles are surrounded by large plateaus, it is…

Optimization and Control · Mathematics 2023-09-12 Nick Tsipinakis , Panos Parpas

We propose a Nested BDDC for a class of saddle-point problems. The method solves for both flux and pressure variables. The fluxes are resolved in three-steps: the coarse solve is followed by subdomain solves, and last we look for a…

Numerical Analysis · Mathematics 2014-07-17 Bedřich Sousedík

The paper proposes a variational-inequality based primal-dual dynamic that has a globally exponentially stable saddle-point solution when applied to solve linear inequality constrained optimization problems. A Riemannian geometric framework…

Optimization and Control · Mathematics 2020-10-07 P. Bansode , V. Chinde , S. R. Wagh , R. Pasumarthy , N. M. Singh

Collisions are common in many dynamical systems with real applications. They can be formulated as hybrid dynamical systems with discontinuities automatically triggered when states transverse certain manifolds. We present an algorithm for…

Optimization and Control · Mathematics 2025-01-20 Wei Hu , Jihao Long , Yaohua Zang , Weinan E , Jiequn Han

We introduce and investigate stochastic processes designed to find local minimizers and saddle points of non-convex functions, exploring the landscape more efficiently than the standard noisy gradient descent. The processes switch between…

Probability · Mathematics 2023-03-24 Lucas Journel , Pierre Monmarché

This paper presents a new gradient flow dissipation geometry over non-negative and probability measures. This is motivated by a principled construction that combines the unbalanced optimal transport and interaction forces modeled by…

Machine Learning · Computer Science 2024-11-01 Egor Gladin , Pavel Dvurechensky , Alexander Mielke , Jia-Jie Zhu

Using relativistic, steady, axisymmetric, ideal magnetohydrodynamics (MHD) we analyze the super-Alfvenic regime of a pulsar wind by means of solving the momentum equation along the flow as well as in the transfield direction. Employing a…

Astrophysics · Physics 2009-11-10 Nektarios Vlahakis

A variant of consensus based distributed gradient descent (\textbf{DGD}) is studied for finite sums of smooth but possibly non-convex functions. In particular, the local gradient term in the fixed step-size iteration of each agent is…

Optimization and Control · Mathematics 2026-05-27 Lei Qin , Michael Cantoni , Ye Pu

In part I we considered the problem of convergence to a saddle point of a concave-convex function via gradient dynamics and an exact characterization was given to their asymptotic behaviour. In part II we consider a general class of…

Optimization and Control · Mathematics 2019-08-06 Thomas Holding , Ioannis Lestas

A stable numerical solution of the steady Stokes problem requires compatibility between the choice of velocity and pressure approximation that has traditionally proven problematic for meshless methods. In this work, we present a…

Numerical Analysis · Mathematics 2016-11-15 Nathaniel Trask , Martin Maxey , Xiaozhe Hu

Nonconvex optimization problems such as the ones in training deep neural networks suffer from a phenomenon called saddle point proliferation. This means that there are a vast number of high error saddle points present in the loss function.…

Numerical Analysis · Computer Science 2016-11-08 Martin Arjovsky

Seismic traveltime tomography represents a popular and useful tool for unravelling the structure of the subsurface across the scales. In this work we address the case where the forward model is represented by the eikonal equation and derive…

Geophysics · Physics 2025-08-21 Andrea Zunino , Scott Keating , Andreas Fichtner
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