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This paper considers the problem of multi-agent distributed optimization. In this problem, there are multiple agents in the system, and each agent only knows its local cost function. The objective for the agents is to collectively compute a…

Optimization and Control · Mathematics 2020-03-31 Kushal Chakrabarti , Nirupam Gupta , Nikhil Chopra

The goal of this work is to present a fast and viable approach for the numerical solution of the high-contrast state problems arising in topology optimization. The optimization process is iterative, and the gradients are obtained by an…

Numerical Analysis · Mathematics 2020-06-25 Miguel Zambrano , Sintya Serrano , Boyan S. Lazarov , Juan Galvis

Learning an efficient update rule from data that promotes rapid learning of new tasks from the same distribution remains an open problem in meta-learning. Typically, previous works have approached this issue either by attempting to train a…

Machine Learning · Computer Science 2020-02-19 Sebastian Flennerhag , Andrei A. Rusu , Razvan Pascanu , Francesco Visin , Hujun Yin , Raia Hadsell

Reward fine-tuning has become a common approach for aligning pretrained diffusion and flow models with human preferences in text-to-image generation. Among reward-gradient-based methods, Adjoint Matching (AM) provides a principled…

Machine Learning · Computer Science 2026-05-19 Jeongwoo Shin , Dongsoo Shin , Yuchen Zhu , Wei Guo , Yongxin Chen , Joonseok Lee , Jaewoong Choi , Jaemoo Choi

Neural differential equations may be trained by backpropagating gradients via the adjoint method, which is another differential equation typically solved using an adaptive-step-size numerical differential equation solver. A proposed step is…

Machine Learning · Computer Science 2021-05-11 Patrick Kidger , Ricky T. Q. Chen , Terry Lyons

Differential-algebraic equations (DAEs) with state-dependent events arise in systems whose continuous dynamics are constrained by algebraic equations and interrupted by mode changes, switching logic, impacts, or state reinitializations.…

Machine Learning · Computer Science 2026-05-08 Ion Matei , Maksym Zhenirovskyy , Anthony Wong

We consider the setting of distributed empirical risk minimization where multiple machines compute the gradients in parallel and a centralized server updates the model parameters. In order to reduce the number of communications required to…

Optimization and Control · Mathematics 2020-02-26 Hadrien Hendrikx , Lin Xiao , Sebastien Bubeck , Francis Bach , Laurent Massoulie

We present a method for efficient differentiable simulation of articulated bodies. This enables integration of articulated body dynamics into deep learning frameworks, and gradient-based optimization of neural networks that operate on…

Machine Learning · Computer Science 2021-09-17 Yi-Ling Qiao , Junbang Liang , Vladlen Koltun , Ming C. Lin

Adjoint variable method in combination with gradient descent optimization has been widely used for the inverse design of nanophotonic devices. In many of such optimizations, the design region is only a small fraction of the total…

Computational Physics · Physics 2019-07-24 Nathan Zhao , Salim Boutami , Shanhui Fan

In this paper, we suggest a new framework for analyzing primal subgradient methods for nonsmooth convex optimization problems. We show that the classical step-size rules, based on normalization of subgradient, or on the knowledge of optimal…

Optimization and Control · Mathematics 2023-11-27 Yurii Nesterov

In this paper we develop and analyse domain decomposition methods for linear systems of equations arising from conforming finite element discretisations of positive Maxwell-type equations. Convergence of domain decomposition methods rely…

Numerical Analysis · Mathematics 2021-07-08 Niall Bootland , Victorita Dolean , Frédéric Nataf , Pierre-Henri Tournier

Primal-Dual Hybrid Gradient (PDHG) and Alternating Direction Method of Multipliers (ADMM) are two widely-used first-order optimization methods. They reduce a difficult problem to simple subproblems, so they are easy to implement and have…

Optimization and Control · Mathematics 2019-09-10 Yanli Liu , Yunbei Xu , Wotao Yin

In this paper we propose several adaptive gradient methods for stochastic optimization. Unlike AdaGrad-type of methods, our algorithms are based on Armijo-type line search and they simultaneously adapt to the unknown Lipschitz constant of…

We introduce a unified framework for computing approximately-optimal preconditioners for solving linear and non-linear systems of equations. We demonstrate that the condition number minimization problem, under structured transformations…

Optimization and Control · Mathematics 2025-12-09 M. Levent Doğan , Alperen Ergür , Elias Tsigaridas

We present a new feasible proximal gradient method for constrained optimization where both the objective and constraint functions are given by the summation of a smooth, possibly nonconvex function and a convex simple function. The…

Optimization and Control · Mathematics 2024-02-01 Digvijay Boob , Qi Deng , Guanghui Lan

Conditional gradient methods have attracted much attention in both machine learning and optimization communities recently. These simple methods can guarantee the generation of sparse solutions. In addition, without the computation of full…

Optimization and Control · Mathematics 2021-06-30 Guanghui Lan , Edwin Romeijn , Zhiqiang Zhou

In [McDonald, Pestana and Wathen, \textit{SIAM J. Sci. Comput.}, 40 (2018), pp. A1012--A1033], a block circulant preconditioner is proposed for all-at-once linear systems arising from evolutionary partial differential equations, in which…

Numerical Analysis · Mathematics 2021-03-04 X. -L. Lin , M. Ng

The remarkable capability of Transformers to do reasoning and few-shot learning, without any fine-tuning, is widely conjectured to stem from their ability to implicitly simulate a multi-step algorithms -- such as gradient descent -- with…

Machine Learning · Computer Science 2024-10-14 Khashayar Gatmiry , Nikunj Saunshi , Sashank J. Reddi , Stefanie Jegelka , Sanjiv Kumar

Direct methods for the simulation of optimal control problems apply a specific discretization to the dynamics of the problem, and the discrete adjoint method is suitable to calculate corresponding conditions to approximate an optimal…

Linear systems with large differences between coefficients ("discontinuous coefficients") arise in many cases in which partial differential equations(PDEs) model physical phenomena involving heterogeneous media. The standard approach to…

Mathematical Software · Computer Science 2009-05-04 Dan Gordon , Rachel Gordon
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