Related papers: Manifold constrained steepest descent
In order to coordinate the economy and voltage quality of a meshed AC/VSC-MTDC system, a new corrective security-constrained multi-objective optimal power flow (SC-MOPF) method is presented in this paper. A parallel SC-MOPF model with N-1…
Neural ordinary differential equations (NODE) have garnered significant attention for their design of continuous-depth neural networks and the ability to learn data/feature dynamics. However, for high-dimensional systems, estimating…
Probabilistic Manifold Decomposition (PMD)\cite{doi:10.1137/25M1738863}, developed in our earlier work, provides a nonlinear model reduction by embedding high-dimensional dynamics onto low-dimensional probabilistic manifolds. The PMD has…
In this paper, we consider the problem of minimizing a smooth function on a Riemannian manifold and present a Riemannian gradient method with momentum. The proposed algorithm represents a substantial and nontrivial extension of a recently…
In the stochastic gradient descent (SGD) for sequential simulations such as the neural stochastic differential equations, the Multilevel Monte Carlo (MLMC) method is known to offer better theoretical computational complexity compared to the…
The Expectation--Maximization Maximum Likelihood (EMML) algorithm belongs to the Expectation--Maximization family and is widely used for image reconstruction problems under Poisson noise.In this paper, we reinterpret EMML as a mirror…
In this article, we present an efficient descent method for locally Lipschitz continuous multiobjective optimization problems (MOPs). The method is realized by combining a theoretical result regarding the computation of descent directions…
Markov chain Monte Carlo (MCMC) sampling of densities restricted to linearly constrained domains is an important task arising in Bayesian treatment of inverse problems in the natural sciences. While efficient algorithms for uniform polytope…
Sign Gradient Descent (SignGD) is a simple yet robust optimization method, widely used in machine learning for its resilience to gradient noise and compatibility with low-precision computations. While its empirical performance is well…
This work explores a novel perspective on solving nonconvex and nonsmooth optimization problems by leveraging sampling based methods. Instead of treating the objective function purely through traditional (often deterministic) optimization…
We present multiplexed gradient descent (MGD), a gradient descent framework designed to easily train analog or digital neural networks in hardware. MGD utilizes zero-order optimization techniques for online training of hardware neural…
It is well known that mirror descent may diverge or cycle on merely monotone variational inequalities. In this paper, we propose \emph{Target Mirror Descent} (TMD), a unified framework that stabilizes monotone flows via a target point…
This paper proposes an intrinsic pseudospectral convexification framework for optimal control problems with manifold constraints. While successive pseudospectral convexification combines spectral collocation with successive convexification,…
This paper proposes a Riemannian Multiobjective Proximal Gradient Method (RMPGM) for composite optimization problems on manifolds. Unlike scalarization-based approaches, the proposed framework directly handles vector-valued objectives and…
Multi-objective optimization (MOO) lies at the core of many machine learning (ML) applications that involve multiple, potentially conflicting objectives (e.g., multi-task learning, multi-objective reinforcement learning, among many others).…
Traditional approaches to line segment detection typically involve perceptual grouping in the image domain and/or global accumulation in the Hough domain. Here we propose a probabilistic algorithm that merges the advantages of both…
In this paper, we study linearly constrained policy optimization over the manifold of Schur stabilizing controllers, equipped with a Riemannian metric that emerges naturally in the context of optimal control problems. We provide extrinsic…
A framework previously introduced in [3] for solving a sequence of stochastic optimization problems with bounded changes in the minimizers is extended and applied to machine learning problems such as regression and classification. The…
In multiple-input multiple-output (MIMO) spatially multiplexing (SM) systems, achievable error rate performance is determined by signal detection strategy. The optimal maximum-likelihood detection (MLD) that exhaustively examines all symbol…
Gradient descent, or negative gradient flow, is a standard technique in optimization to find minima of functions. Many implementations of gradient descent rely on discretized versions, i.e., moving in the gradient direction for a set step…