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We study stochastic second-order methods for solving general non-convex optimization problems. We propose using a special version of momentum to stabilize the stochastic gradient and Hessian estimates in Newton's method. We show that…

Optimization and Control · Mathematics 2025-06-27 El Mahdi Chayti , Nikita Doikov , Martin Jaggi

Non-convex methods for linear inverse problems with low-dimensional models have emerged as an alternative to convex techniques. We propose a theoretical framework where both finite dimensional and infinite dimensional linear inverse…

Information Theory · Computer Science 2022-02-22 Yann Traonmilin , Jean-François Aujol , Arthur Leclaire

To control a dynamical system it is essential to obtain an accurate estimate of the current system state based on uncertain sensor measurements and existing system knowledge. An optimization-based moving horizon estimation (MHE) approach…

Systems and Control · Electrical Eng. & Systems 2022-05-03 Simon Muntwiler , Kim P. Wabersich , Melanie N. Zeilinger

We present a general technique to compute how the energy of a configuration varies as a function of its overlap with the ground state in the case of optimization problems. Our approach is based on a generalization of the cavity method to a…

Disordered Systems and Neural Networks · Physics 2007-05-23 A. Pagnani , G. Parisi , M. Ratieville

We consider model order reduction of parameterized Hamiltonian systems describing nondissipative phenomena, like wave-type and transport dominated problems. The development of reduced basis methods for such models is challenged by two main…

Numerical Analysis · Mathematics 2021-05-27 Cecilia Pagliantini

We present a method to approximately solve general instances of combinatorial optimization problems using the physical dynamics of 3d rotors obeying Landau-Lifshitz-Gilbert dynamics. Conventional techniques to solve discrete optimization…

Disordered Systems and Neural Networks · Physics 2025-04-29 Dairong Chen , Andrew D. Kent , Dries Sels , Flaviano Morone

Just as matrix product states represent ground states of one-dimensional quantum spin systems faithfully, continuous matrix product states (cMPS) provide faithful representations of the vacuum of interacting field theories in one spatial…

Quantum Physics · Physics 2022-01-20 Benoît Tuybens , Jacopo De Nardis , Jutho Haegeman , Frank Verstraete

We study a nonsmooth nonconvex optimization problem defined over nonconvex constraints, where the feasible set is given by the intersection of the closure of an open set and a smooth manifold. By endowing the open set with a Riemannian…

Optimization and Control · Mathematics 2025-07-28 Kuangyu Ding , Kim-Chuan Toh

The global minimum point of an optimization problem is of interest in engineering fields and it is difficult to be found, especially for a nonconvex large-scale optimization problem. In this article, we consider a new memetic algorithm for…

Neural and Evolutionary Computing · Computer Science 2023-12-14 Xin-long Luo , Hang Xiao , Sen Zhang

We study nonconvex optimization landscapes for learning overcomplete representations, including learning (i) sparsely used overcomplete dictionaries and (ii) convolutional dictionaries, where these unsupervised learning problems find many…

Machine Learning · Computer Science 2019-12-11 Qing Qu , Yuexiang Zhai , Xiao Li , Yuqian Zhang , Zhihui Zhu

In this paper, we introduce a generalized dynamical unbalanced optimal transport framework by incorporating limited control input and mass dissipation, addressing limitations in conventional optimal transport for control applications. We…

Optimization and Control · Mathematics 2025-04-07 Dongjun Wu , Anders Rantzer

We propose a novel method to fit and segment multi-structural data via convex relaxation. Unlike greedy methods --which maximise the number of inliers-- this approach efficiently searches for a soft assignment of points to models by…

Computer Vision and Pattern Recognition · Computer Science 2017-06-07 Paul Amayo , Pedro Pinies , Lina M. Paz , Paul Newman

This paper is concerned with a finite-horizon inverse control problem, which has the goal of reconstructing, from observations, the possibly non-convex and non-stationary cost driving the actions of an agent. In this context, we present a…

Optimization and Control · Mathematics 2024-06-27 Emiland Garrabe , Hozefa Jesawada , Carmen Del Vecchio , Giovanni Russo

We introduce a novel approach addressing global analysis of a difficult class of nonconvex-nonsmooth optimization problems within the important framework of Lagrangian-based methods. This genuine nonlinear class captures many problems in…

Optimization and Control · Mathematics 2018-01-10 Jérôme Bolte , Shoham Sabach , Marc Teboulle

We propose a zero-order optimization method for sequential min-max problems based on two populations of interacting particles. The systems are coupled so that one population aims to solve the inner maximization problem, while the other aims…

Optimization and Control · Mathematics 2024-07-25 Giacomo Borghi , Hui Huang , Jinniao Qiu

Extremal Optimization, a recently introduced meta-heuristic for hard optimization problems, is analyzed on a simple model of jamming. The model is motivated first by the problem of finding lowest energy configurations for a disordered spin…

Statistical Mechanics · Physics 2018-07-06 S. Boettcher , M. Grigni

Motivated by variational models in continuum mechanics, we introduce a novel algorithm to perform nonsmooth and nonconvex minimizations with linear constraints in Euclidean spaces. We show how this algorithm is actually a natural…

Analysis of PDEs · Mathematics 2015-03-20 Marco Artina , Massimo Fornasier , Francesco Solombrino

This paper proposes a novel technique called "successive stochastic smoothing" that optimizes nonsmooth and discontinuous functions while considering various constraints. Our methodology enables local and global optimization, making it a…

Optimization and Control · Mathematics 2023-08-17 Vladimir Norkin , Alois Pichler , Anton Kozyriev

This article presents a new method for computing guaranteed convex and concave relaxations of nonlinear stochastic optimal control problems with final-time expected-value cost functions. This method is motivated by similar methods for…

Optimization and Control · Mathematics 2017-11-27 Yuanxun Shao , Dillard Robertson , Joseph Kirk Scott

We study nonconvex optimization for phase retrieval and the more general problem of semidefinite low-rank matrix sensing; in particular, we focus on the global nonconvex landscape of overparametrized versions of the nonsmooth amplitude…

Optimization and Control · Mathematics 2025-11-25 Andrew D. McRae