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First-order methods for solving convex optimization problems have been at the forefront of mathematical optimization in the last 20 years. The rapid development of this important class of algorithms is motivated by the success stories…

Optimization and Control · Mathematics 2021-01-07 Pavel Dvurechensky , Mathias Staudigl , Shimrit Shtern

We propose a new first-order primal-dual optimization framework for a convex optimization template with broad applications. Our optimization algorithms feature optimal convergence guarantees under a variety of common structure assumptions…

Optimization and Control · Mathematics 2018-02-23 Quoc Tran-Dinh , Olivier Fercoq , Volkan Cevher

Hidden Markov Models (HMMs) can be accurately approximated using co-occurrence frequencies of pairs and triples of observations by using a fast spectral method in contrast to the usual slow methods like EM or Gibbs sampling. We provide a…

Machine Learning · Statistics 2012-03-29 Dean P. Foster , Jordan Rodu , Lyle H. Ungar

A high-order accurate implicit-mesh discontinuous Galerkin framework for wave propagation in single-phase and bi-phase solids is presented. The framework belongs to the embedded-boundary techniques and its novelty regards the spatial…

Numerical Analysis · Mathematics 2022-05-11 Vincenzo Gulizzi , Robert Saye

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

Iterative linear solvers have gained recent popularity due to their computational efficiency and low memory footprint for large-scale linear systems. The relaxation method, or Motzkin's method, can be viewed as an iterative method that…

Numerical Analysis · Mathematics 2018-10-30 Jamie Haddock , Deanna Needell

We further research on the accelerated optimization phenomenon on Riemannian manifolds by introducing accelerated global first-order methods for the optimization of $L$-smooth and geodesically convex (g-convex) or $\mu$-strongly g-convex…

Optimization and Control · Mathematics 2023-01-16 David Martínez-Rubio

Reduced-order simulation is an emerging method for accelerating physical simulations with high DOFs, and recently developed neural-network-based methods with nonlinear subspaces have been proven effective in diverse applications as more…

Machine Learning · Computer Science 2024-09-09 Aoran Lyu , Shixian Zhao , Chuhua Xian , Zhihao Cen , Hongmin Cai , Guoxin Fang

We apply state-of-the-art tools in modern high-dimensional numerical linear algebra to approximate efficiently the spectrum of the Hessian of modern deepnets, with tens of millions of parameters, trained on real data. Our results…

Machine Learning · Computer Science 2019-06-04 Vardan Papyan

This chapter provides a tutorial overview of first principles methods to describe the properties of matter at the ground state or equilibrium. It begins with a brief introduction to quantum and statistical mechanics for predicting the…

Computational Engineering, Finance, and Science · Computer Science 2020-10-14 Jianzhong Wu , Mengyang Gu

Motivated by robust matrix recovery problems such as Robust Principal Component Analysis, we consider a general optimization problem of minimizing a smooth and strongly convex loss function applied to the sum of two blocks of variables,…

Machine Learning · Computer Science 2019-11-19 Dan Garber , Shoham Sabach , Atara Kaplan

In this article, we discuss the stability of soft quasicrystalline phases in a coupled-mode Swift-Hohenberg model for three-component systems, where the characteristic length scales are governed by the positive-definite gradient terms.…

Soft Condensed Matter · Physics 2016-04-20 Kai Jiang , Jiajun Tong , Pingwen Zhang

Given an optimization problem, the Hessian matrix and its eigenspectrum can be used in many ways, ranging from designing more efficient second-order algorithms to performing model analysis and regression diagnostics. When nonlinear models…

Machine Learning · Statistics 2021-03-18 Zhenyu Liao , Michael W. Mahoney

We study the optimization of non-convex functions that are not necessarily smooth (gradient and/or Hessian are Lipschitz) using first order methods. Smoothness is a restrictive assumption in machine learning in both theory and practice,…

Optimization and Control · Mathematics 2025-06-27 Daniel Yiming Cao , August Y. Chen , Karthik Sridharan , Benjamin Tang

We study the robustness of accelerated first-order algorithms to stochastic uncertainties in gradient evaluation. Specifically, for unconstrained, smooth, strongly convex optimization problems, we examine the mean-squared error in the…

Optimization and Control · Mathematics 2020-02-21 Hesameddin Mohammadi , Meisam Razaviyayn , Mihailo R. Jovanović

A few recent works explored incorporating geometric priors to regularize the optimization of Gaussian splatting, further improving its performance. However, those early studies mainly focused on the use of low-order geometric priors (e.g.,…

Computer Vision and Pattern Recognition · Computer Science 2025-09-30 Yangming Li , Chaoyu Liu , Lihao Liu , Simon Masnou , Carola-Bibiane Schönlieb

Molecular vibrations in solutions, especially OH stretching and bending in water, drive ultrafast energy relaxation and dephasing in chemical and biological systems. We present a machine learning approach for constructing system-bath models…

Chemical Physics · Physics 2026-03-18 Kwanghee Park , Ju-Yeon Jo , Yoshitaka Tanimura

We are interested in a reduced order method for the efficient simulation of blood flow in arteries. The blood dynamics is modeled by means of the incompressible Navier-Stokes equations. Our algorithm is based on an approximated…

Numerical Analysis · Mathematics 2021-04-07 Luca Pegolotti , Martin Pfaller , Alison Marsden , Simone Deparis

In this work, we revisit Transformer optimization through the lens of second-order geometry and establish a direct connection between architectural design, activation scale, the Hessian matrix, and the maximum tolerable learning rate. We…

Machine Learning · Computer Science 2026-02-03 Marco Chen , Xianbiao Qi , Yelin He , Jiaquan Ye , Rong Xiao

Dense stellar systems such as globular clusters, galactic nuclei and nuclear star clusters are ideal loci to study stellar dynamics due to the very high densities reached, usually a million times higher than in the solar neighborhood; they…

Astrophysics of Galaxies · Physics 2015-05-19 Justus Schneider , Pau Amaro-Seoane , Rainer Spurzem