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Bilevel optimization has been developed for many machine learning tasks with large-scale and high-dimensional data. This paper considers a constrained bilevel optimization problem, where the lower-level optimization problem is convex with…

机器学习 · 计算机科学 2023-08-22 Siyuan Xu , Minghui Zhu

Very recently, the papers "Point Convergence of Nesterov's Accelerated Gradient Method: An AI-Assisted Proof" by Jang and Ryu, and "The Iterates of Nesterov's Accelerated Algorithm Converge in the Critical Regimes" by Bot, Fadili, and…

最优化与控制 · 数学 2025-11-27 Saverio Salzo

We analyze the asymptotic dynamics of quantum systems resulting from large numbers of iterations of random unitary operations. Although, in general, these quantum operations cannot be diagonalized it is shown that their resulting asymptotic…

量子物理 · 物理学 2018-02-14 J. Novotny , G. Alber , I. Jex

We propose and analyze asymptotic proximal point (APP) methods to find the global minimizer for a class of nonconvex, nonsmooth, or even discontinuous multiple minima functions. The method is based on an asymptotic representation of…

最优化与控制 · 数学 2020-12-23 Xiaopeng Luo , Xin Xu , Herschel A. Rabitz

In the framework of inverse linear problems on infinite-dimensional Hilbert space, we prove the convergence of the conjugate gradient iterates to an exact solution to the inverse problem in the most general case where the self-adjoint,…

数值分析 · 数学 2021-11-18 Noe Caruso , Alessandro Michelangeli

This is a survey article on an old topic in classical analysis. We present some new developments in asymptotics in the last fifty years. We start with the classical method of Darboux and its generalizations, including an uniformity…

经典分析与常微分方程 · 数学 2023-01-18 R. Wong , Yu-Qiu Zhao

In this work, we analyze the global convergence property of coordinate gradient descent with random choice of coordinates and stepsizes for non-convex optimization problems. Under generic assumptions, we prove that the algorithm iterate…

最优化与控制 · 数学 2022-12-01 Ziang Chen , Yingzhou Li , Jianfeng Lu

We consider centralized and distributed mirror descent algorithms over a finite-dimensional Hilbert space, and prove that the problem variables converge to an optimizer of a possibly nonsmooth function when the step sizes are square…

最优化与控制 · 数学 2018-05-07 Thinh T. Doan , Subhonmesh Bose , D. Hoa Nguyen , Carolyn L. Beck

The proximal point algorithm, which is a well-known tool for finding minima of convex functions, is generalized from the classical Hilbert space framework into a nonlinear setting, namely, geodesic metric spaces of nonpositive curvature. We…

最优化与控制 · 数学 2012-07-02 Miroslav Bacak

We study a one-parameter family of probability measures on lozenge tilings of large regular hexagons that interpolates between the uniform measure on all possible tilings and a particular fully frozen tiling. The description of the…

数学物理 · 物理学 2022-07-06 Christophe Charlier , Maurice Duits , Arno B. J. Kuijlaars , Jonatan Lenells

We investigate rates of decay for $C_0$-semigroups on Hilbert spaces under assumptions on the resolvent growth of the semigroup generator. Our main results show that one obtains the best possible estimate on the rate of decay, that is to…

泛函分析 · 数学 2019-02-14 Jan Rozendaal , David Seifert , Reinhard Stahn

The concept of an attractor or constrictor was used by several mathematicians to characterize the asymptotic behavior of operators. In this paper we show that a positive LR-net on KB-spaces is mean ergodic if the LR-net has a weakly compact…

泛函分析 · 数学 2016-01-12 Nazife Erkursun Ozcan

In general there exists no relationship between the fixed point sets of the composition and of the average of a family of nonexpansive operators in Hilbert spaces. In this paper, we establish an asymptotic principle connecting the cycles…

泛函分析 · 数学 2013-04-29 J. -B. Baillon , P. L. Combettes , R. Cominetti

We revisit the asymptotic bias analysis of the distributed Pareto optimization algorithm developed based on the diffusion strategies. We propose an alternative way to analyze the asymptotic bias of this algorithm at small step-sizes and…

分布式、并行与集群计算 · 计算机科学 2016-06-07 Reza Arablouei , Kutluyıl Doğançay , Stefan Werner , Yih-Fang Huang

This paper considers continuously differentiable functions of two vector variables that have (possibly a continuum of) min-max saddle points. We study the asymptotic convergence properties of the associated saddle-point dynamics…

最优化与控制 · 数学 2016-11-03 Ashish Cherukuri , Bahman Gharesifard , Jorge Cortes

In this paper we introduce a new gradient method which attains quadratic convergence in a certain sense. Applicable to infinite-dimensional unconstrained minimization problems posed in a Hilbert space $H$, the approach consists in finding…

数值分析 · 数学 2018-03-08 Arian Novruzi , Bartosz Protas

We investigate the asymptotic behavior of one version of the so-called two-armed bandit algorithm. It is an example of stochastic approximation procedure whose associated ODE has both a repulsive and an attractive equilibrium, at which the…

概率论 · 数学 2016-09-07 Damien Lamberton , Gilles Pages , Pierre Tarres

We analyze convergence of gradient-descent methods on Riemannian manifolds. In particular, we study randomization of Riemannian gradient algorithms for minimizing smooth cost functions (of Morse-Bott type). We prove that randomized gradient…

最优化与控制 · 数学 2025-07-08 Emanuel Malvetti , Christian Arenz , Gunther Dirr , Thomas Schulte-Herbrüggen

Stochastic optimisation in Riemannian manifolds, especially the Riemannian stochastic gradient method, has attracted much recent attention. The present work applies stochastic optimisation to the task of recursive estimation of a…

统计理论 · 数学 2020-01-08 Jialun Zhou , Salem Said

We consider the problem of convergence to a saddle point of a concave-convex function via gradient dynamics. Since first introduced by Arrow, Hurwicz and Uzawa in [1] such dynamics have been extensively used in diverse areas, there are,…

最优化与控制 · 数学 2019-08-06 Thomas Holding , Ioannis Lestas