相关论文: Multiscale Gentlest Ascent Dynamics for Saddle Poi…
The gentlest ascent dynamics (GAD) (Nonlinearity, vol. 24, no. 6, p1831, 2011) is a continuous time dynamics coupling both the position and the direction variables to efficiently locate the saddle point with a given index. These saddle…
Finding saddle points of dynamical systems is an important problem in practical applications such as the study of rare events of molecular systems. Gentlest ascent dynamics (GAD) is one of a number of algorithms in existence that attempt to…
This work presents a numerical analysis of computing transition states of semilinear elliptic partial differential equations (PDEs) via the index-1 saddle dynamics, or equivalently, the gentlest ascent dynamics. To establish clear…
Dynamical systems that describe the escape from the basins of attraction of stable invariant sets are presented and analyzed. It is shown that the stable fixed points of such dynamical systems are the index-1 saddle points. Generalizations…
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…
Saddle points provide a hierarchical view of the energy landscape, revealing transition pathways and interconnected basins of attraction, and offering insight into the global structure, metastability, and possible collective mechanisms of…
We present a numerical method for learning the dynamics of slow components of unknown multiscale stochastic dynamical systems. While the governing equations of the systems are unknown, bursts of observation data of the slow variables are…
The dynamics of complex systems often involve thermally activated barrier crossing events that allow these systems to move from one basin of attraction on the high dimensional energy surface to another. Such events are ubiquitous, but…
The saddle point (SP) calculation is a grand challenge for computationally intensive energy function in computational chemistry area, where the saddle point may represent the transition state (TS). The traditional methods need to evaluate…
Saddle dynamics is a time continuous dynamics to efficiently compute the any-index saddle points and construct the solution landscape. In practice, the saddle dynamics needs to be discretized for numerical computations, while the…
We consider convex-concave saddle point problems with a separable structure and non-strongly convex functions. We propose an efficient stochastic block coordinate descent method using adaptive primal-dual updates, which enables flexible…
We study the discrete constrained saddle dynamics and their momentum variants for locating saddle points on manifolds. Under the assumption of exact unstable eigenvectors, we establish a local linear convergence of the discrete constrained…
Multiscale stochastic dynamical systems have been widely adopted to a variety of scientific and engineering problems due to their capability of depicting complex phenomena in many real world applications. This work is devoted to…
The high-index saddle dynamics (HiSD) method [J. Yin, L. Zhang, and P. Zhang, {\it SIAM J. Sci. Comput., }41 (2019), pp.A3576-A3595] serves as an efficient tool for computing index-$k$ saddle points and constructing solution landscapes.…
We develop stochastic first-order primal-dual algorithms to solve a class of convex-concave saddle-point problems. When the saddle function is strongly convex in the primal variable, we develop the first stochastic restart scheme for this…
We consider saddle point problems which objective functions are the average of $n$ strongly convex-concave individual components. Recently, researchers exploit variance reduction methods to solve such problems and achieve linear-convergence…
This paper focuses on stochastic saddle point problems with decision-dependent distributions. These are problems whose objective is the expected value of a stochastic payoff function and whose data distribution drifts in response to…
Stochastically controlled stochastic gradient (SCSG) methods have been proved to converge efficiently to first-order stationary points which, however, can be saddle points in nonconvex optimization. It has been observed that a stochastic…
Stochastic gradient descent (SGD) with stochastic momentum is popular in nonconvex stochastic optimization and particularly for the training of deep neural networks. In standard SGD, parameters are updated by improving along the path of the…
In part I we considered the problem of convergence to a saddle point of a concave-convex function via gradient dynamics and an exact characterization was given to their asymptotic behaviour. In part II we consider a general class of…