相关论文: Second Order Threshold Dynamics Schemes for Two Ph…

In this paper, we propose a Dimension-Reduced Second-Order Method (DRSOM) for convex and nonconvex (unconstrained) optimization. Under a trust-region-like framework, our method preserves the convergence of the second-order method while…

We present a simplified version of the threshold dynamics algorithm given in the work of Esedoglu and Otto (2015). The new version still allows specifying N-choose-2 possibly distinct surface tensions and N-choose-2 possibly distinct…

In this paper we deal with a general second order continuous dynamical system associated to a convex minimization problem with a Fr\`echet differentiable objective function. We show that inertial algorithms, such as Nesterov's algorithm,…

The second moment method has always been an effective tool to lower bound the satisfiability threshold of many random constraint satisfaction problems. However, the calculation is usually hard to carry out and as a result, only some loose…

We give an algorithm to compute a one-dimensional shape-constrained function that best fits given data in weighted-$L_{\infty}$ norm. We give a single algorithm that works for a variety of commonly studied shape constraints including…

This paper proposes a new algorithm -- the \underline{S}ingle-timescale Do\underline{u}ble-momentum \underline{St}ochastic \underline{A}pprox\underline{i}matio\underline{n} (SUSTAIN) -- for tackling stochastic unconstrained bilevel…

A new, fast second-order method is proposed that achieves the optimal $\mathcal{O}\left(|\log(\epsilon)|\epsilon^{-3/2}\right)$ complexity to obtain first-order $\epsilon$-stationary points. Crucially, this is deduced without assuming the…

Gradient based optimization algorithms deployed in Machine Learning (ML) applications are often analyzed and compared by their convergence rates or regret bounds. While these rates and bounds convey valuable information they don't always…

We extend the analysis by Esedo\={g}lu and Otto (2015) of thresholding energies for the celebrated multiphase Bence-Merriman-Osher algorithm for computing mean curvature flow of interfacial networks, to the case of differing space-dependent…

A stochastic second-order trust region method is proposed, which can be viewed as a second-order extension of the trust-region-ish (TRish) algorithm proposed by Curtis et al. (INFORMS J. Optim. 1(3) 200-220, 2019). In each iteration, a…

This paper introduces a novel second-order splitting scheme for charged-particle dynamics in strong magnetic fields characterized by the maximal ordering. The proposed scheme is explicit and symmetric, which respectively ensure the…

Second-order dynamical systems are important tools for solving optimization problems, and most of existing works in this field have focused on unconstrained optimization problems. In this paper, we propose an inertial primal-dual dynamical…

We provide a new convergence proof of the celebrated Merriman-Bence-Osher scheme for multiphase mean curvature flow. Our proof applies to the new variant incorporating a general class of surface tensions and mobilities, including typical…

We present a novel adaptive optimization algorithm for large-scale machine learning problems. Equipped with a low-cost estimate of local curvature and Lipschitz smoothness, our method dynamically adapts the search direction and step-size.…

In this paper we provide a detailed convergence analysis for an unconditionally energy stable, second-order accurate convex splitting scheme for the Modified Phase Field Crystal equation, a generalized damped wave equation for which the…

We develop a two-dimensional high-order numerical scheme that exactly preserves and captures the moving steady states of the shallow water equations with topography or Manning friction. The high-order accuracy relies on a suitable…

While first-order optimization methods such as stochastic gradient descent (SGD) are popular in machine learning (ML), they come with well-known deficiencies, including relatively-slow convergence, sensitivity to the settings of…

First-order optimizers are reliable but slow in sharp, anisotropic regions. We study a curvature-adaptive method that periodically sketches a low-rank Hessian subspace via Hessian--vector products and preconditions gradients only in that…

In this paper, we propose a first second-order scheme based on arbitrary non-Euclidean norms, incorporated by Bregman distances. They are introduced directly in the Newton iterate with regularization parameter proportional to the square…

Despite the many advances in the use of weakly-compressible smoothed particle hydrodynamics (SPH) for the simulation of incompressible fluid flow, it is still challenging to obtain second-order convergence even for simple periodic domains.…