相关论文: How to trap a gradient flow

This work considers the problem of decentralized online learning, where the goal is to track the optimum of the sum of time-varying functions, distributed across several nodes in a network. The local availability of the functions and their…

This paper considers optimization of smooth nonconvex functionals in smooth infinite dimensional spaces. A H\"older gradient descent algorithm is first proposed for finding approximate first-order points of regularized polynomial…

An important class of problems involves training deep neural networks with sparse prediction targets of very high dimension D. These occur naturally in e.g. neural language models or the learning of word-embeddings, often posed as…

In this paper we propose a variant of the random coordinate descent method for solving linearly constrained convex optimization problems with composite objective functions. If the smooth part of the objective function has Lipschitz…

In this paper, we develop new first-order method for composite non-convex minimization problems with simple constraints and inexact oracle. The objective function is given as a sum of "`hard"', possibly non-convex part, and "`simple"'…

The aim of this article is to provide a firm mathematical foundation for the application of deep gradient flow methods (DGFMs) for the solution of (high-dimensional) partial differential equations (PDEs). We decompose the generalization…

For addressing optimisation tasks on finite dimensional quantum systems, we give a comprehensive account of the foundations of gradient flows on Riemannian manifolds including new developments: we extend former results from Lie groups such…

This paper focuses on the problem of \emph{constrained} \emph{stochastic} optimization. A zeroth order Frank-Wolfe algorithm is proposed, which in addition to the projection-free nature of the vanilla Frank-Wolfe algorithm makes it gradient…

This paper extends the gradient-based reconstruction approach of Chamarthi \cite{chamarthi2023gradient} to genuine high-order accuracy for inviscid test cases involving smooth flows. A seventh-order accurate scheme is derived using the same…

This work analyzes the convergence of a class of smoothing-based gradient descent methods when applied to optimization problems. In particular, Gaussian smoothing is employed to define a nonlocal gradient that reduces high-frequency noise,…

We consider nonconvex-concave minimax optimization problems of the form $\min_{\bf x}\max_{\bf y\in{\mathcal Y}} f({\bf x},{\bf y})$, where $f$ is strongly-concave in $\bf y$ but possibly nonconvex in $\bf x$ and ${\mathcal Y}$ is a convex…

Sampling methods, as important inference and learning techniques, are typically designed for unconstrained domains. However, constraints are ubiquitous in machine learning problems, such as those on safety, fairness, robustness, and many…

This paper focuses on an AC optimal power flow (OPF) problem for distribution feeders equipped with controllable distributed energy resources (DERs). We consider a solution method that is based on a continuous approximation of the projected…

While there are software systems that simplify trajectory streams on the fly, few curve simplification algorithms with quality guarantees fit the streaming requirements. We present streaming algorithms for two such problems under the…

We consider gradient flow/gradient descent and heavy ball/accelerated gradient descent optimization for convex objective functions. In the gradient flow case, we prove the following: 1. If $f$ does not have a minimizer, the convergence…

In the paper, we generalize the approach Gasnikov et. al, 2017, which allows to solve (stochastic) convex optimization problems with an inexact gradient-free oracle, to the convex-concave saddle-point problem. The proposed approach works,…

In this work, we present a new approach to analyze the gradient flow for a positive semi-definite matrix denoising problem in an extensive-rank and high-dimensional regime. We use recent linear pencil techniques of random matrix theory to…

We perform a convergence analysis of a discrete-in-time minimization scheme approximating a finite dimensional singularly perturbed gradient flow. We allow for different scalings between the viscosity parameter $\varepsilon$ and the time…

In this paper we study stochastic quasi-Newton methods for nonconvex stochastic optimization, where we assume that noisy information about the gradients of the objective function is available via a stochastic first-order oracle (SFO). We…

Many problems encountered in science and engineering can be formulated as estimating a low-rank object (e.g., matrices and tensors) from incomplete, and possibly corrupted, linear measurements. Through the lens of matrix and tensor…