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A scaled conjugate gradient method that accelerates existing adaptive methods utilizing stochastic gradients is proposed for solving nonconvex optimization problems with deep neural networks. It is shown theoretically that, whether with…

机器学习 · 计算机科学 2024-12-17 Naoki Sato , Koshiro Izumi , Hideaki Iiduka

Efficient estimation of high-dimensional matrices-including covariance and precision matrices-is a cornerstone of modern multivariate statistics. Most existing studies have focused primarily on the theoretical properties of the estimators…

机器学习 · 计算机科学 2026-03-31 Wan Tian , Hui Yang , Zhouhui Lian , Lingyue Zhang , Yijie Peng

We study stationary free boundary configurations of an ideal incompressible magnetohydrodynamic fluid possessing nested flux surfaces. In 2D simply connected domains, we prove that if the magnetic field and velocity field are never…

偏微分方程分析 · 数学 2022-06-22 Peter Constantin , Theodore D. Drivas , Daniel Ginsberg

Optimization and control of complex unsteady flows remains an important challenge due to the large cost of performing a function evaluation, i.e. a full computational fluid dynamics (CFD) simulation. Reducing the number of required function…

流体动力学 · 物理学 2023-01-31 A. Quirós Rodríguez , M. Fosas de Pando , T. Sayadi

This work studies constrained stochastic optimization problems where the objective and constraint functions are convex and expressed as compositions of stochastic functions. The problem arises in the context of fair classification, fair…

机器学习 · 计算机科学 2022-09-13 Srujan Teja Thomdapu , Harshvardhan , Ketan Rajawat

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,…

最优化与控制 · 数学 2022-09-13 Aleksandr Beznosikov , Abdurakhmon Sadiev , Alexander Gasnikov

We develop a new spatial semidiscrete multiscale method based upon the edge multiscale methods to solve semilinear parabolic problems with heterogeneous coefficients and smooth initial data. This method allows for a cheap spatial…

数值分析 · 数学 2025-12-16 Leonardo A. Poveda , Shubin Fu , Guanglian Li , Eric Chung

It is well-known that accelerated gradient first order methods possess optimal complexity estimates for the class of convex smooth minimization problems. In many practical situations, it makes sense to work with inexact gradients. However,…

最优化与控制 · 数学 2024-07-02 Ilya Kuruzov , Fedor Stonyakin

The proposed two-dimensional geometrically exact beam element extends our previous work by including the effects of shear distortion, and also of distributed forces and moments acting along the beam. The general flexibility-based…

数值分析 · 数学 2025-08-06 Milan Jirasek , Martin Horak , Emma La Malfa Ribolla , Chiara Bonvissuto

Stochastic gradient descent (SGD) holds as a classical method to build large scale machine learning models over big data. A stochastic gradient is typically calculated from a limited number of samples (known as mini-batch), so it…

机器学习 · 计算机科学 2016-01-14 Yadong Mu , Wei Liu , Wei Fan

In this paper, we explore two fundamental first-order algorithms in convex optimization, namely, gradient descent (GD) and proximal gradient method (ProxGD). Our focus is on making these algorithms entirely adaptive by leveraging local…

最优化与控制 · 数学 2024-02-13 Yura Malitsky , Konstantin Mishchenko

In the paper, we propose a class of faster adaptive Gradient Descent Ascent (GDA) methods for solving the nonconvex-strongly-concave minimax problems by using the unified adaptive matrices, which include almost all existing coordinate-wise…

最优化与控制 · 数学 2023-02-22 Feihu Huang , Xidong Wu , Zhengmian Hu

Motivated by a wide variety of applications, ranging from stochastic optimization to dimension reduction through variable selection, the problem of estimating gradients accurately is of crucial importance in statistics and learning theory.…

机器学习 · 计算机科学 2020-06-29 Guillaume Ausset , Stephan Clémençon , François Portier

This work presents a partitioned solution procedure to compute shape gradients in fluid-structure interaction (FSI) using black-box adjoint solvers. Special attention is paid to project the gradients onto the undeformed configuration. This…

In fusion reactor design, steels under consideration for the blanket are ferromagnetic, so the steel's effect on the plasma physics must be examined. For efficient calculation of these fields, we can exploit the fact that the magnetic…

等离子体物理 · 物理学 2026-01-13 Matt Landreman , Humberto Torreblanca , Antoine Cerfon

We consider the problem of minimizing a non-convex function over a smooth manifold $\mathcal{M}$. We propose a novel algorithm, the Orthogonal Directions Constrained Gradient Method (ODCGM) which only requires computing a projection onto a…

最优化与控制 · 数学 2023-03-17 Sholom Schechtman , Daniil Tiapkin , Michael Muehlebach , Eric Moulines

The sharp increasing in fabrication capabilities of nanomaterials, and complex structures such as meta-surfaces and metalens, has opened to the possibility of employing them for accurately control the electromagnetic field, beyond the…

数值分析 · 数学 2026-03-17 Vincenzo Mottola , Luisa Faella , Carlo Forestiere , Antonello Tamburrino

The capability to model the nonlinear magnetohydrodynamic (MHD) evolution of stellarator plasmas is developed by extending the M3D-$C^1$ code to allow non-axisymmetric domain geometry. We introduce a set of logical coordinates, in which the…

等离子体物理 · 物理学 2021-07-13 Yao Zhou , N. M. Ferraro , S. C. Jardin , H. R. Strauss

Our work focuses on stochastic gradient methods for optimizing a smooth non-convex loss function with a non-smooth non-convex regularizer. Research on this class of problem is quite limited, and until recently no non-asymptotic convergence…

最优化与控制 · 数学 2019-05-15 Michael R. Metel , Akiko Takeda

Numerical methods for solving the ideal magnetohydrodynamic (MHD) equations in more than one space dimension must confront the challenge of controlling errors in the discrete divergence of the magnetic field. One approach that has been…

数值分析 · 数学 2012-10-16 Christiane Helzel , James A. Rossmanith , Bertram Taetz