相关论文: Dual Spectral Projected Gradient Method for Genera…

Due to the effectiveness of second-order algorithms in solving classical optimization problems, designing second-order optimizers to train deep neural networks (DNNs) has attracted much research interest in recent years. However, because of…

Asynchronous parallel optimization algorithms for solving large-scale machine learning problems have drawn significant attention from academia to industry recently. This paper proposes a novel algorithm, decoupled asynchronous proximal…

We propose a general dual ascent framework for Lagrangean decomposition of combinatorial problems. Although methods of this type have shown their efficiency for a number of problems, so far there was no general algorithm applicable to…

Differentially Private Stochastic Gradient Descent (DP-SGD) has become a widely used technique for safeguarding sensitive information in deep learning applications. Unfortunately, DPSGD's per-sample gradient clipping and uniform noise…

The Stackelberg prediction game (SPG) has been extensively used to model the interactions between the learner and data provider in the training process of various machine learning algorithms. Particularly, SPGs played prominent roles in…

Following early work on Hessian-free methods for deep learning, we study a stochastic generalized Gauss-Newton method (SGN) for training DNNs. SGN is a second-order optimization method, with efficient iterations, that we demonstrate to…

Distributed Deep Learning (DDL) is essential for large-scale Deep Learning (DL) training. Synchronous Stochastic Gradient Descent (SSGD) 1 is the de facto DDL optimization method. Using a sufficiently large batch size is critical to…

Representations in the form of Symmetric Positive Definite (SPD) matrices have been popularized in a variety of visual learning applications due to their demonstrated ability to capture rich second-order statistics of visual data. There…

In this paper, we study a class of fractional semi-infinite polynomial programming problems involving s.o.s-convex polynomial functions. For such a problem, by a conic reformulation proposed in our previous work and the quadratic modules…

A constrained optimization problem is primal infeasible if its constraints cannot be satisfied, and dual infeasible if the constraints of its dual problem cannot be satisfied. We propose a novel iterative method, named proportional-integral…

This paper reviews the adaptive sparse grid discontinuous Galerkin (aSG-DG) method for computing high dimensional partial differential equations (PDEs) and its software implementation. The C\texttt{++} software package called AdaM-DG,…

Distributed training is an effective way to accelerate the training process of large-scale deep learning models. However, the parameter exchange and synchronization of distributed stochastic gradient descent introduce a large amount of…

Applying Differentially Private Stochastic Gradient Descent (DPSGD) to training modern, large-scale neural networks such as transformer-based models is a challenging task, as the magnitude of noise added to the gradients at each iteration…

Deep neural networks (DNN) are typically optimized using stochastic gradient descent (SGD). However, the estimation of the gradient using stochastic samples tends to be noisy and unreliable, resulting in large gradient variance and bad…

Discontinuous Galerkin (DG) methods for the numerical solution of partial differential equations have enjoyed considerable success because they are both flexible and robust: They allow arbitrary unstructured geometries and easy control of…

Stochastic Gradient Descent (SGD) has proven to be remarkably effective in optimizing deep neural networks that employ ever-larger numbers of parameters. Yet, improving the efficiency of large-scale optimization remains a vital and highly…

In this contribution, we present a full overview of the continuous stochastic gradient (CSG) method, including convergence results, step size rules and algorithmic insights. We consider optimization problems in which the objective function…

We study robust convex quadratic programs where the uncertain problem parameters can contain both continuous and integer components. Under the natural boundedness assumption on the uncertainty set, we show that the generic problems are…

We study two-stage stochastic optimization models with mixed-integer decision variables appearing in both stages. For these models, dual decomposition enables parallel computing implementation and can quickly provide a lower bound for the…

This paper studies the distributed model predictive control (DMPC) problem for distributed discrete-time linear systems with both local and global constraints over directed communication networks. We establish an optimization problem to…