- Analysis of an Idealized Stochastic Polyak Method and its Application to Black-Box Model Distillation
2025/04/02 by Gower, Robert M., Garrigos, Guillaume, Loizou, Nicolas +3 · 3 citations
#15B52 #62L20 #65Y20 #68W20 #68W40 #74S60 #90C06 #90C53 #FOS: Computer and information sciences #G.1.6 #Machine Learning (cs.LG)
- Robust Graph-Based Semi-Supervised Learning via p-Conductances
2025/02/13 by Robertson, Sawyer Jack, Holtz, Chester, Wan, Zhengchao +2 · 1 citation
#05C90 #68Q87 #90C35 #90C53 #Discrete Mathematics (cs.DM) #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Optimization and Control (math.OC)
- Inertial Methods with Viscous and Hessian driven Damping for Non-Convex Optimization
2024/07/17 by Maulen-Soto, Rodrigo, Fadili, Jalal, Ochs, Peter · 1 citation
#37N40 #46N10 #49M15 #65B99 #65K05 #65K10 #90B50 #90C26 #90C53 #FOS: Mathematics #Optimization and Control (math.OC)
- An SDE Perspective on Stochastic Inertial Gradient Dynamics with Time-Dependent Viscosity and Geometric Damping
2024/07/05 by Rodrigo Maulen-Soto, Jalal Fadili, Maulen-Soto, Rodrigo +5 · 2 citations
Economics, Econometrics and Finance · Mathematics · #37N40 #46N10 #49M99 #60G12 #60H10 #65B99 #65K05 #65K10 #90B50 #90C25 #90C53 #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Mathematical Biology Tumor Growth #Optimization and Control (math.OC) #Stochastic processes and financial applications
- Accelerating Ill-conditioned Hankel Matrix Recovery via Structured Newton-like Descent
2024/06/11 by Cai, HanQin, Huang, Longxiu, Lu, Xiliang +1 · 2 citations
#15A29 #15A83 #47B35 #90C17 #90C26 #90C53 #FOS: Computer and information sciences #FOS: Electrical engineering #FOS: Mathematics #Information Theory (cs.IT) #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Optimization and Control (math.OC) #Signal Processing (eess.SP) #electronic engineering #information engineering
- On the Convergence of Interior-Point Methods for Bound-Constrained Nonlinear Optimization Problems with Noise
2024/05/18 by Dezfulian, Shima, Wächter, Andreas · 1 citation
#49M37 #65K05 #90C30 #90C51 #90C53 #FOS: Mathematics #Optimization and Control (math.OC)
- Stochastic Inertial Dynamics Via Time Scaling and Averaging
2024/03/25 by Maulen-Soto, Rodrigo, Fadili, Jalal, Attouch, Hedy +1 · 1 citation
#37N40 #46N10 #49J52 #49M99 #60H10 #65B99 #65K05 #65K10 #90B50 #90C25 #90C53 #FOS: Mathematics #Optimization and Control (math.OC)
- Soft quasi-Newton: Guaranteed positive definiteness by relaxing the secant constraint
2024/03/04 by Berglund, Erik, Zhang, Jiaojiao, Johansson, Mikael · 1 citation
#90C53 #FOS: Mathematics #Optimization and Control (math.OC)
- A Fisher-Rao gradient flow for entropy-regularised Markov decision processes in Polish spaces
2023/10/04 by Bekzhan Kerimkulov, Kerimkulov, Bekzhan, James-Michael Leahy +7 · 1 citation
Computer Science · Mathematics · #60B05 #90C26 #90C40 #90C53 #93E20 #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Markov Chains and Monte Carlo Methods #Optimization and Control (math.OC) #Probability (math.PR) #Reinforcement Learning in Robotics #Stochastic Gradient Optimization Techniques
- Function Value Learning: Adaptive Learning Rates Based on the Polyak Stepsize and Function Splitting in ERM
2023/07/26 by Garrigos, Guillaume, Gower, Robert M., Schaipp, Fabian · 2 citations
#15B52 #62L20 #65Y20 #68W20 #68W40 #74S60 #90C06 #90C53 #FOS: Computer and information sciences #FOS: Mathematics #G.1.6 #Machine Learning (cs.LG) #Optimization and Control (math.OC)
- A non-monotone trust-region method with noisy oracles and additional sampling
2023/07/19 by Krejic, Natasa, Jerinkic, Natasa Krklec, Martinez, Angeles +1 · 1 citation
#65K05 #90C06 #90C30 #90C53 #90C90 #FOS: Mathematics #Optimization and Control (math.OC)
- MoMo: Momentum Models for Adaptive Learning Rates
2023/05/12 by Schaipp, Fabian, Ohana, Ruben, Eickenberg, Michael +2 · 6 citations
#15B52 #62L20 #65Y20 #68W20 #68W40 #74S60 #90C06 #90C53 #FOS: Computer and information sciences #FOS: Mathematics #G.1.6 #Machine Learning (cs.LG) #Optimization and Control (math.OC)
- Efficient and Near-Optimal Online Portfolio Selection
2022/09/28 by Jézéquel, Rémi, Ostrovskii, Dmitrii M., Gaillard, Pierre · 1 citation
#46N10 #62L12 #90B99 #90C25 #90C51 #90C53 #91G10 #94A15 #94D99 #Computational Finance (q-fin.CP) #E.4 #FOS: Economics and business #FOS: Mathematics #G.3 #I.2.6 #Optimization and Control (math.OC) #Portfolio Management (q-fin.PM)
- Cutting Some Slack for SGD with Adaptive Polyak Stepsizes
2022/02/24 by Gower, Robert M., Blondel, Mathieu, Gazagnadou, Nidham +1 · 5 citations
#15B52 #62L20 #65Y20 #68W20 #68W40 #74S60 #90C06 #90C53 #FOS: Computer and information sciences #FOS: Mathematics #G.1.6 #Machine Learning (cs.LG) #Optimization and Control (math.OC)
- Stochastic Polyak Stepsize with a Moving Target
2021/06/22 by Gower, Robert M., Defazio, Aaron, Rabbat, Michael · 1 citation
#15B52 #62L20 #65Y20 #68W20 #68W40 #74S60 #90C06 #90C53 #FOS: Computer and information sciences #FOS: Mathematics #G.1.6 #Machine Learning (cs.LG) #Optimization and Control (math.OC)
- An inexact restoration-nonsmooth algorithm with variable accuracy for stochastic nonsmooth convex optimization problems in machine learning and stochastic linear complementarity problems
2021/03/25 by Krejic, Natasa, Jerinkic, Natasa Krklec, Ostojic, Tijana · 1 citation
#49J52 #90C15 #90C53 #90K05 #FOS: Mathematics #Numerical Analysis (math.NA) #Optimization and Control (math.OC)
- Simpler Grassmannian optimization
2020/09/28 by Zehua Lai, Lai, Zehua, Lek‐Heng Lim +3 · 1 citation
Computer Science · Engineering · Mathematics · #14M15 #49Q12 #62H12 #65F25 #90C30 #90C53 #Advanced Optimization Algorithms Research #FOS: Mathematics #Matrix Theory and Algorithms #Optimization and Control (math.OC) #Sparse and Compressive Sensing Techniques
- Semismooth Newton-type method for bilevel optimization: Global convergence and extensive numerical experiments
2019/12/15 by Andreas Fischer, Alain B. Zemkoho, Fischer, Andreas +3 · 1 citation
Computer Science · Mathematics · #90C26 #90C30 #90C46 #90C53 #Advanced Optimization Algorithms Research #FOS: Mathematics #Fractional Differential Equations Solutions #Optimization and Control (math.OC) #Optimization and Variational Analysis
- Exact Spectral-Like Gradient Method for Distributed Optimization
2019/01/17 by Jakovetic, Dusan, Krejic, Natasa, Jerinkic, Natasa Krklec · 1 citation
#65K05 #90C25 #90C53 #FOS: Mathematics #Optimization and Control (math.OC)
- Quasi-Newton approaches to Interior Point Methods for quadratic problems
2018/06/26 by Gondzio, J., Sobral, F. N. C. · 1 citation
#90C30 #90C51 #90C53 #FOS: Mathematics #Numerical Analysis (math.NA) #Optimization and Control (math.OC)
- Quasi-Newton Methods: Superlinear Convergence Without Line Searches for Self-Concordant Functions
2016/12/21 by Wenbo Gao, Gao, Wenbo, Donald Goldfarb +1 · 5 citations
Computer Science · Engineering · Mathematics · #90C30 #90C53 #Advanced Optimization Algorithms Research #FOS: Mathematics #Optimization and Control (math.OC) #Sparse and Compressive Sensing Techniques #Stochastic Gradient Optimization Techniques
- Block BFGS Methods
2016/09/01 by Gao, Wenbo, Goldfarb, Donald · 1 citation
#90C26 #90C53 #FOS: Mathematics #Optimization and Control (math.OC)
- Stochastic Block BFGS: Squeezing More Curvature out of Data
2016/03/31 by Gower, Robert M., Goldfarb, Donald, Richtárik, Peter · 1 citation
#15B52 #62L20 #65Y20 #68W20 #68W40 #74S60 #90C06 #90C53 #FOS: Mathematics #G.1.6 #Optimization and Control (math.OC)
- Probabilistic Interpretation of Linear Solvers
2014/02/10 by Hennig, Philipp · 4 citations
#65F10 #90C53 #F.2.1 #FOS: Computer and information sciences #FOS: Mathematics #G.1.2 #G.1.3 #G.1.6 #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Numerical Analysis (math.NA) #Optimization and Control (math.OC) #Probability (math.PR)
- Quasi-Newton methods on Grassmannians and multilinear approximations of tensors
2009/07/13 by Savas, Berkant, Lim, Lek-Heng · 1 citation
#14M15 #15A69 #53A45 #65F99 #65K10 #90C30 #90C53 #FOS: Mathematics #Numerical Analysis (math.NA) #Optimization and Control (math.OC)