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A variational perspective on high-resolution ODEs
Umeå universitet, Teknisk-naturvetenskapliga fakulteten, Institutionen för matematik och matematisk statistik.ORCID-id: 0000-0001-8251-2605
University of Edinburgh, United Kingdom.
Umeå universitet, Teknisk-naturvetenskapliga fakulteten, Institutionen för matematik och matematisk statistik.ORCID-id: 0000-0001-7320-1506
2023 (Engelska)Ingår i: Advances in Neural Information Processing Systems 36 (NeurIPS 2023), Neural information processing systems foundation , 2023Konferensbidrag, Publicerat paper (Refereegranskat)
Abstract [en]

We consider unconstrained minimization of smooth convex functions. We propose a novel variational perspective using forced Euler-Lagrange equation that allows for studying high-resolution ODEs. Through this, we obtain a faster convergence rate for gradient norm minimization using Nesterov's accelerated gradient method. Additionally, we show that Nesterov's method can be interpreted as a rate-matching discretization of an appropriately chosen high-resolution ODE. Finally, using the results from the new variational perspective, we propose a stochastic method for noisy gradients. Several numerical experiments compare and illustrate our stochastic algorithm with state of the art methods.

Ort, förlag, år, upplaga, sidor
Neural information processing systems foundation , 2023.
Serie
Advances in neural information processing systems, ISSN 1049-5258
Nationell ämneskategori
Beräkningsmatematik
Identifikatorer
URN: urn:nbn:se:umu:diva-223951Scopus ID: 2-s2.0-85191188553OAI: oai:DiVA.org:umu-223951DiVA, id: diva2:1855760
Konferens
37th Conference on Neural Information Processing Systems, NeurIPS 2023, New Orleans, USA, December 10-16, 2023
Tillgänglig från: 2024-05-03 Skapad: 2024-05-03 Senast uppdaterad: 2026-01-22Bibliografiskt granskad
Ingår i avhandling
1. From accelerated first-order methods to structured nonconvex optimization: analysis and perspectives
Öppna denna publikation i ny flik eller fönster >>From accelerated first-order methods to structured nonconvex optimization: analysis and perspectives
2026 (Engelska)Doktorsavhandling, sammanläggning (Övrigt vetenskapligt)
Alternativ titel[sv]
Från accelererade första ordningens metoder till strukturerad icke-konvex optimering : analys och perspektiv
Abstract [en]

Modern technologies like machine learning and data-driven decision systems, depend on solving large and often highly complex optimization problems. These problems rarely come with simple shapes or smooth surfaces; instead, they can twist and bend in ways that make finding good solutions surprisingly difficult. This thesis explores two ideas that help us navigate such complexity more effectively. 

The first idea focuses on acceleration and investigates how optimization algorithms can reach good solutions faster while using only basic information such as function values and gradients. By studying these algorithms through a continuous-time analysis, we show that many of the fastest methods behave like carefully designed dynamical systems. This perspective not only clarifies why acceleration happens, but also allows us to design fast algorithms and understand how they behave in the presence of noisy information. 

The second idea focuses on a mathematical structural assumption called difference-of- convex (DC) programming, which captures a remarkably wide range of nonconvex problems. By leveraging this structure, we develop practical algorithms that avoid costly operations like projections or high dimensional gradient evaluations, making them efficient for large-scale applications. Through the connection between DC programming and the classical Expectation–Maximization (EM) algorithm, we develop more scalable EM variants and provide the first general performance guarantees for them. 

Ort, förlag, år, upplaga, sidor
Umeå: Umeå University, 2026. s. 43
Serie
Research report in mathematical statistics, ISSN 1653-0829 ; 80/26
Nyckelord
accelerated methods, convex optimization, nonconvex optimization, DC pro- gramming, EM algorithm, randomized DC algorithm
Nationell ämneskategori
Beräkningsmatematik Sannolikhetsteori och statistik
Identifikatorer
urn:nbn:se:umu:diva-248866 (URN)978-91-8070-910-1 (ISBN)978-91-8070-911-8 (ISBN)
Disputation
2026-02-24, BIO.E.203 - Aula Biologica + Zoom, 08:30 (Engelska)
Opponent
Handledare
Forskningsfinansiär
Wallenberg AI, Autonomous Systems and Software Program (WASP)
Anmärkning

Link to participate via Zoom: https://umu.zoom.us/j/63834231447

Tillgänglig från: 2026-02-03 Skapad: 2026-01-22 Senast uppdaterad: 2026-01-22Bibliografiskt granskad

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Maskan, HoomaanYurtsever, Alp

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