Continuous-time analysis of accelerated gradient methods via conservation laws in dilated coordinate systems

JJ Suh, G Roh, EK Ryu - International Conference on …, 2022 - proceedings.mlr.press
We analyze continuous-time models of accelerated gradient methods through deriving
conservation laws in dilated coordinate systems. Namely, instead of analyzing the dynamics …

On constraints in first-order optimization: A view from non-smooth dynamical systems

M Muehlebach, MI Jordan - Journal of Machine Learning Research, 2022 - jmlr.org
We introduce a class of first-order methods for smooth constrained optimization that are
based on an analogy to non-smooth dynamical systems. Two distinctive features of our …

Towards a systems theory of algorithms

F Dörfler, Z He, G Belgioioso… - IEEE Control …, 2024 - ieeexplore.ieee.org
Traditionally, numerical algorithms are seen as isolated pieces of code confined to an in
silico existence. However, this perspective is inappropriate for many modern computational …

Distributed Event-Based Learning via ADMM

GD Er, S Trimpe, M Muehlebach - arXiv preprint arXiv:2405.10618, 2024 - arxiv.org
We consider a distributed learning problem, where agents minimize a global objective
function by exchanging information over a network. Our approach has two distinct …

Accelerated first-order optimization under nonlinear constraints

M Muehlebach, MI Jordan - arXiv preprint arXiv:2302.00316, 2023 - arxiv.org
We exploit analogies between first-order algorithms for constrained optimization and non-
smooth dynamical systems to design a new class of accelerated first-order algorithms for …

First-order constrained optimization: Non-smooth dynamical system viewpoint

S Schechtman, D Tiapkin, E Moulines, MI Jordan… - IFAC-PapersOnLine, 2022 - Elsevier
In a recent paper, Muehlebach and Jordan (2021a) proposed a novel algorithm for
constrained optimization that uses original ideals from nonsmooth dynamical systems. In this …

Tight Lower Bounds on the Convergence Rate of Primal-Dual Dynamics for Equality Constrained Convex Problems

IK Ozaslan, MR Jovanović - 2023 62nd IEEE Conference on …, 2023 - ieeexplore.ieee.org
We study the exponential stability of continuous-time primal-dual gradient flow dynamics for
convex optimization problems with linear equality constraints. Without making any …

Performance of noisy higher-order accelerated gradient flow dynamics for strongly convex quadratic optimization problems

S Samuelson, H Mohammadi… - 2023 American Control …, 2023 - ieeexplore.ieee.org
We study performance of momentum-based accelerated first-order optimization algorithms
in the presence of additive white stochastic disturbances. For strongly convex quadratic …

[PDF][PDF] Optimization with adaptive step size selection from a dynamical systems perspective

NS Wadia, MI Jordan, M Muehlebach - … of the 35th Conference on Neural …, 2021 - opt-ml.org
We investigate how adaptive step size methods from numerical analysis can be used to
speed up optimization routines. In contrast to line search strategies, the proposed methods …

[PDF][PDF] Dynamics of Adaptive Momentum Optimizers on Challenging Deep Learning Landscapes

A Orvieto - 2023 - research-collection.ethz.ch
Deep learning technologies are skyrocketing in popularity across a wide range of domains,
with groundbreaking accomplishments in fields such as natural language processing …