arXiv Machine Learning

Hybrid Joint-Selective Optimization: Reduced-Space Levenberg-Marquardt Refinement of Low-Dimensional Parameters of Interest

arXiv Machine Learning
Aug 27

Adaptive Hybrid Subspace Levenberg Marquardt Algorithm with Adequacy Monitor for Large Scale Least Squares Problems

The paper introduces an Adaptive Hybrid Subspace Levenberg–Marquardt (HSLM) algorithm that tackles large‑scale nonlinear least‑squares problems by building a low‑dimensional subspace from gradient, memory, Krylov‑subspace, and randomized curvature data. It employs a deterministic adequacy monitor to adaptively enrich the subspace and decouples step acceptance from damping adjustment, using Armijo backtracking for step length and a ratio of actual to predicted reduction for damping updates. The authors prove global convergence to stationarity and local linear and superlinear convergence, and demonstrate that HSLM matches the convergence of classical and Krylov‑subspace LM while significantly reducing per‑iteration cost, especially as the parameter dimension increases.

By M. Duc Hoang, Timothy J. Lewis
arXiv Machine Learning
5d ago

To Solve Bilevel Optimization with Nonconvex Lower Levels, We Need Second-Order Stationarity

arXiv:2609. 30501v1 Announce Type: new Abstract: Although bilevel optimization (BLO) has emerged as a powerful framework for addressing many complex and nested machine learning problems in recent years, most existing studies are confined to the lower-level strongly convex (LLSC) or lower-level generally convex (LLGC) settings (i.

By Zhiyao Zhang, Menglu Yu, Alvaro Velasquez, Nathaniel D. Bastian, Jia Liu
arXiv Machine Learning
Jun 2

A Per-Component Diagnostic Protocol for Neural HJB-PIDE Solvers under Control-Dependent L\'evy Jumps

arXiv:2606. 01122v1 Announce Type: new Abstract: We propose a five-step diagnostic protocol for residual-trained neural HJB-PIDE solvers with control-dependent L\'evy jumps, targeting a general failure mode of neural PDE methods: a learned solution can match headline scalar diagnostics while miscomputing an operator inside its training loss.

By R. Drissi
arXiv Machine Learning
Jun 17

A Convex Quasilinearization Method for Solving Nonlinear PDEs with Physics-Informed Neural Networks

arXiv:2606. 18175v1 Announce Type: cross Abstract: We present a numerical method for the forward solution of nonlinear partial differential equations (PDEs) in which Bellman-Kalaba quasilinearization reduces the nonlinear problem to a sequence of linear subproblems, each discretized by collocation onto a trial space that is linear in its parameters and solved by a single direct linear least-squares QR factorization.

By Gbenga T. Awojinrin, Abdul-Akeem Olawoyin, Rami M. Younis
arXiv Machine Learning
Sep 16

A Dynamic Aggregation Strategy Enhanced Efficient Global Optimization Algorithm for Solving High-Dimensional Turbomachinery Design Problems

The paper introduces DA‑EGO, an efficient global optimization algorithm that dynamically aggregates high‑dimensional design spaces into low‑dimensional subspaces for surrogate‑based search. The algorithm updates subspace variables each iteration using variable‑interaction analyses, perturbation, and ANOVA, and adaptively adjusts search ranges based on previous results. Tests on 21 benchmark functions and real turbomachinery problems demonstrate DA‑EGO’s effectiveness, especially on separable and partially separable problems, while noting case‑dependent performance on non‑separable functions.

By Qineng Wang, Zhendong Guo, Yun Chen, Guangjian Ma, Liming Song, Jun Li