SearcharxivSearch

arXiv subjects

Diego Scuppa

Publications and source records attributed to Diego Scuppa.

4 recordsLinked to original sources

Fully Convergent Projection-based Methods with Momentum under Nonconvex Geometric

Nonlinear optimization problems with complicated, nonconvex, yet geometrically structured constraints can be tackled by projected-gradient methods: under weak regularity assumptions, these approaches were recently proved to possess convergence properties to the strongest stationarity conditions. In this work, we show how momentum terms, commonly used in nonlinear optimization to speed up the convergence process, can be integrated within this algorithmic framework without harming convergence guarantees. Preliminarily, we highlight an intrinsic issue induced by the direct replacement of the negative gradient with a general descent direction within the projected approach. Then, we present suitable backtracking mechanisms for the pre-projection step, allowing us to integrate momentum terms in the direction. By this technique, we can specifically ensure, without any smoothness assumptions, convergence to Mordukhovich stationarity as long as the base directions asymptotically revert to the negative gradient for small stepsizes; moreover, if the base search direction reverts exactly to the negative gradient for the smallest steps, the algorithm is proved to converge to Bouligand and Proximally stationary points, with and without (local) smoothness assumptions respectively. Finally, the proposed procedure is numerically tested on some classes of problems, namely, sparsity and bounded-rank constrained problems; the results indicate that the proposed method is computationally effective, taking advantage of the additional information provided by the momentum term.

math.OC

Nonconvex optimization methods for ground states in disordered continuous-spin models

This work explores the global optimization problem of finding lowest-energy configurations in disordered continuous-spin models from statistical physics, with a particular focus on the random field XY model. Due to an extremely non-convex nature of the associated energy landscape, this problem remains highly challenging. From an optimization perspective, we reformulate the traditional angular Hamiltonian as a constrained problem on the Cartesian product of spheres, allowing the application of Riemannian optimization techniques, which show better computational performance. We design a family of Basin Hopping algorithms whose perturbation mechanisms are specifically designed to exploit the structure of the underlying physical model, and further extend them within a Population Basin Hopping framework. The proposed methods are evaluated against optimization algorithms widely used in computational physics. The proposed variants turn out to be the most effective method in the comparison, consistently attaining lower-energy configurations within the same computational budget. This work establishes a robust link between continuous-spin systems and continuous global optimization, providing a high-performance benchmark for exploring complex energy landscapes.

math.OC

Riemannian Gradient Method with Momentum

In this paper, we consider the problem of minimizing a smooth function on a Riemannian manifold and present a Riemannian gradient method with momentum. The proposed algorithm represents a substantial and nontrivial extension of a recently introduced method for unconstrained optimization. We prove that the algorithm, supported by a safeguarding rule, produces an $\epsilon$-stationary point with a worst-case complexity bound of $\mathcal{O}(\epsilon^{-2})$. Extensive computational experiments on benchmark problems are carried out, comparing the proposed method with state-of-the-art solvers available in the Manopt package. The results demonstrate competitive and often superior performance. Overall, the numerical evidence confirms the effectiveness and robustness of the proposed approach, which provides a meaningful extension of the recently introduced momentum-based method to Riemannian optimization.

math.OC

Projected Gradient Methods with Momentum

We focus on the optimization problem with smooth, possibly nonconvex objectives and a convex constraint set for which the Euclidean projection operation is practically available. Focusing on this setting, we carry out a general convergence and complexity analysis for algorithmic frameworks. Consequently, we discuss theoretically sound strategies to integrate momentum information within classical projected gradient type algorithms. One of these approaches is then developed in detail, up to the definition of a tailored algorithm with both theoretical guarantees and reasonable per-iteration cost. The proposed method is finally shown to outperform the standard (spectral) projected gradient method in two different experimental benchmarks, indicating that the addition of momentum terms is as beneficial in the constrained setting as it is in the unconstrained scenario.

math.OC