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Scaled Proximal Gradient Methods for Multiobjective Optimization: Improved Linear Convergence and Nesterov's Acceleration arxiv.org/abs/2411.07253

Scaled Proximal Gradient Methods for Multiobjective Optimization: Improved Linear Convergence and Nesterov's Acceleration

Over the past two decades, descent methods have received substantial attention within the multiobjective optimization field. Nonetheless, both theoretical analyses and empirical evidence reveal that existing first-order methods for multiobjective optimization converge slowly, even for well-conditioned problems, due to the objective imbalances. To address this limitation, we incorporate curvature information to scale each objective within the direction-finding subproblem, introducing a scaled proximal gradient method for multiobjective optimization (SPGMO). We demonstrate that the proposed method achieves improved linear convergence, exhibiting rapid convergence in well-conditioned scenarios. Furthermore, by applying small scaling to linear objectives, we prove that the SPGMO attains improved linear convergence for problems with multiple linear objectives. Additionally, integrating Nesterov's acceleration technique further enhances the linear convergence of SPGMO. To the best of our knowledge, this advancement in linear convergence is the first theoretical result that directly addresses objective imbalances in multiobjective first-order methods. Finally, we provide numerical experiments to validate the efficiency of the proposed methods and confirm the theoretical findings.

arXiv.org

Multiple scales analysis of a nonlinear timestepping instability in simulations of solitons arxiv.org/abs/2411.07286

Multiple scales analysis of a nonlinear timestepping instability in simulations of solitons

The susceptibility of timestepping algorithms to numerical instabilities is an important consideration when simulating partial differential equations (PDEs). Here we identify and analyze a pernicious numerical instability arising in pseudospectral simulations of nonlinear wave propagation resulting in finite-time blow-up. The blow-up time scale is independent of the spatial resolution and spectral basis but sensitive to the timestepping scheme and the timestep size. The instability appears in multi-step and multi-stage implicit-explicit (IMEX) timestepping schemes of different orders of accuracy and has been found to manifest in simulations of soliton solutions of the Korteweg-de Vries (KdV) equation and traveling wave solutions of a nonlinear generalized Klein-Gordon equation. Focusing on the case of KdV solitons, we show that modal predictions from linear stability theory are unable to explain the instability because the spurious growth from linear dispersion is small and nonlinear sources of error growth converge too slowly in the limit of small timestep size. We then develop a novel multi-scale asymptotic framework that captures the slow, nonlinear accumulation of timestepping errors. The framework allows the solution to vary with respect to multiple time scales related to the timestep size and thus recovers the instability as a function of a slow time scale dictated by the order of accuracy of the timestepping scheme. We show that this approach correctly describes our simulations of solitons by making accurate predictions of the blow-up time scale and transient features of the instability. Our work demonstrates that studies of long-time simulations of nonlinear waves should exercise caution when validating their timestepping schemes.

arXiv.org

Semantic Information G Theory for Range Control with Tradeoff between Purposiveness and Efficiency arxiv.org/abs/2411.05789 .IT .LG

Complex median method and Schatten class membership of commutators arxiv.org/abs/2411.05810

Assessing and Enhancing Graph Neural Networks for Combinatorial Optimization: Novel Approaches and Application in Maximum Independent Set Problems arxiv.org/abs/2411.05834

Optimal Control of Microcephaly Under Vertical Transmission of Zika arxiv.org/abs/2411.05843

Provably Faster Algorithms for Bilevel Optimization via Without-Replacement Sampling arxiv.org/abs/2411.05868

Non-negative Martingale Solutions to the Stochastic Porous Medium Equation with Sticky Behavior arxiv.org/abs/2411.05924

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