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Recursive Bound-Constrained AdaGrad with Applications to Multilevel and Domain Decomposition Minimization
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本文提出两种处理边界约束、不精确梯度和使用二阶信息的OFFO噪声容忍算法,通过多级方法和域分解方法实现,基于AdaGrad算法的推广,提供统一的收敛/复杂度理论,并在多个领域应用中展示了高效计算能力。

arXiv:2507.11513v1 Announce Type: cross Abstract: Two OFFO (Objective-Function Free Optimization) noise tolerant algorithms are presented that handle bound constraints, inexact gradients and use second-order information when available.The first is a multi-level method exploiting a hierarchical description of the problem and the second is a domain-decomposition method covering the standard addditive Schwarz decompositions. Both are generalizations of the first-order AdaGrad algorithm for unconstrained optimization. Because these algorithms share a common theoretical framework, a single convergence/complexity theory is provided which covers them both. Its main result is that, with high probability, both methods need at most $O(\epsilon^{-2})$ iterations and noisy gradient evaluations to compute an $\epsilon$-approximate first-order critical point of the bound-constrained problem. Extensive numerical experiments are discussed on applications ranging from PDE-based problems to deep neural network training, illustrating their remarkable computational efficiency.

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优化算法 噪声容忍 域分解 多级方法 AdaGrad
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