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math.OC2026
Optimal drift optimizer for non-convex optimization
Qin Li, Sixu Li, Eitan Tadmor +1
We study a finite-horizon stochastic control criterion for non-convex optimization in which Brownian exploration is balanced against a quadratic control cost. Rather than emphasizi…
math.OC2026
Stochastic Modified Equations for Stochastic Gradient Descent in Infinite-Dimensional Hilbert Spaces
Sandra Cerrai, Qin Li, Anjali Nair +1
Inverse problems in scientific computing often require optimization over infinite-dimensional Hilbert spaces. A commonly used solver in such settings is stochastic gradient descent…