4 papers
Random Gradient-Free Optimization in Infinite Dimensional Spaces
Caio Peixoto, Daniel Csillag, Bernardo F. P. da Costa +1
We propose a new gradient-free method for infinite-dimensional optimization in Hilbert spaces that requires only the computation of directional derivatives. Though functional optim…
Singular Perturbation in Multiscale Stochastic Control Problems with Domain Restriction in the Slow Variable
Anderson O. Calixto, Bernardo Freitas Paulo da Costa, Glauco Valle
We study a multiscale stochastic optimal control problem subject to state constraints on the slow variable. To address this class of problems, we develop a rigorous theoretical fra…
Stochastic Optimal Control with Control-Dependent Diffusion and State Constraints: A Degenerate Elliptic Approach
Anderson O. Calixto, Bernardo Freitas Paulo da Costa, Glauco Valle
We study a stochastic optimal control problem with the state constrained to a smooth, compact domain. The control influences both the drift and a possibly degenerate, control-depen…
Get rid of your constraints and reparametrize: A study in NNLS and implicit bias
Hung-Hsu Chou, Johannes Maly, Claudio Mayrink Verdun +2
Over the past years, there has been significant interest in understanding the implicit bias of gradient descent optimization and its connection to the generalization properties of…