Nonsmooth implicit differentiation for machine-learning and optimization

J Bolte, T Le, E Pauwels… - Advances in neural …, 2021 - proceedings.neurips.cc
In view of training increasingly complex learning architectures, we establish a nonsmooth
implicit function theorem with an operational calculus. Our result applies to most practical …

Computationally relevant generalized derivatives: theory, evaluation and applications

PI Barton, KA Khan, P Stechlinski… - … Methods and Software, 2018 - Taylor & Francis
A new method for evaluating generalized derivatives in nonsmooth problems is reviewed.
Lexicographic directional (LD-) derivatives are a recently developed tool in nonsmooth …

Provably correct automatic sub-differentiation for qualified programs

SM Kakade, JD Lee - Advances in neural information …, 2018 - proceedings.neurips.cc
Abstract The\emph {Cheap Gradient Principle}~\citep {Griewank: 2008: EDP: 1455489}---the
computational cost of computing a $ d $-dimensional vector of partial derivatives of a scalar …

Computing subgradients of convex relaxations for solutions of parametric ordinary differential equations

Y Song, KA Khan - Optimization Methods and Software, 2024 - Taylor & Francis
A novel subgradient evaluation method is proposed for nonsmooth convex relaxations of
parametric solutions of ordinary differential equations (ODEs) arising in global dynamic …

Bounding convex relaxations of process models from below by tractable black-box sampling

Y Song, H Cao, C Mehta, KA Khan - Computers & Chemical Engineering, 2021 - Elsevier
Several chemical engineering applications demand global optimization of nonconvex
process models, including safety verification and determination of thermodynamic equilibria …

Generalized sensitivity analysis of nonlinear programs

P Stechlinski, KA Khan, PI Barton - SIAM Journal on Optimization, 2018 - SIAM
This paper extends classical sensitivity results for nonlinear programs to cases in which
parametric perturbations cause changes in the active set. This is accomplished using …

Analyzing the influence of agents in trust networks: Applying nonsmooth eigensensitivity theory to a graph centrality problem

J Donnelly, P Stechlinski - SIAM Journal on Matrix Analysis and Applications, 2023 - SIAM
Graph centrality measures have found widespread use ranking agents in networks by
characterizing their “importance” for the purpose of predicting and managing network …

Derivative-free optimization of a rapid-cycling synchrotron

JS Eldred, J Larson, M Padidar, E Stern… - Optimization and …, 2023 - Springer
We develop and solve a constrained optimization model to identify an integrable optics rapid-
cycling synchrotron lattice design that performs well in several capacities. Our model …

On the complexity of nonsmooth automatic differentiation

J Bolte, R Boustany, E Pauwels… - arXiv preprint arXiv …, 2022 - arxiv.org
Using the notion of conservative gradient, we provide a simple model to estimate the
computational costs of the backward and forward modes of algorithmic differentiation for a …

Generalized derivatives of optimal-value functions with parameterized convex programs embedded

Y Song, PI Barton - Journal of Global Optimization, 2024 - Springer
This article proposes new practical methods for furnishing generalized derivative information
of optimal-value functions with embedded parameterized convex programs, with potential …