An Inexact General Descent Method with Applications in Differential Equation-Constrained Optimization
Fuente:
arXiv
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866909858492579840 |
|---|---|
| author | Macedo, Humberto Gimenes Bueno, Luís Felipe |
| author_facet | Macedo, Humberto Gimenes Bueno, Luís Felipe |
| contents | In many applications, gradient evaluations are inherently approximate, motivating the development of optimization methods that remain reliable under inexact first-order information. A common strategy in this context is adaptive evaluation, whereby coarse gradients are used in early iterations and refined near a minimizer. This is particularly relevant in differential equation-constrained optimization (DECO), where discrete adjoint gradients depend on iterative solvers. Motivated by DECO applications, we propose an inexact general descent framework and establish its global convergence theory under two step-size regimes. For bounded step sizes, the analysis assumes that the error tolerance in the computed gradient is proportional to its norm, whereas for diminishing step sizes, the tolerance sequence is required to be summable. The framework is implemented through inexact gradient descent and an inexact BFGS-like method, whose performance is demonstrated on a second-order ODE inverse problem and a two-dimensional Laplace inverse problem using discrete adjoint gradients with adaptive accuracy. Across these examples, adaptive inexact gradients consistently reduced optimization time relative to fixed tight tolerances, while incorporating curvature information further improved overall efficiency. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2510_17581 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | An Inexact General Descent Method with Applications in Differential Equation-Constrained Optimization Macedo, Humberto Gimenes Bueno, Luís Felipe Optimization and Control Numerical Analysis In many applications, gradient evaluations are inherently approximate, motivating the development of optimization methods that remain reliable under inexact first-order information. A common strategy in this context is adaptive evaluation, whereby coarse gradients are used in early iterations and refined near a minimizer. This is particularly relevant in differential equation-constrained optimization (DECO), where discrete adjoint gradients depend on iterative solvers. Motivated by DECO applications, we propose an inexact general descent framework and establish its global convergence theory under two step-size regimes. For bounded step sizes, the analysis assumes that the error tolerance in the computed gradient is proportional to its norm, whereas for diminishing step sizes, the tolerance sequence is required to be summable. The framework is implemented through inexact gradient descent and an inexact BFGS-like method, whose performance is demonstrated on a second-order ODE inverse problem and a two-dimensional Laplace inverse problem using discrete adjoint gradients with adaptive accuracy. Across these examples, adaptive inexact gradients consistently reduced optimization time relative to fixed tight tolerances, while incorporating curvature information further improved overall efficiency. |
| title | An Inexact General Descent Method with Applications in Differential Equation-Constrained Optimization |
| topic | Optimization and Control Numerical Analysis |
| url | https://arxiv.org/abs/2510.17581 |