A second-derivative trust-region SQP method with a "trust-region-free" predictor step

In (NAR 08/18 and 08/21, Oxford University Computing Laboratory, 2008) we introduced a second-derivative SQP method (S2QP) for solving nonlinear nonconvex optimization problems. We proved that the method is globally convergent and locally superlinearly convergent under standard assumptions. A critical component of the algorithm is the so-called predictor step, which is computed from a strictly convex quadratic program with a trust-region constraint. This step is essential for proving global convergence, but its propensity to identify the optimal active set is Paramount for recovering fast local convergence. Thus the global and local efficiency of the method is intimately coupled with the quality of the predictor step.\ud \ud In this paper we study the effects of removing the trust-region constraint from the computation of the predictor step; this is reasonable since the resulting problem is still strictly convex and thus well-defined. Although this is an interesting theoretical question, our motivation is based on practicality. Our preliminary numerical experience with S2QP indicates that the trust-region constraint occasionally degrades the quality of the predictor step and diminishes its ability to correctly identify the optimal active set. Moreover, removal of the trust-region constraint allows for re-use of the predictor step over a sequence of failed iterations thus reducing computation. We show that the modified algorithm remains globally convergent and preserves local superlinear convergence provided a nonmonotone strategy is incorporated

A framework for proving the self-organization of dynamic systems

This paper aims at providing a rigorous definition of self- organization, one of the most desired properties for dynamic systems (e.g., peer-to-peer systems, sensor networks, cooperative robotics, or ad-hoc networks). We characterize different classes of self-organization through liveness and safety properties that both capture information re- garding the system entropy. We illustrate these classes through study cases. The first ones are two representative P2P overlays (CAN and Pas- try) and the others are specific implementations of \Omega (the leader oracle) and one-shot query abstractions for dynamic settings. Our study aims at understanding the limits and respective power of existing self-organized protocols and lays the basis of designing robust algorithm for dynamic systems

The Horcrux Protocol: A Method for Decentralized Biometric-based Self-sovereign Identity

Most user authentication methods and identity proving systems rely on a centralized database. Such information storage presents a single point of compromise from a security perspective. If this system is compromised it poses a direct threat to users' digital identities. This paper proposes a decentralized authentication method, called the Horcrux protocol, in which there is no such single point of compromise. The protocol relies on decentralized identifiers (DIDs) under development by the W3C Verifiable Claims Community Group and the concept of self-sovereign identity. To accomplish this, we propose specification and implementation of a decentralized biometric credential storage option via blockchains using DIDs and DID documents within the IEEE 2410-2017 Biometric Open Protocol Standard (BOPS)

The reliability horizon for semi-classical quantum gravity: Metric fluctuations are often more important than back-reaction

In this note I introduce the notion of the ``reliability horizon'' for semi-classical quantum gravity. This reliability horizon is an attempt to quantify the extent to which we should trust semi-classical quantum gravity, and to get a better handle on just where the Planck regime resides. I point out that the key obstruction to pushing semi-classical quantum gravity into the Planck regime is often the existence of large metric fluctuations, rather than a large back-reaction. There are many situations where the metric fluctuations become large long before the back-reaction is significant. Issues of this type are fundamental to any attempt at proving Hawking's chronology protection conjecture from first principles, since I shall prove that the onset of chronology violation is always hidden behind the reliability horizon.Comment: 6 pages; ReV_TeX 3.0; two-column format. Revisions: Central definitions and results essentially unchanged. Discussion of the relationship between this letter and the Kay-Radzikowski-Wald singularity theorems greatly extended and clarified. Discussion of reliability horizon near curvature singularities modified. Several references added. Minor typos fixed. Technical TeX modification

Gradient Descent Only Converges to Minimizers: Non-Isolated Critical Points and Invariant Regions

Given a non-convex twice differentiable cost function f, we prove that the set of initial conditions so that gradient descent converges to saddle points where \nabla^2 f has at least one strictly negative eigenvalue has (Lebesgue) measure zero, even for cost functions f with non-isolated critical points, answering an open question in [Lee, Simchowitz, Jordan, Recht, COLT2016]. Moreover, this result extends to forward-invariant convex subspaces, allowing for weak (non-globally Lipschitz) smoothness assumptions. Finally, we produce an upper bound on the allowable step-size.Comment: 2 figure

Existence of regular neighborhoods for H-surfaces

In this paper, we study the global geometry of complete, constant mean curvature hypersurfaces embedded in n-manifolds. More precisely, we give conditions that imply properness of such surfaces and prove the existence of fixed size one-sided regular neighborhoods for certain constant mean curvature hypersurfaces in certain n-manifolds.Comment: 11 page

On affine scaling inexact dogleg methods for bound-constrained nonlinear systems

Within the framework of affine scaling trust-region methods for bound constrained problems, we discuss the use of a inexact dogleg method as a tool for simultaneously handling the trust-region and the bound constraints while seeking for an approximate minimizer of the model. Focusing on bound-constrained systems of nonlinear equations, an inexact affine scaling method for large scale problems, employing the inexact dogleg procedure, is described. Global convergence results are established without any Lipschitz assumption on the Jacobian matrix, and locally fast convergence is shown under standard assumptions. Convergence analysis is performed without specifying the scaling matrix used to handle the bounds, and a rather general class of scaling matrices is allowed in actual algorithms. Numerical results showing the performance of the method are also given