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The rapid advancements in high-dimensional statistics and machine learning have increased the use of first-order methods. Many of these methods can be regarded as instances of the proximal point algorithm. Given the importance of the…

Optimization and Control · Mathematics 2024-11-05 Ya-xiang Yuan , Yi Zhang

High-order spatial discretisations and full discretisations of parabolic partial differential equations on evolving surfaces are studied. We prove convergence of the high-order evolving surface finite element method, by showing high-order…

Numerical Analysis · Mathematics 2016-06-24 Balázs Kovács

Distributed optimization often requires finding the minimum of a global objective function written as a sum of local functions. A group of agents work collectively to minimize the global function. We study a continuous-time decentralized…

Optimization and Control · Mathematics 2020-11-25 Youbang Sun , Shahin Shahrampour

We study the convergence of the new family of mimetic finite difference schemes for linear diffusion problems recently proposed in [38]. In contrast to the conventional approach, the diffusion coefficient enters both the primary mimetic…

Numerical Analysis · Mathematics 2016-12-07 G. Manzini , K. Lipnikov , J. D. Moulton , M. Shashkov

We study an optimal control problem under uncertainty, where the target function is the solution of an elliptic partial differential equation with random coefficients, steered by a control function. The robust formulation of the…

Numerical Analysis · Mathematics 2019-10-23 Philipp A. Guth , Vesa Kaarnioja , Frances Y. Kuo , Claudia Schillings , Ian H. Sloan

A new concept for the higher-order accurate approximation of partial differential equations on manifolds is proposed where a surface mesh composed by higher-order elements is automatically generated based on level-set data. Thereby, it…

Numerical Analysis · Computer Science 2017-10-11 T. P. Fries , D. Schöllhammer

We compare surface metrics for shape optimization problems with constraints, consisting mainly of partial differential equations (PDE), from a computational point of view. In particular, classical Laplace-Beltrami type based metrics are…

Optimization and Control · Mathematics 2021-04-12 Volker Schulz , Martin Siebenborn

The spectrum of the Laplace-Beltrami operator, computed on the spatial slices of Causal Dynamical Triangulations, is a powerful probe of the geometrical properties of the configurations sampled in the various phases of the lattice theory.…

High Energy Physics - Theory · Physics 2019-06-26 Giuseppe Clemente , Massimo D'Elia , Alessandro Ferraro

Convex nonsmooth optimization problems, whose solutions live in very high dimensional spaces, have become ubiquitous. To solve them, the class of first-order algorithms known as proximal splitting algorithms is particularly adequate: they…

Optimization and Control · Mathematics 2023-02-27 Laurent Condat , Daichi Kitahara , Andrés Contreras , Akira Hirabayashi

This paper extends algorithms that remove the fixed point bias of decentralized gradient descent to solve the more general problem of distributed optimization over subspace constraints. Leveraging the integral quadratic constraint…

Optimization and Control · Mathematics 2022-10-31 Dennis J. Marquis , Dany Abou Jaoude , Mazen Farhood , Craig A. Woolsey

This paper presents a high-order accurate numerical quadrature algorithm for evaluating integrals over curved surfaces and regions defined implicitly via a level set of a given function restricted to a hyperrectangle. The domain is divided…

Numerical Analysis · Mathematics 2025-06-17 Zibo Zhao

The (global) Lipschitz smoothness condition is crucial in establishing the convergence theory for most optimization methods. Unfortunately, most machine learning and signal processing problems are not Lipschitz smooth. This motivates us to…

Optimization and Control · Mathematics 2019-04-23 Qiuwei Li , Zhihui Zhu , Gongguo Tang , Michael B. Wakin

We develop in this paper a new framework for discrete calculus of variations when the actions have densities involving an arbitrary discretization operator. We deduce the discrete Euler-Lagrange equations for piecewise continuous critical…

Optimization and Control · Mathematics 2011-06-28 Philippe Ryckelynck , Laurent Smoch

In this paper, we propose a new class of operator factorization methods to discretize the integral fractional Laplacian $(-\Delta)^\frac{\alpha}{2}$ for $\alpha \in (0, 2)$. The main advantage of our method is to easily increase numerical…

Numerical Analysis · Mathematics 2021-03-08 Yixuan Wu , Yanzhi Zhang

We consider solving the surface Helmholtz equation on a smooth two dimensional surface embedded into a three dimensional space meshed with tetrahedra. The mesh does not respect the surface and thus the surface cuts through the elements. We…

Numerical Analysis · Mathematics 2018-10-11 Erik Burman , Peter Hansbo , Mats G. Larson , Andre Massing

In this work we explore the fidelity of numerical approximations to the analytic spectra of hyperbolic partial differential equation systems with variable coefficients. We are particularly interested in the ability of discrete methods to…

Numerical Analysis · Mathematics 2025-08-12 Brittany A. Erickson

It is well known that both gradient descent and stochastic coordinate descent achieve a global convergence rate of $O(1/k)$ in the objective value, when applied to a scheme for minimizing a Lipschitz-continuously differentiable,…

Optimization and Control · Mathematics 2019-05-15 Ching-pei Lee , Stephen J. Wright

In this paper some adaptive mirror descent algorithms for problems of minimization convex objective functional with several convex Lipschitz (generally, non-smooth) functional constraints are considered. It is shown that the methods are…

Optimization and Control · Mathematics 2018-12-20 F. S. Stonyakin , M . S. Alkousa , A. A. Titov

We study the problem of minimizing a sum of local objective convex functions over a network of processors/agents. This problem naturally calls for distributed optimization algorithms, in which the agents cooperatively solve the problem…

Optimization and Control · Mathematics 2019-04-01 Fatemeh Mansoori , Ermin Wei

The notion of $L^p$-distributions is introduced on Riemannian symmetric spaces of noncompact type and their main properties are established. We use a geometric description for the topology of the space of test functions in terms of the…

Functional Analysis · Mathematics 2007-05-23 Michael Ruzhansky