Related papers: Adaptive-Multilevel BDDC and its parallel implemen…
In this paper, we consider a class of difference-of-convex (DC) optimization problems, which require only a weaker restricted $L$-smooth adaptable property on the smooth part of the objective function, instead of the standard global…
Bilevel optimization is a central tool in machine learning for high-dimensional hyperparameter tuning. Its applications are vast; for instance, in imaging it can be used for learning data-adaptive regularizers and optimizing forward…
We consider the framework of convex high dimensional stochastic control problems, in which the controls are aggregated in the cost function. As first contribution, we introduce a modified problem, whose optimal control is under some…
Microgrids are recognized as a relevant tool to absorb decentralized renewable energies in the energy mix. However, the sequential handling of multiple stochastic productions and demands, and of storage, make their management a delicate…
This paper presents a hierarchical low-rank decomposition algorithm assuming any matrix element can be computed in $O(1)$ time. The proposed algorithm computes rank-revealing decompositions of sub-matrices with a blocked adaptive cross…
In this paper, we present an efficient adaptive multigrid strategy for the geometry optimization of large-scale three dimensional molecular mechanics. The resulting method can achieve significantly reduced complexity by exploiting the…
This paper aims to develop distributed algorithms for nonconvex optimization problems with complicated constraints associated with a network. The network can be a physical one, such as an electric power network, where the constraints are…
Lattice Boltzmann Methods (LBM) stand out for their simplicity and computational efficiency while offering the possibility of simulating complex phenomena. While they are optimal for Cartesian meshes, adapted meshes have traditionally been…
In this paper we present a topology optimization technique applicable to a broad range of flow design problems. We propose also a discrete adjoint formulation effective for a wide class of Lattice Boltzmann Methods (LBM). This adjoint…
Bilevel learning has gained prominence in machine learning, inverse problems, and imaging applications, including hyperparameter optimization, learning data-adaptive regularizers, and optimizing forward operators. The large-scale nature of…
A novel multiscale consensus-based optimization (CBO) algorithm for solving bi- and tri-level optimization problems is introduced. Existing CBO techniques are generalized by the proposed method through the employment of multiple interacting…
A multilevel adaptive refinement strategy for solving linear elliptic partial differential equations with random data is recalled in this work. The strategy extends the a posteriori error estimation framework introduced by Guignard and…
Large scale convex-concave minimax problems arise in numerous applications, including game theory, robust training, and training of generative adversarial networks. Despite their wide applicability, solving such problems efficiently and…
A mathematical programming problem with affine equilibrium constraints (AMPEC) is a bilevel programming problem where the lower one is a parametric affine variational inequality. We formulate some classes of bilevel programming in forms of…
We present an iterative scheme, reminiscent of the Multigrid method, to solve large boundary value problems with Probabilistic Domain Decomposition (PDD). In it, increasingly accurate approximations to the solution are used as control…
Existing results on decomposition methods and algorithms for nonconvex problems are minimal. Parallel decomposition algorithms do not exist for nonconvex problems with coupling nonlinear equality constraints. Besides, decomposition…
The increasing complexity and scale of photonic and electromagnetic devices demand efficient and accurate numerical solvers. In this work, we develop a parallel overlapping domain decomposition method (DDM) based on the finite-difference…
In this paper we introduce an iterative Jacobi algorithm for solving distributed model predictive control (DMPC) problems, with linear coupled dynamics and convex coupled constraints. The algorithm guarantees stability and persistent…
Benders decomposition (BD) is a widely used solution approach for solving two-stage stochastic programs arising in real-world decision-making under uncertainty. However, it often suffers from slow convergence as the master problem grows…
The increasing scale and complexity of large language models (LLMs) pose significant inference latency challenges, primarily due to their autoregressive decoding paradigm characterized by the sequential nature of next-token prediction. By…