Related papers: A computational tool for comparing all linear PDE …
The problem of computing an exact experimental design that is optimal for the least-squares estimation of the parameters of a regression model is considered. We show that this problem can be solved via mixed-integer linear programming…
Partial-differential-equation (PDE)-constrained optimization is a well-worn technique for acquiring optimal parameters of systems governed by PDEs. However, this approach is limited to providing a single set of optimal parameters per…
Galerkin and Petrov-Galerkin methods are some of the most successful solution procedures in numerical analysis. Their popularity is mainly due to the optimality properties of their approximate solution. We show that these features carry…
We study worst-case optimal approximation of positive linear functionals in reproducing kernel Hilbert spaces induced by increasingly flat Gaussian kernels. This provides a new perspective and some generalisations to the problem of…
This paper considers the approximation of spatial convolution with a given radial integral kernel. Previous studies have demonstrated that approximating spatial convolution using a system of partial differential equations (PDEs) can…
One of the most important processing steps in any analysis pipeline is handling missing data. Traditional approaches simply delete any sample or feature with missing elements. Recent imputation methods replace missing data based on assumed…
The optimal Petrov-Galerkin formulation to solve partial differential equations (PDEs) recovers the best approximation in a specified finite-dimensional (trial) space with respect to a suitable norm. However, the recovery of this optimal…
Interior point methods (IPMs) are a common approach for solving linear programs (LPs) with strong theoretical guarantees and solid empirical performance. The time complexity of these methods is dominated by the cost of solving a linear…
Partial differential equations (PDEs) are often computationally challenging to solve, and in many settings many related PDEs must be be solved either at every timestep or for a variety of candidate boundary conditions, parameters, or…
Solving partial differential equations (PDEs) with machine learning typically requires training a new neural network for every new equation. This optimization is slow. We introduce MetaColloc. It is an optimization-free and data-free…
We consider Galerkin finite element methods for semilinear stochastic partial differential equations (SPDEs) with multiplicative noise and Lipschitz continuous nonlinearities. We analyze the strong error of convergence for spatially…
It is often said that control and estimation problems are in duality. Recently, in (Aubin-Frankowski,2021), we found new reproducing kernels in Linear-Quadratic optimal control by focusing on the Hilbert space of controlled trajectories,…
We introduce an efficient first-order primal-dual method for the solution of nonsmooth PDE-constrained optimization problems. We achieve this efficiency through not solving the PDE or its linearisation on each iteration of the optimization…
We propose an extended variant of the reformulation and decomposition algorithm for solving a special class of mixed-integer bilevel linear programs (MIBLPs) where continuous and integer variables are involved in both upper- and lower-level…
We propose an adaptive iteratively linearized finite element method (AILFEM) in the context of strongly monotone nonlinear operators in Hilbert spaces. The approach combines adaptive mesh-refinement with an energy-contractive linearization…
In recent years, the embedding approach for solving switched optimal control problems has been developed in a series of papers. However, the embedding approach, which advantageously converts the hybrid optimal control problem to a classical…
This paper presents a novel convex optimization-based method for finding the globally optimal solutions of a class of mixed-integer non-convex optimal control problems. We consider problems with non-convex constraints that restrict the…
We consider the problem of numerically approximating the solutions to a partial differential equation (PDE) when there is insufficient information to determine a unique solution. Our main example is the Poisson boundary value problem, when…
The accuracy and complexity of machine learning algorithms based on kernel optimization are limited by the set of kernels over which they are able to optimize. An ideal set of kernels should: admit a linear parameterization (for…
In this paper, we investigate a spectral Petrov-Galerkin method for fractional initial value problems. Singularities of the solution at the origin inherited from the weakly singular kernel of the fractional derivative are considered, and…