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We prove rate of convergence results for singular perturbations of Hamilton-Jacobi equations in unbounded spaces where the fast operator is linear, uniformly elliptic and has an Ornstein-Uhlenbeck-type drift. The slow operator is a fully…

Analysis of PDEs · Mathematics 2022-01-13 Daria Ghilli , Claudio Marchi

In this paper we prove that for stable semi-discretizations of the wave equation for the WaveHoltz iteration is guaranteed to converge to an approximate solution of the corresponding frequency domain problem, if it exists. We show that for…

Numerical Analysis · Mathematics 2025-12-05 Amit Rotem , Olof Runborg , Daniel Appelo

This paper is devoted to the theoretical and numerical investigation of an augmented Lagrangian method for the solution of optimization problems with geometric constraints. Specifically, we study situations where parts of the constraints…

Optimization and Control · Mathematics 2022-04-20 Xiaoxi Jia , Christian Kanzow , Patrick Mehlitz , Gerd Wachsmuth

We consider the Helmholtz equation with real analytic coefficients on a bounded domain $\Omega\subset\mathbb{R}^{d}$. We take $d+1$ prescribed boundary conditions $f^{i}$ and frequencies $\omega$ in a fixed interval $[a,b]$. We consider a…

Analysis of PDEs · Mathematics 2019-04-04 Giovanni S. Alberti , Yves Capdeboscq

Evolutionary strategies have recently been shown to achieve competing levels of performance for complex optimization problems in reinforcement learning. In such problems, one often needs to optimize an objective function subject to a set of…

Neural and Evolutionary Computing · Computer Science 2022-02-23 Youssef Diouane , Aurelien Lucchi , Vihang Patil

In the optimization of convex domains under a PDE constraint numerical difficulties arise in the approximation of convex domains in $\mathbb{R}^3$. Previous research used a restriction to rotationally symmetric domains to reduce shape…

Numerical Analysis · Mathematics 2023-11-23 Sören Bartels , Hedwig Keller , Gerd Wachsmuth

This paper studies approximate solutions of a linear fractional vector optimization problem without requiring boundedness of the constraint set. We establish necessary and sufficient conditions for approximating weakly efficient points of…

Optimization and Control · Mathematics 2024-12-12 Nguyen Thi Thu Huong

Building on the blueprint from Goemans and Williamson (1995) for the Max-Cut problem, we construct a polynomial-time approximation algorithm for orthogonally constrained quadratic optimization problems. First, we derive a semidefinite…

Optimization and Control · Mathematics 2026-03-17 Ryan Cory-Wright , Jean Pauphilet

We discuss several optimization procedures to solve finite element approximations of linear-quadratic Dirichlet optimal control problems governed by an elliptic partial differential equation posed on a 2D or 3D Lipschitz domain. The control…

Optimization and Control · Mathematics 2019-01-25 Mariano Mateos

We investigate an overdetermined Torsion problem, with a non-constant positively homogeneous boundary constraint on the gradient. We interpret this problem as the Euler equation of a shape optimization problems, we prove existence and…

Analysis of PDEs · Mathematics 2014-06-26 Chiara Bianchini , Antoine Henrot , Paolo Salani

We aim to construct the optimal solutions to the undiscounted continuous-time infinite horizon optimization problems, the objective functionals of which may be unbounded. We identify the condition under which the limit of the solutions to…

General Finance · Quantitative Finance 2012-03-20 Dapeng CAI , Takashi Gyoshin NITTA

Lipschitz one-dimensional constrained global optimization (GO) problems where both the objective function and constraints can be multiextremal and non-differentiable are considered in this paper. Problems, where the constraints are verified…

Optimization and Control · Mathematics 2011-07-27 Yaroslav D. Sergeyev , Dmitri E. Kvasov , Falah M. H. Khalaf

We consider the problem of minimizing a sum of non-convex functions over a compact domain, subject to linear inequality and equality constraints. Approximate solutions can be found by solving a convexified version of the problem, in which…

Optimization and Control · Mathematics 2016-01-12 Madeleine Udell , Stephen Boyd

We propose and analyze an unfitted finite element method for solving elliptic problems on domains with curved boundaries and interfaces. The approximation space on the whole domain is obtained by the direct extension of the finite element…

Numerical Analysis · Mathematics 2021-12-28 Fanyi Yang , Xiaoping Xie

This paper presents a framework to solve constrained optimization problems in an accelerated manner based on High-Order Tuners (HT). Our approach is based on reformulating the original constrained problem as the unconstrained optimization…

Optimization and Control · Mathematics 2022-05-27 Anjali Parashar , Priyank Srivastava , Anuradha M. Annaswamy

We present the viewpoint that optimization problems encountered in machine learning can often be interpreted as minimizing a convex functional over a function space, but with a non-convex constraint set introduced by model parameterization.…

Machine Learning · Computer Science 2020-04-21 Yongqiang Cai , Qianxiao Li , Zuowei Shen

This paper focuses on the application of time domain decomposition to solve partial differential equations constrained optimization problems and controllability problems. After clarifying the link between these two types of problems, we…

Numerical Analysis · Mathematics 2026-05-22 Pierre-Henri Cocquet , Liu-Di Lu

In this paper, we consider stochastic homogenization of elliptic equations with unbounded and non-uniformly elliptic coefficients. Extending subadditive arguments, we get an estimate for the rate of the convergence of the solution of the…

Probability · Mathematics 2023-02-03 Tomohiro Aya

We give a short and self-contained proof of the Boundary Harnack inequality for a class of domains satisfying some geometric conditions given in terms of a state function that behaves as the distance function to the boundary, is subharmonic…

Analysis of PDEs · Mathematics 2024-02-13 Francesco Paolo Maiale , Giorgio Tortone , Bozhidar Velichkov

We consider finite element approximations of ill-posed elliptic problems with conditional stability. The notion of {\emph{optimal error estimates}} is defined including both convergence with respect to mesh parameter and perturbations in…

Numerical Analysis · Mathematics 2024-03-25 Erik Burman , Mihai Nechita , Lauri Oksanen