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Efficient Bayesian model selection relies on the model evidence or marginal likelihood, whose computation often requires evaluating an intractable integral. The harmonic mean estimator (HME) has long been a standard method of approximating…

Computation · Statistics 2025-12-23 Dana Naderi , Christian P Robert , Kaniav Kamary , Darren Wraith

In the framework of a real Hilbert space we consider the problem of approaching solutions to a class of hierarchical variational inequality problems, subsuming several other problem classes including certain mathematical programs under…

Optimization and Control · Mathematics 2026-01-27 Pavel Dvurechensky , Meggie Marschner , Shimrit Shtern , Mathias Staudigl

Hybrid-excited electrical machines aim to combine the advantages of permanent magnet machines (high efficiency and torque density) with those of separately excited machines (ease of flux-weakening at high speed). These machines are of…

Optimization and Control · Mathematics 2024-04-30 Théodore Cherrière

This paper considers the problems of solving monotone variational inequalities with H\"older continuous Jacobians. By employing the knowledge of H\"older parameter $\nu$, we propose the $\nu$-regularized extra-Newton method within at most…

Optimization and Control · Mathematics 2022-12-19 Chengchang Liu , Luo Luo

Mixed Integer Programming (MIP) is NP-hard, and yet modern solvers often solve large real-world problems within minutes. This success can partially be attributed to heuristics. Since their behavior is highly instance-dependent, relying on…

Optimization and Control · Mathematics 2023-04-10 Antonia Chmiela , Ambros Gleixner , Pawel Lichocki , Sebastian Pokutta

We consider hierarchical variational inequality problems, or more generally, variational inequalities defined over the set of zeros of a monotone operator. This framework includes convex optimization over equilibrium constraints and…

Optimization and Control · Mathematics 2026-01-07 Daniel Cortild , Meggie Marschner , Mathias Staudigl

This paper presents a modified general viscosity iterative process designed to solve variational inclusion and fixed point problems involving multi-valued quasi-nonexpansive and demi-contractive operators. The modified iterative process…

Optimization and Control · Mathematics 2025-01-14 Furmose Mendy , John T Mendy

In this paper, we couple regularization techniques with the adaptive $hp$-version of the boundary element method ($hp$-BEM) for the efficient numerical solution of linear elastic problems with nonmonotone contact boundary conditions. As a…

Numerical Analysis · Mathematics 2016-06-09 Nina Ovcharova , Lothar Banz

In this work we discuss the possibility to reduce the computational complexity of modal methods, i.e. methods based on eigenmodes expansion, from the third power to the second power of the number of eigenmodes. The proposed approach is…

Computational Physics · Physics 2016-05-04 Igor Semenikhin , Mauro Zanuccoli

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…

Optimization and Control · Mathematics 2022-02-04 Gregory Dexter , Agniva Chowdhury , Haim Avron , Petros Drineas

In this paper, a novel parallel hybrid iterative method is proposed for finding a common element of the set of solutions of a system of equilibrium problems, the set of solutions of variational inequalities for inverse strongly monotone…

Optimization and Control · Mathematics 2015-10-28 Dang Van Hieu

We introduce a new iterative rounding technique to round a point in a matroid polytope subject to further matroid constraints. This technique returns an independent set in one matroid with limited violations of the other ones. On top of the…

Data Structures and Algorithms · Computer Science 2018-11-26 André Linhares , Neil Olver , Chaitanya Swamy , Rico Zenklusen

Neural ordinary differential equations (neural ODE) are powerful continuous-time machine learning models for depicting the behavior of complex dynamical systems, but their verification remains challenging due to limited reachability…

Systems and Control · Electrical Eng. & Systems 2026-03-09 Abdelrahman Sayed Sayed , Pierre-Jean Meyer , Mohamed Ghazel

It is common practice to apply gradient-based optimization algorithms to numerically solve large-scale ODE constrained optimal control problems. Gradients of the objective function are most efficiently computed by approximate adjoint…

Optimization and Control · Mathematics 2024-07-03 Jens Lang , Bernhard A. Schmitt

Most current prevalent iterative methods can be classified into the so-called extended Krylov subspace methods, a class of iterative methods which do not fall into this category are also proposed in this paper. Comparing with traditional…

Numerical Analysis · Mathematics 2015-11-26 Wujian Peng , Qun Lin

This Note aims at presenting a simple and efficient procedure to derive the structure of high-order corrector estimates for the homogenization limit applied to a semi-linear elliptic equation posed in perforated domains. Our working…

Analysis of PDEs · Mathematics 2016-03-15 Khoa Vo , Adrian Muntean

In inclusion detection in electrical impedance tomography, the support of perturbations (inclusion) from a known background conductivity is typically reconstructed from idealized continuum data modelled by a Neumann-to-Dirichlet map. Only…

Analysis of PDEs · Mathematics 2018-12-20 Henrik Garde , Stratos Staboulis

In this paper, we introduce the new optimal perturbation iteration method based on the perturbation iteration algorithms for the approximate solutions of nonlinear differential equations of many types. The proposed method is illustrated by…

Numerical Analysis · Mathematics 2016-09-21 Sinan Deniz , Necdet Bildik

Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…

Optimization and Control · Mathematics 2019-01-25 Ching-pei Lee , Stephen J. Wright

High-order numerical methods for solving elliptic equations over arbitrary domains typically require specialized machinery, such as high-quality conforming grids for finite elements method, and quadrature rules for boundary integral…

Numerical Analysis · Mathematics 2021-06-02 Saad Qadeer , Boyce E. Griffith