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Nonlinear model predictive control (NMPC) often requires real-time solution to optimization problems. However, in cases where the mathematical model is of high dimension in the solution space, e.g. for solution of partial differential…
Modern GPUs are equipped with large amounts of high-bandwidth memory, enabling them to support mini-batch sizes of up to tens of thousands of training samples. However, most existing optimizers struggle to perform effectively at such a…
Reduced order modeling (ROM) aims to mitigate computational complexity by reducing the size of a high-dimensional state space. In this study, we demonstrate the efficiency, accuracy, and stability of proper orthogonal decomposition…
We study the proximal gradient descent (PGD) method for $\ell^{0}$ sparse approximation problem as well as its accelerated optimization with randomized algorithms in this paper. We first offer theoretical analysis of PGD showing the bounded…
Proximal policy optimization (PPO) has yielded state-of-the-art results in policy search, a subfield of reinforcement learning, with one of its key points being the use of a surrogate objective function to restrict the step size at each…
We propose and analyze an inexact gradient method based on incremental proper orthogonal decomposition (iPOD) to address the data storage difficulty in time-dependent PDE-constrained optimization, particularly for a data assimilation…
Continuous optimization is an important problem in many areas of AI, including vision, robotics, probabilistic inference, and machine learning. Unfortunately, most real-world optimization problems are nonconvex, causing standard convex…
In this manuscript, we analyze the sparse signal recovery (compressive sensing) problem from the perspective of convex optimization by stochastic proximal gradient descent. This view allows us to significantly simplify the recovery analysis…
In nonlinear imaging problems whose forward model is described by a partial differential equation (PDE), the main computational bottleneck in solving the inverse problem is the need to solve many large-scale discretized PDEs at each step of…
Traditional low-rank approximation is a powerful tool to compress the huge data matrices that arise in simulations of partial differential equations (PDE), but suffers from high computational cost and requires several passes over the PDE…
Using an autoencoder for dimensionality reduction, this paper presents a novel projection-based reduced-order model for eigenvalue problems. Reduced-order modelling relies on finding suitable basis functions which define a low-dimensional…
Quantum computing is a promising technology for accelerating partial differential equation solvers applied to large-scale real-world problems. However, reconstructing a classical representation of the solution from the quantum state remains…
We consider an optimization problem related to semi-active damping of vibrating systems. The main problem is to determine the best damping matrix able to minimize influence of the input on the output of the system. We use a minimization…
Out-of-distribution (OOD) detection is essential for deploying deep learning models in open-world environments. Existing approaches, such as energy-based scoring and gradient-projection methods, typically rely on high-dimensional…
This paper can be seen as an attempt of rethinking the {\em Extra-Gradient Philosophy} for solving Variational Inequality Problems. We show that the properly defined {\em Reduced Gradients} can be used instead for finding approximate…
This paper introduces a reduced order modeling technique based on Koopman operator theory that gives confidence bounds on the model's predictions. It is based on a data-driven spectral decomposition of the Koopman operator. The reduced…
In this work, we propose a high-order multiscale method for an elliptic model problem with rough and possibly highly oscillatory coefficients. Convergence rates of higher order are obtained using the regularity of the right-hand side only.…
Model Order Reduction (MOR) methods enable the generation of real-time-capable digital twins, which can enable various novel value streams in industry. While traditional projection-based methods are robust and accurate for linear problems,…
We propose a novel sparse sliced inverse regression method based on random projections in a large $p$ small $n$ setting. Embedded in a generalized eigenvalue framework, the proposed approach finally reduces to parallel execution of…
Uncertainties such as manufacturing tolerances cause performance variations in complex engineering systems, making robust design optimization (RDO) essential. However, simulation-based RDO faces high computational cost for statistical…