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Large-scale constrained optimization problems are at the core of many tasks in control, signal processing, and machine learning. Notably, problems with functional constraints arise when, beyond a performance{\nobreakdash-}centric goal…

Optimization and Control · Mathematics 2025-05-15 Antesh Upadhyay , Sang Bin Moon , Abolfazl Hashemi

GAMER, a parallel Graphic-processing-unit-accelerated Adaptive-MEsh-Refinement hydrodynamic code, has been extended to support magnetohydrodynamics (MHD) with both the corner-transport-upwind (CTU) and MUSCL-Hancock schemes and the…

Computational Physics · Physics 2018-06-22 Ui-Han Zhang , Hsi-Yu Schive , Tzihong Chiueh

We present a single step, second-order accurate Godunov scheme for ideal MHD which is an extension of the method described by Gardiner & Stone (2005) to three dimensions. This algorithm combines the corner transport upwind (CTU) method of…

Astrophysics · Physics 2008-11-26 Thomas A. Gardiner , James M. Stone

We develop a new second-order unstaggered path-conservative central-upwind (PCCU) scheme for ideal and shallow water magnetohydrodynamics (MHD) equations. The new scheme possesses several important properties: it locally preserves the…

Numerical Analysis · Mathematics 2022-12-07 Alina Chertock , Alexander Kurganov , Michael Redle , Kailiang Wu

This paper studies a decentralized stochastic gradient tracking (DSGT) algorithm for non-convex empirical risk minimization problems over a peer-to-peer network of nodes, which is in sharp contrast to the existing DSGT only for convex…

Machine Learning · Computer Science 2020-08-31 Jiaqi Zhang , Keyou You

We consider the bilinear optimal control of an advection-reaction-diffusion system, where the control arises as the velocity field in the advection term. Such a problem is generally challenging from both theoretical analysis and algorithmic…

Optimization and Control · Mathematics 2021-01-08 Roland Glowinski , Yongcun Song , Xiaoming Yuan , Hangrui Yue

While Nesterov's Accelerated Gradient Descent (AGD) efficiently solves constrained problems when the constraint set $X \subseteq \mathbb{R}^n$ is simple and easy to project onto, it remains an open question whether function-constrained…

Optimization and Control · Mathematics 2025-12-02 Zhe Zhang , Guanghui Lan

We develop randomized (block) coordinate descent (CD) methods for linearly constrained convex optimization. Unlike most CD methods, we do not assume the constraints to be separable, but let them be coupled linearly. To our knowledge, ours…

Optimization and Control · Mathematics 2015-06-11 Sashank Reddi , Ahmed Hefny , Carlton Downey , Avinava Dubey , Suvrit Sra

Stochastic gradient descent (SGD) is the main algorithm behind a large body of work in machine learning. In many cases, constraints are enforced via projections, leading to projected stochastic gradient algorithms. In recent years, a large…

Optimization and Control · Mathematics 2025-10-06 Yuping Zheng , Andrew Lamperski

We present a fourth-order accurate finite volume method for the solution of ideal magnetohydrodynamics (MHD). The numerical method combines high-order quadrature rules in the solution of semi-discrete formulations of hyperbolic conservation…

Instrumentation and Methods for Astrophysics · Physics 2018-10-17 Kyle Gerard Felker , James Stone

This paper considers the Byzantine fault-tolerance problem in distributed stochastic gradient descent (D-SGD) method - a popular algorithm for distributed multi-agent machine learning. In this problem, each agent samples data points…

Machine Learning · Computer Science 2021-04-20 Nirupam Gupta , Shuo Liu , Nitin H. Vaidya

We consider randomized block coordinate stochastic mirror descent (RBSMD) methods for solving high-dimensional stochastic optimization problems with strongly convex objective functions. Our goal is to develop RBSMD schemes that achieve a…

Optimization and Control · Mathematics 2019-02-15 Nahidsadat Majlesinasab , Farzad Yousefian , Arash Pourhabib

Computational electrodynamics (CED), the numerical solution of Maxwell's equations, plays an incredibly important role in several problems in science and engineering. High accuracy solutions are desired, and the discontinuous Galerkin (DG)…

Numerical Analysis · Mathematics 2019-06-26 Arijit Hazra , Praveen Chandrashekar , Dinshaw S. Balsara

Online learning algorithms require to often recompute least squares regression estimates of parameters. We study improving the computational complexity of such algorithms by using stochastic gradient descent (SGD) type schemes in place of…

Machine Learning · Computer Science 2014-11-21 Nathaniel Korda , Prashanth L. A. , Rémi Munos

A novel approach for selecting appropriate reconstructions is implemented to the hyperbolic conservation laws in the high-order local polynomial-based framework, e.g., the discontinuous Galerkin (DG) and flux reconstruction (FR) schemes.…

Numerical Analysis · Mathematics 2016-05-27 Yoshiaki Abe , Ziyao Sun , Feng Xiao

Recent studies have shown that fractional calculus is an effective alternative mathematical tool in various scientific fields. However, some investigations indicate that results established in differential and integral calculus do not…

Optimization and Control · Mathematics 2026-03-09 Higor V. M. Ferreira , Camila A. Tavares , Nelson H. T. Lemes , José P. C. dos Santos

Many real-world problems are categorized as large-scale problems, and metaheuristic algorithms as an alternative method to solve large-scale problem; they need the evaluation of many candidate solutions to tackle them prior to their…

Neural and Evolutionary Computing · Computer Science 2020-09-14 Shahryar Rahnamayan , Seyed Jalaleddin Mousavirad

We propose mS2GD: a method incorporating a mini-batching scheme for improving the theoretical complexity and practical performance of semi-stochastic gradient descent (S2GD). We consider the problem of minimizing a strongly convex function…

Machine Learning · Computer Science 2016-04-20 Jakub Konečný , Jie Liu , Peter Richtárik , Martin Takáč

This work presents an extension of discretely entropy stable discontinuous Galerkin (DG) methods to the resistive magnetohydrodynamics (MHD) equations. Although similar to the compressible Navier-Stokes equations at first sight, there are…

Numerical Analysis · Mathematics 2017-11-16 Marvin Bohm , Andrew R. Winters , Dominik Derigs , Gregor J. Gassner , Stefanie Walch , Joachim Saur

Conjugate gradient minimization methods (CGM) and their accelerated variants are widely used. We focus on the use of cubic regularization to improve the CGM direction independent of the step length computation. In this paper, we propose the…

Optimization and Control · Mathematics 2024-08-29 Cassidy K. Buhler , Hande Y. Benson , David F. Shanno
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