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Bilevel optimization is an important class of optimization problems where one optimization problem is nested within another. While various methods have emerged to address unconstrained general bilevel optimization problems, there has been a…

Optimization and Control · Mathematics 2024-03-15 Nazanin Abolfazli , Ruichen Jiang , Aryan Mokhtari , Erfan Yazdandoost Hamedani

We propose a sampling-based trajectory optimization methodology for constrained problems. We extend recent works on stochastic search to deal with box control constraints,as well as nonlinear state constraints for discrete dynamical…

Optimization and Control · Mathematics 2019-11-13 George I. Boutselis , Ziyi Wang , Evangelos A. Theodorou

This work presents a novel approach for the optimization of dynamic systems on finite-dimensional Lie groups. We rephrase dynamic systems as so-called neural ordinary differential equations (neural ODEs), and formulate the optimization…

Optimization and Control · Mathematics 2024-09-18 Yannik P. Wotte , Federico Califano , Stefano Stramigioli

This article investigates the numerical approximation of shape optimization problems with PDE constraint on classes of convex domains. The convexity constraint provides a compactness property which implies well posedness of the problem.…

Optimization and Control · Mathematics 2018-10-26 Sören Bartels , Gerd Wachsmuth

We propose a machine learning framework to accelerate numerical computations of time-dependent ODEs and PDEs. Our method is based on recasting (generalizations of) existing numerical methods as artificial neural networks, with a set of…

Numerical Analysis · Mathematics 2019-03-08 Siddhartha Mishra

Neural Ordinary Differential Equations (ODE) are a promising approach to learn dynamic models from time-series data in science and engineering applications. This work aims at learning Neural ODE for stiff systems, which are usually raised…

Numerical Analysis · Mathematics 2021-10-04 Suyong Kim , Weiqi Ji , Sili Deng , Yingbo Ma , Christopher Rackauckas

Shape optimization models with one or more shapes are considered in this chapter. Of particular interest for applications are problems in which where a so-called shape functional is constrained by a partial differential equation (PDE)…

Optimization and Control · Mathematics 2021-07-19 Caroline Geiersbach , Estefania Loayza-Romero , Kathrin Welker

Stochastic optimization algorithms with variance reduction have proven successful for minimizing large finite sums of functions. Unfortunately, these techniques are unable to deal with stochastic perturbations of input data, induced for…

Machine Learning · Statistics 2017-11-16 Alberto Bietti , Julien Mairal

A methodology grounded in model reduction is presented for accelerating the gradient-based solution of a family of linear or nonlinear constrained optimization problems where the constraints include at least one linear Partial Differential…

Numerical Analysis · Mathematics 2020-04-15 Youngsoo Choi , Gabriele Boncoraglio , Spenser Anderson , David Amsallem , Charbel Farhat

Ordinary differential equations (ODEs) are foundational in modeling intricate dynamics across a gamut of scientific disciplines. Yet, a possibility to represent a single phenomenon through multiple ODE models, driven by different…

Methodology · Statistics 2023-09-01 Itai Dattner , Shota Gugushvili , Oleksandr Laskorunskyi

We develop and analyze an optimization-based method for the coupling of a static peri-dynamic (PD) model and a static classical elasticity model. The approach formulates the coupling as a control problem in which the states are the…

Numerical Analysis · Mathematics 2021-10-12 Marta D'Elia , David Littlewood , Jeremy Trageser , Mauro Perego , Pavel Bochev

Many relevant problems in the area of systems and control, such as controller synthesis, observer design and model reduction, can be viewed as optimization problems involving dynamical systems: for instance, maximizing performance in the…

Optimization and Control · Mathematics 2023-11-15 Pascal Den Boef , Jos Maubach , Wil Schilders , Nathan van de Wouw

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 this paper, we study a class of bilevel optimization problems, also known as simple bilevel optimization, where we minimize a smooth objective function over the optimal solution set of another convex constrained optimization problem.…

Optimization and Control · Mathematics 2023-04-25 Ruichen Jiang , Nazanin Abolfazli , Aryan Mokhtari , Erfan Yazdandoost Hamedani

By interpreting the forward dynamics of the latent representation of neural networks as an ordinary differential equation, Neural Ordinary Differential Equation (Neural ODE) emerged as an effective framework for modeling a system dynamics…

Machine Learning · Computer Science 2020-10-19 Daehoon Gwak , Gyuhyeon Sim , Michael Poli , Stefano Massaroli , Jaegul Choo , Edward Choi

Optimization problems with both control variables and environmental variables arise in many fields. This paper introduces a framework of personalized optimization to han- dle such problems. Unlike traditional robust optimization,…

Computation · Statistics 2016-07-07 Shifeng Xiong

We study the connections between ordinary differential equations and optimization algorithms in a non-Euclidean setting. We propose a novel accelerated algorithm for minimising convex functions over a convex constrained set. This algorithm…

Optimization and Control · Mathematics 2026-03-30 Paul Dobson , Jesus María Sanz-Serna , Konstantinos C. Zygalakis

This work proposes an implementable proximal-type method for a broad class of optimization problems involving nonsmooth and nonconvex objective and constraint functions. In contrast to existing methods that rely on an ad hoc model…

Optimization and Control · Mathematics 2024-09-26 Gregorio M. Sempere , Welington de Oliveira , Johannes O. Royset

Optimal Control Problems consist on the optimisation of an objective functional subjected to a set of Ordinary Differential Equations. In this work, we consider the effects on the stability of the numerical solution when this optimisation…

Optimization and Control · Mathematics 2024-01-09 Ashutosh Bijalwan , Jose J Muñoz

This article considers estimation of constant and time-varying coefficients in nonlinear ordinary differential equation (ODE) models where analytic closed-form solutions are not available. The numerical solution-based nonlinear least…

Statistics Theory · Mathematics 2010-10-21 Hongqi Xue , Hongyu Miao , Hulin Wu