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This paper introduces a parallel and distributed extension to the alternating direction method of multipliers (ADMM) for solving convex problem: minimize $\sum_{i=1}^N f_i(x_i)$ subject to $\sum_{i=1}^N A_i x_i=c, x_i\in \mathcal{X}_i$. The…

Optimization and Control · Mathematics 2014-03-20 Wei Deng , Ming-Jun Lai , Zhimin Peng , Wotao Yin

This paper presents a parallel-in-time adjoint sensitivity analysis which combines a transient adjoint sensitivity analysis with the parareal approach in order to significantly speed up the simulation. The adjoint method is the method of…

Numerical Analysis · Mathematics 2023-07-04 Julian Sarpe , Andreas Klaedtke , Herbert De Gersem

This document, as the title stated, is meant to provide a vectorized implementation of adjoint dynamics calculation for Graph Convolutional Neural Ordinary Differential Equations (GCDE). The adjoint sensitivity method is the gradient…

Machine Learning · Computer Science 2022-09-16 Jack Cai

We present a digitized adjoint method for realizing efficient inverse design of "digital" subwavelength nanophotonic devices. We design a single-mode 3-dB power divider and a dual-mode demultiplexer to demonstrate the digitized adjoint…

Optics · Physics 2019-02-05 Xinshu Ren , Weijie Chang , Longhui Lu , Max Yan , Deming Liu , Minming Zhang

This paper proposes a new approach for the calibration of material parameters in local elastoplastic constitutive models. The calibration is posed as a constrained optimization problem, where the constitutive model evolution equations for a…

Computational Engineering, Finance, and Science · Computer Science 2025-05-09 Ryan Yan , D. Thomas Seidl , Reese E. Jones , Panayiotis Papadopoulos

We consider a class of difference-of-convex (DC) optimization problems where the objective function is the sum of a smooth function and a possible nonsmooth DC function. The application of proximal DC algorithms to address this problem…

Optimization and Control · Mathematics 2023-08-30 Shummin Nakayama , Yasushi Narushima , Hiroshi Yabe

Adaptive Finite Element Method (adaptivity) is known to be an effective numerical tool for some ill-posed problems. The key advantage of the adaptivity is the image improvement with local mesh refinements. A rigorous proof of this property…

Mathematical Physics · Physics 2012-10-30 Larisa Beilina , Michael V. Klibanov

We develop an adjoint approach for recovering the topographical function included in the source term of one-dimensional hyperbolic balance laws. We focus on a specific system, namely the shallow water equations, in an effort to recover the…

Optimization and Control · Mathematics 2021-04-06 Jolene Britton , Yat Tin Chow , Weitao Chen , Yulong Xing

The conjugate function method is an algorithm for numerical computation of conformal mappings for simply and multiply connected domains on surfaces. In this paper the conjugate function method, earlier used for simply connected domains, is…

Numerical Analysis · Mathematics 2026-05-26 H. Hakula , A. Rasila , Y. Zheng

Neural differential equations may be trained by backpropagating gradients via the adjoint method, which is another differential equation typically solved using an adaptive-step-size numerical differential equation solver. A proposed step is…

Machine Learning · Computer Science 2021-05-11 Patrick Kidger , Ricky T. Q. Chen , Terry Lyons

Convexity, though extremely important in mathematical programming, has not drawn enough attention in the field of dynamic programming. This paper gives conditions for verifying convexity of the cost-to-go functions, and introduces an…

Optimization and Control · Mathematics 2011-11-14 Sheng Yu , Enrique Campos-Nanez

This paper studies adaptive least-squares finite element methods for convection-dominated diffusion-reaction problems. The least-squares methods are based on the first-order system of the primal and dual variables with various ways of…

Numerical Analysis · Mathematics 2023-01-30 Zhiqiang Cai , Binghe Chen , Jing Yang

The motivation for this paper stems from the desire to develop an adaptive sampling method for solving constrained optimization problems in which the objective function is stochastic and the constraints are deterministic. The method…

Optimization and Control · Mathematics 2021-01-01 Yuchen Xie , Raghu Bollapragada , Richard Byrd , Jorge Nocedal

This paper considers a class of structured fractional minimization problems. The numerator consists of a differentiable function, a simple nonconvex nonsmooth function, a concave nonsmooth function, and a convex nonsmooth function composed…

Optimization and Control · Mathematics 2025-04-01 Ganzhao Yuan

We present an iterative inverse reinforcement learning algorithm to infer optimal cost functions in continuous spaces. Based on a popular maximum entropy criteria, our approach iteratively finds a weight improvement step and proposes a…

Machine Learning · Computer Science 2025-05-14 Sarmad Mehrdad , Avadesh Meduri , Ludovic Righetti

This paper presents a novel adjoint solver for differentiable fluid simulation based on bidirectional flow maps. Our key observation is that the forward fluid solver and its corresponding backward, adjoint solver share the same flow map as…

Graphics · Computer Science 2025-11-04 Zhiqi Li , Jinjin He , Barnabás Börcsök , Taiyuan Zhang , Duowen Chen , Tao Du , Ming C. Lin , Greg Turk , Bo Zhu

Using function approximation to represent a value function is necessary for continuous and high-dimensional state spaces. Linear function approximation has desirable theoretical guarantees and often requires less compute and samples than…

Machine Learning · Computer Science 2022-04-27 Michael Beukman , Michael Mitchley , Dean Wookey , Steven James , George Konidaris

We present two analytical formulae for estimating the sensitivity -- namely, the gradient or Jacobian -- at given realizations of an arbitrary-dimensional random vector with respect to its distributional parameters. The first formula…

Machine Learning · Statistics 2025-08-14 Pi-Yueh Chuang , Ahmed Attia , Emil Constantinescu

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

The paper explores the differential inclusion of a special form. It is supposed that the support function of the set in the right-hand side of an inclusion may contain the sum of the maximum and the minimum of the finite number of…

Optimization and Control · Mathematics 2025-02-05 Alexander Fominyh
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