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We introduce a novel model order reduction method for large-scale linear switched systems (LSS) where the coefficient matrices are affected by a low-rank switching. The key idea is to replace the LSS by a non-switched system with extended…

Systems and Control · Computer Science 2018-12-21 Philipp Schulze , Benjamin Unger

Suppressing vibrations in mechanical systems, usually described by second-order dynamical models, is a challenging task in mechanical engineering in terms of computational resources even nowadays. One remedy is structure-preserving model…

Optimization and Control · Mathematics 2023-09-25 Rebekka S. Beddig , Peter Benner , Ines Dorschky , Timo Reis , Paul Schwerdtner , Matthias Voigt , Steffen W. R. Werner

Low-rank structure is a common implicit assumption in many modern reinforcement learning (RL) algorithms. For instance, reward-free and goal-conditioned RL methods often presume that the successor measure admits a low-rank representation.…

Machine Learning · Computer Science 2025-11-06 Bastien Dubail , Stefan Stojanovic , Alexandre Proutière

In this paper, we propose an algorithm for the construction of low-rank approximations of the inverse of an operator given in low-rank tensor format. The construction relies on an updated greedy algorithm for the minimization of a suitable…

Numerical Analysis · Mathematics 2017-05-11 Loic Giraldi , Anthony Nouy , Gregory Legrain

Low rank approximation is a commonly occurring problem in many computer vision and machine learning applications. There are two common ways of optimizing the resulting models. Either the set of matrices with a given rank can be explicitly…

Computer Vision and Pattern Recognition · Computer Science 2019-07-24 Marcus Valtonen Örnhag , Carl Olsson , Anders Heyden

We consider the problem of approximating an affinely structured matrix, for example a Hankel matrix, by a low-rank matrix with the same structure. This problem occurs in system identification, signal processing and computer algebra, among…

Numerical Analysis · Mathematics 2014-06-25 Mariya Ishteva , Konstantin Usevich , Ivan Markovsky

Since the expense of the numerical integration of large scale dynamical systems is often computationally prohibitive, model reduction methods, which approximate such systems by simpler and much lower order ones, are often employed to reduce…

Numerical Analysis · Mathematics 2018-10-25 Yuto Miyatake

Models of complex systems often consist of multiple interconnected subsystem/component models that are developed by multi-disciplinary teams of engineers or scientists. To ensure that such interconnected models can be applied for the…

Systems and Control · Electrical Eng. & Systems 2023-01-23 Lars A. L. Janssen , Bart Besselink , Rob H. B. Fey , Nathan van de Wouw

Many machine learning models involve solving optimization problems. Thus, it is important to deal with a large-scale optimization problem in big data applications. Recently, subsampled Newton methods have emerged to attract much attention…

Numerical Analysis · Computer Science 2020-03-24 Haishan Ye , Luo Luo , Zhihua Zhang

This paper presents a memory efficient, first-order method for low multi-linear rank approximation of high-order, high-dimensional tensors. In our method, we exploit the second-order information of the cost function and the constraints to…

Optimization and Control · Mathematics 2024-03-22 Mohammad Hamed , Reshad Hosseini

A model order reduction algorithm is presented that generates a reduced-order model of the original high-order model, which ensures high-fidelity within the desired time interval. The reduced model satisfies a subset of the first-order…

Systems and Control · Electrical Eng. & Systems 2020-07-16 Umair Zulfiqar , Victor Sreeram , Xin Du

This paper provides an $H_2$ optimal scheme for reducing diffusively coupled second-order systems evolving over undirected networks. The aim is to find a reduced-order model that not only approximates the input-output mapping of the…

Optimization and Control · Mathematics 2021-11-18 Lanlin Yu , Xiaodong Cheng , Jacquelien M. A. Scherpen , Junlin Xiong

Parametric model order reduction using reduced basis methods can be an effective tool for obtaining quickly solvable reduced order models of parametrized partial differential equation problems. With speedups that can reach several orders of…

Numerical Analysis · Mathematics 2022-01-26 Mario Ohlberger , Stephan Rave

Many complex engineering systems consist of multiple subsystems that are developed by different teams of engineers. To analyse, simulate and control such complex systems, accurate yet computationally efficient models are required. Modular…

Systems and Control · Electrical Eng. & Systems 2023-01-02 Lars A. L. Janssen , Bart Besselink , Rob H. B. Fey , Nathan van de Wouw

We provide an analytical framework for balanced realization model order reduction of linear control systems which depend on an unknown parameter. Besides recovering known results for the first order corrections, we obtain explicit novel…

Systems and Control · Computer Science 2016-06-24 Carles Batlle , Nestor Roqueiro

During the last years, low-rank tensor approximation has been established as a new tool in scientific computing to address large-scale linear and multilinear algebra problems, which would be intractable by classical techniques. This survey…

Numerical Analysis · Mathematics 2013-03-01 Lars Grasedyck , Daniel Kressner , Christine Tobler

Diffusion models have become the de facto standard for modern visual generation, including well-established frameworks such as latent diffusion and flow matching. Recently, modeling high-order dynamics has emerged as a promising frontier in…

Machine Learning · Computer Science 2026-04-14 Zhao Song

We present a random-subspace variant of cubic regularization algorithm that chooses the size of the subspace adaptively, based on the rank of the projected second derivative matrix. Iteratively, our variant only requires access to…

Optimization and Control · Mathematics 2025-01-09 Edward Tansley , Coralia Cartis

We develop time integration methods in low-rank representation that can adaptively adjust approximation ranks to achieve a prescribed accuracy, while ensuring that these ranks remain proportional to the corresponding best approximation…

Numerical Analysis · Mathematics 2025-07-22 Markus Bachmayr , Matthieu Dolbeault , Polina Sachsenmaier

In this paper, we generalize existing frameworks for $\mathcal{H}_2\otimes\mathcal{L}_2$-optimal model order reduction to a broad class of parametric linear time-invariant systems. To this end, we derive first-order necessary ptimality…

Optimization and Control · Mathematics 2022-04-04 Manuela Hund , Tim Mitchell , Petar Mlinarić , Jens Saak