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We investigate the numerical approximation of an elliptic optimal control problem which involves a nonconvex local regularization of the $L^q$-quasinorm penalization (with $q\in(0,1)$) in the cost function. Our approach is based on the…

Optimization and Control · Mathematics 2022-09-26 Pedro Merino , Alexander Nenjer

We study the impact of nonconvexity on the complexity of nonsmooth optimization, emphasizing objectives such as piecewise linear functions, which may not be weakly convex. We focus on a dimension-independent analysis, slightly modifying a…

Optimization and Control · Mathematics 2022-10-11 Siyu Kong , A. S. Lewis

We introduce meshfree finite difference methods for approximating nonlinear elliptic operators that depend on second directional derivatives or the eigenvalues of the Hessian. Approximations are defined on unstructured point clouds, which…

Numerical Analysis · Mathematics 2017-05-03 Brittany D. Froese

In this paper, we consider the inverse problem of recovering an isotropic elastic tensor from the Neumann-to-Dirichlet map. To this end, we prove a Lipschitz stability estimate for Lam\'e parameters with certain regularity assumptions. In…

Numerical Analysis · Mathematics 2022-12-13 Sarah Eberle , Bastian Harrach , Houcine Meftahi , Taher Rezgui

We consider the long-time behavior of an explicit tamed Euler scheme applied to a class of stochastic differential equations driven by additive noise, under a one-sided Lipschitz continuity condition. The setting encompasses drift…

Numerical Analysis · Mathematics 2020-10-02 Charles-Edouard Bréhier

The purpose of this work is the study of solution techniques for problems involving fractional powers of symmetric coercive elliptic operators in a bounded domain with Dirichlet boundary conditions. These operators can be realized as the…

Numerical Analysis · Mathematics 2013-02-05 Ricardo H. Nochetto , Enrique Otarola , Abner J. Salgado

The 2D Euler equations are a simple but rich set of non-linear PDEs that describe the evolution of an ideal inviscid fluid, for which one dimension is negligible. Solving numerically these equations can be extremely demanding. Several…

Numerical Analysis · Mathematics 2023-01-18 Paolo Cifani , Sagy Ephrati , Milo Viviani

This paper presents an extension of stochastic gradient descent for the minimization of Lipschitz continuous loss functions. Our motivation is for use in non-smooth non-convex stochastic optimization problems, which are frequently…

Optimization and Control · Mathematics 2022-10-05 Michael R. Metel , Akiko Takeda

This paper studies high-order evaluation complexity for partially separable convexly-constrained optimization involving non-Lipschitzian group sparsity terms in a nonconvex objective function. We propose a partially separable adaptive…

Optimization and Control · Mathematics 2019-03-01 X. Chen , Ph. L. Toint

We present strongly convergent explicit and semi-implicit adaptive numerical schemes for systems of stiff stochastic differential equations (SDEs) where both the drift and diffusion are non-globally Lipschitz continuous. This stiffness may…

Numerical Analysis · Mathematics 2021-06-02 Cónall Kelly , Gabriel Lord

Motivated by many applications in complex domains with boundaries exposed to large topological changes or deformations, fictitious domain methods regard the actual domain of interest as being embedded in a fixed Cartesian background. This…

Numerical Analysis · Mathematics 2020-03-17 Georgios Katsouleas , Efthymios N. Karatzas , Fotios Travlopanos

In this work, we investigate a particular class of shape optimization problems under uncertainties on the input parameters. More precisely, we are interested in the minimization of the expectation of a quadratic objective in a situation…

Optimization and Control · Mathematics 2015-06-01 M. Dambrine , C. Dapogny , H. Harbrecht

This paper is concerned with the discretization error analysis of semilinear Neumann boundary control problems in polygonal domains with pointwise inequality constraints on the control. The approximations of the control are piecewise…

Numerical Analysis · Mathematics 2015-05-12 Johannes Pfefferer , Klaus Krumbiegel

The recently introduced full-history recursive multilevel Picard (MLP) approximation methods have turned out to be quite successful in the numerical approximation of solutions of high-dimensional nonlinear PDEs. In particular, there are…

Numerical Analysis · Mathematics 2020-10-12 Martin Hutzenthaler , Arnulf Jentzen , Thomas Kruse , Tuan Anh Nguyen

We continue the development, by reduction to a first order system for the conormal gradient, of $L^2$ \textit{a priori} estimates and solvability for boundary value problems of Dirichlet, regularity, Neumann type for divergence form second…

Classical Analysis and ODEs · Mathematics 2015-05-20 Pascal Auscher , Andreas Rosén

We introduce a new framework for analyzing (Quasi-}Newton type methods applied to non-smooth optimization problems. The source of randomness comes from the evaluation of the (approximation) of the Hessian. We derive, using a variant of…

Optimization and Control · Mathematics 2025-03-05 Titus Pinta

In this paper we address the convergence of stochastic approximation when the functions to be minimized are not convex and nonsmooth. We show that the "mean-limit" approach to the convergence which leads, for smooth problems, to the ODE…

Optimization and Control · Mathematics 2018-05-08 Szymon Majewski , Błażej Miasojedow , Eric Moulines

In this paper, we study the use of outer metrics, in particular Sobolev-type metrics on the diffeomorphism group in the context of PDE-constrained shape optimization. Leveraging the structure of the diffeomorphism group we analyze the…

Optimization and Control · Mathematics 2026-02-25 Estefania Loayza-Romero , Lidiya Pryymak , Kathrin Welker

In this paper, we study neural networks from the point of view of nonsmooth optimisation, namely, quasidifferential calculus. We restrict ourselves to the case of uniform approximation by a neural network without hidden layers, the…

Optimization and Control · Mathematics 2025-03-05 Vinesha Peiris , Nadezda Sukhorukova

We develop mathematical models for shape design and topology optimization in structural contact problems involving friction between elastic and rigid bodies. The governing mechanical constraint is a nonlinear, non-smooth, and non-convex…

Optimization and Control · Mathematics 2025-12-17 Yixin Tan , Fang Feng , Shengfeng Zhu
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