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We deal with approximation of solutions of delay differential equations (DDEs) via the classical Euler algorithm. We investigate the pointwise error of the Euler scheme under nonstandard assumptions imposed on the right-hand side function…

Numerical Analysis · Mathematics 2023-12-13 Natalia Czyżewska , Paweł M. Morkisz , Paweł Przybyłowicz

Decentralized optimization is a powerful paradigm that finds applications in engineering and learning design. This work studies decentralized composite optimization problems with non-smooth regularization terms. Most existing gradient-based…

Optimization and Control · Mathematics 2019-10-29 Sulaiman A. Alghunaim , Kun Yuan , Ali H. Sayed

Many problems in machine learning can be formulated as optimizing a convex functional over a vector space of measures. This paper studies the convergence of the mirror descent algorithm in this infinite-dimensional setting. Defining Bregman…

Optimization and Control · Mathematics 2022-10-12 Pierre-Cyril Aubin-Frankowski , Anna Korba , Flavien Léger

The (global) Lipschitz smoothness condition is crucial in establishing the convergence theory for most optimization methods. Unfortunately, most machine learning and signal processing problems are not Lipschitz smooth. This motivates us to…

Optimization and Control · Mathematics 2019-04-23 Qiuwei Li , Zhihui Zhu , Gongguo Tang , Michael B. Wakin

We consider the long-time behavior of an explicit tamed exponential Euler scheme applied to a class of parabolic semilinear stochastic partial differential equations driven by additive noise, under a one-sided Lipschitz continuity…

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

In this paper, we consider the problem of piecewise affine abstraction of nonlinear systems, i.e., the overapproximation of its nonlinear dynamics by a pair of piecewise affine functions that "includes" the dynamical characteristics of the…

Optimization and Control · Mathematics 2018-11-07 Kanishka Raj Singh , Qiang Shen , Sze Zheng Yong

This paper is devoted to studying the first-order variational analysis of non-convex and non-differentiable functions that may not be subdifferentially regular. To achieve this goal, we entirely rely on two concepts of directional…

Optimization and Control · Mathematics 2022-04-22 Ashkan Mohammadi

We adopt the integral definition of the fractional Laplace operator and study an optimal control problem on Lipschitz domains that involves a fractional elliptic partial differential equation (PDE) as state equation and a control variable…

Numerical Analysis · Mathematics 2024-02-14 Francisco Bersetche , Francisco Fuica , Enrique Otarola , Daniel Quero

The paper presents a new descent algorithm for locally Lipschitz continuous functions $f:X\to\mathbb{R}$. The selection of a descent direction at some iteration point $x$ combines an approximation of the set-valued gradient of $f$ on a…

Numerical Analysis · Mathematics 2019-10-25 Jan Mankau , Friedemann Schuricht

This paper considers optimization of smooth nonconvex functionals in smooth infinite dimensional spaces. A H\"older gradient descent algorithm is first proposed for finding approximate first-order points of regularized polynomial…

Optimization and Control · Mathematics 2021-04-07 Serge Gratton , Sadok Jerad , Philippe L. Toint

We propose a novel second-order ODE as the continuous-time limit of a Riemannian accelerated gradient-based method on a manifold with curvature bounded from below. This ODE can be seen as a generalization of the ODE derived for Euclidean…

Optimization and Control · Mathematics 2020-03-10 Foivos Alimisis , Antonio Orvieto , Gary Bécigneul , Aurelien Lucchi

We introduce a novel type of approximation spaces for functions with values in a nonlinear manifold. The discrete functions are constructed by piecewise polynomial interpolation in a Euclidean embedding space, and then projecting pointwise…

Numerical Analysis · Mathematics 2018-03-20 Philipp Grohs , Hanne Hardering , Oliver Sander , Markus Sprecher

This is a survey of results mostly relating elliptic equations and systems of arbitrary even order with rough coefficients in Lipschitz graph domains. Asymptotic properties of solutions at a point of a Lipschitz boundary are also discussed.

Analysis of PDEs · Mathematics 2010-10-05 Vladimir Maz'ya , Tatyana Shaposhnikova

The design of fixed point algorithms is at the heart of monotone operator theory, convex analysis, and of many modern optimization problems arising in machine learning and control. This tutorial reviews recent advances in understanding the…

Optimization and Control · Mathematics 2022-07-19 Francesco Bullo , Pedro Cisneros-Velarde , Alexander Davydov , Saber Jafarpour

Inspired by regularization techniques in statistics and machine learning, we study complementary composite minimization in the stochastic setting. This problem corresponds to the minimization of the sum of a (weakly) smooth function endowed…

Machine Learning · Computer Science 2024-01-24 Alexandre d'Aspremont , Cristóbal Guzmán , Clément Lezane

The paper studies integral functionals with non-smooth functions from L_2 defined on solutions of ODEs. Some regularity is obtained in the form of estimates of L_2-norm for these functionals. This result is used for regularization of…

Optimization and Control · Mathematics 2010-11-01 Nikolai Dokuchaev

We discuss a system of third order PDEs for strictly convex smooth functions on domains of Euclidean space. We argue that it may be understood as a closure of sorts of the first order prolongation of a family of second order PDEs. We…

Differential Geometry · Mathematics 2021-06-25 David Martínez Torres

In this paper we study a semilinear elliptic problem on a bounded domain in $\R^2$ with large exponent in the nonlinear term. We consider positive solutions obtained by minimizing suitable functionals. We prove some asymtotic estimates…

Analysis of PDEs · Mathematics 2007-05-23 Khalil El Mehdi , Massimo Grossi

The paper introduces a new finite element numerical method for the solution of partial differential equations on evolving domains. The approach uses a completely Eulerian description of the domain motion. The physical domain is embedded in…

Numerical Analysis · Mathematics 2018-08-03 Christoph Lehrenfeld , Maxim A. Olshanskii

In shape optimisation it is desirable to obtain deformations of a given mesh without negative impact on the mesh quality. We propose a new algorithm using least square formulations of the Cauchy-Riemann equations. Our method allows to…

Optimization and Control · Mathematics 2021-06-09 José A. Iglesias , Kevin Sturm , Florian Wechsung