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We consider nonlinear inverse problems arising in the context of parameter identification for parabolic partial differential equations (PDEs). For stable reconstructions, regularization methods such as the iteratively regularized…

Numerical Analysis · Mathematics 2025-07-16 Michael Kartmann , Benedikt Klein , Mario Ohlberger , Thomas Schuster , Stefan Volkwein

We introduce two multifidelity trust-region methods based on the Magical Trust Region (MTR) framework. MTR augments the classical trust-region step with a secondary, informative direction. In our approaches, the secondary ``magical''…

Numerical Analysis · Mathematics 2025-11-04 Andrea Angino , Matteo Aurina , Alena Kopaničáková , Matthias Voigt , Marco Donatelli , Rolf Krause

The residual cutting (RC) method has been proposed for efficiently solving linear equations obtained from elliptic partial differential equations. Based on the RC, we have introduced the generalized residual cutting (GRC) method, which can…

Numerical Analysis · Computer Science 2018-02-02 Toshihiko Abe , Anthony Theodore Chronopoulos

Krylov methods are a key way of solving large sparse linear systems of equations, but suffer from poor strong scalabilty on distributed memory machines. This is due to high synchronization costs from large numbers of collective…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-03-14 Shelby Lockhart , Amanda Bienz , William Gropp , Luke Olson

LSQR, a Lanczos bidiagonalization based Krylov subspace iterative method, and its mathematically equivalent CGLS applied to normal equations system, are commonly used for large-scale discrete ill-posed problems. It is well known that LSQR…

Numerical Analysis · Mathematics 2019-09-24 Yi Huang , Zhongxiao Jia

A stochastic second-order trust region method is proposed, which can be viewed as a second-order extension of the trust-region-ish (TRish) algorithm proposed by Curtis et al. (INFORMS J. Optim. 1(3) 200-220, 2019). In each iteration, a…

Optimization and Control · Mathematics 2019-11-19 Frank E. Curtis , Rui Shi

This work presents a generalized boundary integral method for elliptic equations on surfaces, encompassing both boundary value and interface problems. The method is kernel-free, implying that the explicit analytical expression of the kernel…

Numerical Analysis · Mathematics 2025-08-25 Pengsong Yin , Wenjun YIng , Yulin Zhang , Han Zhou

The state-of-the-art for training on-device language models for mobile keyboard applications combines federated learning (FL) with differential privacy (DP) via the DP-Follow-the-Regularized-Leader (DP-FTRL) algorithm. Two variants of…

Machine Learning · Computer Science 2025-06-02 H. Brendan McMahan , Zheng Xu , Yanxiang Zhang

Currently, existing tensor recovery methods fail to recognize the impact of tensor scale variations on their structural characteristics. Furthermore, existing studies face prohibitive computational costs when dealing with large-scale…

Machine Learning · Computer Science 2025-07-09 Wenjin Qin , Hailin Wang , Jingyao Hou , Jianjun Wang

Trust region methods, such as TRPO, are often used to stabilize policy optimization algorithms in reinforcement learning (RL). While current trust region strategies are effective for continuous control, they typically require a…

Artificial Intelligence · Computer Science 2018-02-26 Ofir Nachum , Mohammad Norouzi , Kelvin Xu , Dale Schuurmans

Rational Krylov subspaces have become a reference tool in dimension reduction procedures for several application problems. When data matrices are symmetric, a short-term recurrence can be used to generate an associated orthonormal basis. In…

Numerical Analysis · Mathematics 2021-12-21 Davide Palitta , Stefano Pozza , Valeria Simoncini

We address the problem of efficient exploration for transition model learning in the relational model-based reinforcement learning setting without extrinsic goals or rewards. Inspired by human curiosity, we propose goal-literal babbling…

Artificial Intelligence · Computer Science 2020-12-10 Rohan Chitnis , Tom Silver , Joshua Tenenbaum , Leslie Pack Kaelbling , Tomas Lozano-Perez

We propose a novel algorithm, TR-SVR, for solving unconstrained stochastic optimization problems. This method builds on the trust-region framework, which effectively balances local and global exploration in optimization tasks. TR-SVR…

Optimization and Control · Mathematics 2024-12-03 Xinshou Zheng

Trust region methods are a popular tool in reinforcement learning as they yield robust policy updates in continuous and discrete action spaces. However, enforcing such trust regions in deep reinforcement learning is difficult. Hence, many…

Machine Learning · Computer Science 2021-03-10 Fabian Otto , Philipp Becker , Ngo Anh Vien , Hanna Carolin Ziesche , Gerhard Neumann

Large language models (LLMs) are increasingly employed for complex multi-step planning tasks, where the tool retrieval (TR) step is crucial for achieving successful outcomes. Two prevalent approaches for TR are single-step retrieval, which…

Information Retrieval · Computer Science 2023-12-19 Raviteja Anantha , Bortik Bandyopadhyay , Anirudh Kashi , Sayantan Mahinder , Andrew W Hill , Srinivas Chappidi

The trust region subproblem with a fixed number m additional linear inequality constraints, denoted by (Tm), have drawn much attention recently. The question as to whether Problem (Tm) is in Class P or Class NP remains open. So far, the…

Optimization and Control · Mathematics 2013-12-06 Yong Hsia , Ruey-Lin Sheu

We present a new meshless method for scalar diffusion equations which is motivated by their compatible discretizations on primal-dual grids. Unlike the latter though, our approach is truly meshless because it only requires the graph of…

Numerical Analysis · Mathematics 2016-10-21 Nathaniel Trask , Mauro Perego , Pavel Bochev

Krylov methods provide a fast and highly parallel numerical tool for the iterative solution of many large-scale sparse linear systems. To a large extent, the performance of practical realizations of these methods is constrained by the…

Mathematical Software · Computer Science 2020-09-28 José I. Aliaga , Hartwig Anzt , Thomas Grützmacher , Enrique S. Quintana-Ortí , Andrés E. Tomás

In the present work, we propose new tensor Krylov subspace method for ill posed linear tensor problems such as in color or video image restoration. Those methods are based on the tensor-tensor discrete cosine transform that gives fast…

Numerical Analysis · Mathematics 2021-03-23 M. El Guide , A. El Ichi , K. Jbilou

We discuss efficient solutions to systems of shifted linear systems arising in computations for oscillatory hydraulic tomography (OHT). The reconstruction of hydrogeological parameters such as hydraulic conductivity and specific storage…

Numerical Analysis · Mathematics 2014-02-18 Arvind K. Saibaba , Tania Bakhos , Peter K. Kitanidis
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