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Numerical methods of approximate solution of the Cauchy problem for coupled systems of evolution equations are considered. Separating simpler subproblems for individual components of the solution achieves simplification of the problem at a…

Numerical Analysis · Mathematics 2024-08-27 Petr N. Vabishchevich

We develop a stochastic algorithm for independent component analysis that incorporates multi-trial supervision, which is available in many scientific contexts. The method blends a proximal gradient-type algorithm in the space of invertible…

Machine Learning · Computer Science 2025-08-29 Ronak Mehta , Mateus Piovezan Otto , Noah Stanis , Azadeh Yazdan-Shahmorad , Zaid Harchaoui

Multilevel methods represent a powerful approach in numerical solution of partial differential equations. The multilevel structure can also be used to construct estimates for total and algebraic errors of computed approximations. This paper…

Numerical Analysis · Mathematics 2024-05-13 Petr Vacek , Jan Papež , Zdeněk Strakoš

We propose techniques for approximating bilevel optimization problems with non-smooth lower level problems that can have a non-unique solution. To this end, we substitute the expression of a minimizer of the lower level minimization problem…

Optimization and Control · Mathematics 2016-04-27 Peter Ochs , René Ranftl , Thomas Brox , Thomas Pock

Many problems in modern robotics can be addressed by modeling them as bilevel optimization problems. In this work, we leverage augmented Lagrangian methods and recent advances in automatic differentiation to develop a general-purpose…

Robotics · Computer Science 2019-07-03 Benoit Landry , Zachary Manchester , Marco Pavone

Bilevel optimization has gained significant attention in recent years due to its broad applications in machine learning. This paper focuses on bilevel optimization in decentralized networks and proposes a novel single-loop algorithm for…

Optimization and Control · Mathematics 2024-04-24 Youran Dong , Shiqian Ma , Junfeng Yang , Chao Yin

This report considers a variable step time discretization algorithm proposed by Dahlquist, Liniger and Nevanlinna and applies the algorithm to the unsteady Stokes/Darcy model. Although long-time forgotten and little explored, the algorithm…

Numerical Analysis · Mathematics 2020-07-09 Yi Qin , Yanren Hou , Wenlong Pei

We extend previously developed two-level coarsening procedures for graph Laplacian problems written in a mixed saddle point form to the fully recursive multilevel case. The resulting hierarchy of discretizations gives rise to a hierarchy of…

Numerical Analysis · Mathematics 2020-03-11 Andrew T. Barker , Stephan V. Gelever , Chak S. Lee , Sarah V. Osborn , Panayot S. Vassilevski

In two and three dimensional Lipschitz, but not necessarily convex, polytopal domains, we propose and analyze a posteriori error estimators for an optimal control problem involving the stationary Navier--Stokes equations; control…

Numerical Analysis · Mathematics 2021-01-13 Alejandro Allendes , Francisco Fuica , Enrique Otarola , Daniel Quero

Decentralized methods to solve finite-sum minimization problems are important in many signal processing and machine learning tasks where the data is distributed over a network of nodes and raw data sharing is not permitted due to privacy…

Machine Learning · Computer Science 2020-02-14 Ran Xin , Soummya Kar , Usman A. Khan

Multi-material design optimization problems can, after discretization, be solved by the iterative solution of simpler sub-problems which approximate the original problem at an expansion point to first order. In particular, models…

Numerical Analysis · Mathematics 2026-04-01 Peter Gangl , Nico Nees , Michael Stingl

Bilevel optimization formulates hierarchical decision-making processes that arise in many real-world applications such as in pricing, network design, and infrastructure defense planning. In this paper, we consider a class of bilevel…

Optimization and Control · Mathematics 2021-04-20 Geunyeong Byeon , Pascal Van Hentenryck

Bilevel programs (BPs) find a wide range of applications in fields such as energy, transportation, and machine learning. As compared to BPs with continuous (linear/convex) optimization problems in both levels, the BPs with discrete decision…

Optimization and Control · Mathematics 2024-07-25 Bo Zhou , Ruiwei Jiang , Siqian Shen

We study the problem of minimizing the sum of potentially non-differentiable convex cost functions with partially overlapping dependences in an asynchronous manner, where communication in the network is not coordinated. We study the…

Optimization and Control · Mathematics 2021-02-17 Yankai Lin , Iman Shames , Dragan Nesic

Topology optimization problems often support multiple local minima due to a lack of convexity. Typically, gradient-based techniques combined with continuation in model parameters are used to promote convergence to more optimal solutions;…

Numerical Analysis · Mathematics 2021-01-13 Ioannis P. A. Papadopoulos , Patrick E. Farrell , Thomas M. Surowiec

A mechanical model and finite element method for the simultaneous solution of Stokes and incompressible Navier-Stokes flows on multiple curved surfaces over a bulk domain are proposed. The two-dimensional surfaces are defined implicitly by…

Computational Engineering, Finance, and Science · Computer Science 2025-10-09 Michael Wolfgang Kaiser , Thomas-Peter Fries

We study the construction and convergence of decoupling multistep schemes of higher order using the backward differentiation formulae for an elliptic-parabolic problem, which includes multiple-network poroelasticity as a special case. These…

Numerical Analysis · Mathematics 2025-07-14 Robert Altmann , Abdullah Mujahid , Benjamin Unger

In this work, we develop algebraic solvers for linear systems arising from the discretization of second-order elliptic partial differential equations by saddle-point mixed finite element methods of arbitrary polynomial degree $p \ge 0$ on…

Numerical Analysis · Mathematics 2026-02-03 Ani Miraçi , Jan Papež , Martin Vohralík , Ivan Yotov

In this paper a numerical multiscale method for discrete networks is presented. The method gives an accurate coarse scale representation of the full network by solving sub-network problems. The method is used to solve problems with highly…

Numerical Analysis · Mathematics 2018-10-12 Gustav Kettil , Axel Målqvist , Andreas Mark , Mats Fredlund , Kenneth Wester , Fredrik Edelvik

This paper is devoted to the multigrid convergence analysis for the linear systems arising from the conforming linear finite element discretization of the second order elliptic equations with anisotropic diffusion. The multigrid convergence…

Numerical Analysis · Mathematics 2011-05-09 Guozhu Yu , Jinchao Xu , Ludmil Zikatanov