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For many applications in signal processing and machine learning, we are tasked with minimizing a large sum of convex functions subject to a large number of convex constraints. In this paper, we devise a new random projection method (RPM) to…

Optimization and Control · Mathematics 2024-04-08 Zhichun Yang , Fu-quan Xia , Kai Tu , Man-Chung Yue

The accuracy of the reduced-order model (ROM) mainly depends on the selected basis. Therefore, it is essential to compute an appropriate basis with an efficient numerical procedure when applying ROM to nonlinear problems. In this paper, we…

Numerical Analysis · Mathematics 2021-05-05 Jun-Geol Ahn , Hyun-Ik Yang , Jin-Gyun Kim

We present a class of reduced basis (RB) methods for the iterative solution of parametrized symmetric positive-definite (SPD) linear systems. The essential ingredients are a Galerkin projection of the underlying parametrized system onto a…

Numerical Analysis · Mathematics 2018-04-18 Ngoc-Cuong Nguyen , Yanlai Chen

Offline model-based optimization (MBO) aims to identify a design that maximizes a black-box function using only a fixed, pre-collected dataset of designs and their corresponding scores. A common approach in offline MBO is to train a…

Machine Learning · Computer Science 2025-05-05 Rong-Xi Tan , Ke Xue , Shen-Huan Lyu , Haopu Shang , Yao Wang , Yaoyuan Wang , Sheng Fu , Chao Qian

Reduced basis methods build low-rank approximation spaces for the solution sets of parameterized PDEs by computing solutions of the given PDE for appropriately selected snapshot parameters. Localized reduced basis methods reduce the offline…

Numerical Analysis · Mathematics 2021-06-09 Martin J. Gander , Stephan Rave

Reduced-basis methods (RB methods or RBMs) form one of the most promising techniques to deliver numerical solutions of parametrized PDEs in real-time performance with reasonable accuracy. For incompressible flow problems, RBMs based on LBB…

Numerical Analysis · Mathematics 2019-01-30 Eivind Fonn , Harald van Brummelen , Trond Kvamsdal , Adil Rasheed

Reduced order models, in particular the reduced basis method, rely on empirically built and problem dependent basis functions that are constructed during an off-line stage. In the on-line stage, the precomputed problem-dependent solution…

Numerical Analysis · Mathematics 2012-12-07 Yvon Maday , Benjamin Stamm

The construction of local reduced-order models via multiscale basis functions has been an area of active research. In this paper, we propose online multiscale basis functions which are constructed using the offline space and the current…

Numerical Analysis · Mathematics 2015-01-20 Eric T. Chung , Yalchin Efendiev , Wing Tat Leung

We present a reduced basis (RB) method for parametrized linear elliptic partial differential equations (PDEs) in a least-squares finite element framework. A rigorous and reliable error estimate is developed, and is shown to bound the error…

Numerical Analysis · Mathematics 2020-09-24 Jehanzeb Hameed Chaudhry , Luke N. Olson , Peter Sentz

Random Batch Methods (RBM) for mean-field interacting particle systems enable the reduction of the quadratic computational cost associated with particle interactions to a near-linear cost. The essence of these algorithms lies in the random…

Numerical Analysis · Mathematics 2024-01-02 Lorenzo Pareschi , Mattia Zanella

We investigate model reduction of parametric linear time-invariant (LTI) dynamical systems. When posed in the frequency domain, this problem can be formulated as seeking a low-order rational function approximation of a high-order rational…

Numerical Analysis · Mathematics 2026-01-01 Filip Bělík , Yanlai Chen , Akil Narayan

We develop and analyze a nonlinear reduced basis (RB) method for parametrized elliptic partial differential equations based on a binary-tree partition of the parameter domain into tensor-product structured subdomains. Each subdomain is…

Numerical Analysis · Mathematics 2025-11-04 Mohamed Barakat , Diane Guignard

This paper proposes a unified approach for designing stochastic optimization algorithms that robustly scale to the federated learning setting. Our work studies a class of Majorize-Minimization (MM) problems, which possesses a linearly…

Machine Learning · Computer Science 2025-07-24 Aymeric Dieuleveut , Gersende Fort , Mahmoud Hegazy , Hoi-To Wai

The radiative transfer equation (RTE) is a fundamental mathematical model to describe physical phenomena involving the propagation of radiation and its interactions with the host medium. Deterministic methods can produce accurate solutions…

Numerical Analysis · Mathematics 2025-12-18 Kimberly Matsuda , Yanlai Chen , Yingda Cheng , Fengyan Li

Offline model-based optimization (MBO) aims to maximize a black-box objective function using only an offline dataset of designs and scores. These tasks span various domains, such as robotics, material design, and protein and molecular…

Machine Learning · Computer Science 2025-04-18 Ye Yuan , Youyuan Zhang , Can Chen , Haolun Wu , Zixuan Li , Jianmo Li , James J. Clark , Xue Liu

In many applications, projection-based reduced-order models (ROMs) have demonstrated the ability to provide rapid approximate solutions to high-fidelity full-order models (FOMs). However, there is no a priori assurance that these…

Numerical Analysis · Computer Science 2020-04-22 Philip A. Etter , Kevin T. Carlberg

This work introduces a reduced order modeling (ROM) framework for the solution of parameterized second-order linear elliptic partial differential equations formulated on unfitted geometries. The goal is to construct efficient…

Numerical Analysis · Mathematics 2025-10-14 Margarita Chasapi , Pablo Antolin , Annalisa Buffa

Offline reinforcement learning and offline inverse reinforcement learning aim to recover near-optimal value functions or reward models from a fixed batch of logged trajectories, yet current practice still struggles to enforce Bellman…

Machine Learning · Computer Science 2026-01-27 Enoch H. Kang , Kyoungseok Jang

The "classical" (weak) greedy algorithm is widely used within model order reduction in order to compute a reduced basis in the offline training phase: An a posteriori error estimator is maximized and the snapshot corresponding to the…

Numerical Analysis · Mathematics 2026-05-27 Niklas Reich , Karsten Urban , Jürgen Vorloeper

Reward function is essential in reinforcement learning (RL), serving as the guiding signal to incentivize agents to solve given tasks, however, is also notoriously difficult to design. In many cases, only imperfect rewards are available,…

Machine Learning · Computer Science 2023-02-06 Jianxiong Li , Xiao Hu , Haoran Xu , Jingjing Liu , Xianyuan Zhan , Qing-Shan Jia , Ya-Qin Zhang