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Stochastic gradient descent (SGD) is a popular stochastic optimization method in machine learning. Traditional parallel SGD algorithms, e.g., SimuParallel SGD, often require all nodes to have the same performance or to consume equal…

Machine Learning · Computer Science 2017-08-17 Cheng Daning , Li Shigang , Zhang Yunquan

Entropy regularized Markov decision processes have been widely used in reinforcement learning. This paper is concerned with the primal-dual formulation of the entropy regularized problems. Standard first-order methods suffer from slow…

Optimization and Control · Mathematics 2023-06-13 Haoya Li , Hsiang-fu Yu , Lexing Ying , Inderjit Dhillon

This paper studies the continuous-time dynamics generated by control-theoretic Lagrangian methods for equality-constrained optimization. In particular, we consider dynamics induced by proportional-integral and feedback linearization…

Optimization and Control · Mathematics 2026-05-26 Simone Pirrera , Francesco Ripa , Daniele Astolfi , Vito Cerone , Sophie M. Fosson , Diego Regruto

In this paper, a projected primal-dual gradient flow of augmented Lagrangian is presented to solve convex optimization problems that are not necessarily strictly convex. The optimization variables are restricted by a convex set with…

Optimization and Control · Mathematics 2018-10-31 Han Zhang , Jieqiang Wei , Peng Yi , Xiaoming Hu

A stable numerical solution of the steady Stokes problem requires compatibility between the choice of velocity and pressure approximation that has traditionally proven problematic for meshless methods. In this work, we present a…

Numerical Analysis · Mathematics 2016-11-15 Nathaniel Trask , Martin Maxey , Xiaozhe Hu

In this work, we consider methods for solving large-scale optimization problems with a possibly nonsmooth objective function. The key idea is to first specify a class of optimization algorithms using a generic iterative scheme involving…

Optimization and Control · Mathematics 2020-02-19 Sebastian Banert , Axel Ringh , Jonas Adler , Johan Karlsson , Ozan Öktem

We present the second-order multidimensional Staggered Grid Hydrodynamics Residual Distribution (SGH RD) scheme for Lagrangian hydrodynamics. The SGH RD scheme is based on the staggered finite element discretizations as in [Dobrev et al.,…

Numerical Analysis · Mathematics 2018-11-02 R. Abgrall , K. Lipnikov , N. Morgan , S. Tokareva

In [L. Chen and R. Li, Journal of Scientific Computing, Vol. 68, pp. 1172--1197, (2016)], an integrated linear reconstruction was proposed for finite volume methods on unstructured grids. However, the geometric hypothesis of the mesh to…

Numerical Analysis · Mathematics 2018-04-24 Li Chen , Guanghui Hu , Ruo Li

This manuscript presents an approach for simultaneously optimizing the connectivity and elevation of grid-shell structures acting in pure compression (or pure tension) under the combined effects of a prescribed external loading and the…

Computational Engineering, Finance, and Science · Computer Science 2025-05-14 Helen E. Fairclough , Karol Bolbotowski , Linwei He , Andrew Liew , Matthew Gilbert

This paper develops a primal-dual dynamical system where the coefficients are designed in closed-loop way for solving a convex optimization problem with linear equality constraints. We first introduce a ``second-order primal" +…

Optimization and Control · Mathematics 2026-03-03 Huan Zhang , Xiangkai Sun , Shengjie Li , Kok Lay Teo

We investigate the distributed multi-agent sharing optimization problem in a directed graph, with a composite objective function consisting of a smooth function plus a convex (possibly non-smooth) function shared by all agents. While…

Optimization and Control · Mathematics 2024-06-21 Sajad Zandi , Mehdi Korki

In this paper, we propose two novel non-stationary first-order primal-dual algorithms to solve nonsmooth composite convex optimization problems. Unlike existing primal-dual schemes where the parameters are often fixed, our methods use…

Optimization and Control · Mathematics 2020-07-13 Quoc Tran-Dinh , Yuzixuan Zhu

In this work, we focus on the numerical approximation of the shallow water equations in two space dimensions. Our aim is to propose a well-balanced, all-regime and positive scheme. By well-balanced, it is meant that the scheme is able to…

Numerical Analysis · Mathematics 2019-02-05 Christophe Chalons , Samuel Kokh , Maxime Stauffert

Invariant discretization schemes are derived for the one- and two-dimensional shallow-water equations with periodic boundary conditions. While originally designed for constructing invariant finite difference schemes, we extend the usage of…

Mathematical Physics · Physics 2013-01-04 Alexander Bihlo , Roman O. Popovych

Modeling a high-dimensional Hamiltonian system in reduced dimensions with respect to coarse-grained (CG) variables can greatly reduce computational cost and enable efficient bottom-up prediction of main features of the system for many…

Computational Engineering, Finance, and Science · Computer Science 2021-04-09 Shu Wang , Zhan Ma , Wenxiao Pan

We develop a novel randomised block coordinate primal-dual algorithm for a class of non-smooth ill-posed convex programs. Lying in the midway between the celebrated Chambolle-Pock primal-dual algorithm and Tseng's accelerated proximal…

Optimization and Control · Mathematics 2023-08-03 Mathias Staudigl , Paulin Jacquot

Discrete unified gas-kinetic scheme (DUGKS) is a multi-scale numerical method for flows from continuum limit to free molecular limit, and is especially suitable for the simulation of multi-scale flows, benefiting from its multi-scale…

Computational Physics · Physics 2025-04-07 Jianfeng Chen , Sha Liu , Yong Wang , Chengwen Zhong

A new framework is proposed for analyzing staggered-grid finite difference finite volume methods on unstructured meshes. The new framework employs the concept of external approximation of function spaces, and gauge convergence of numerical…

Numerical Analysis · Mathematics 2016-02-15 Qingshan Chen

Generalisability and the consistency of the a posteriori results are the most critical points of view regarding data-driven turbulence models. This study presents a progressive improvement of turbulence models using simulation-driven…

Fluid Dynamics · Physics 2025-03-26 M. J. Rincón , A. Amarloo , M. Reclari , X. I. A. Yang , M. Abkar

This paper studies the primal-dual convergence and iteration-complexity of proximal bundle methods for solving nonsmooth problems with convex structures. More specifically, we develop a family of primal-dual proximal bundle methods for…

Optimization and Control · Mathematics 2025-09-26 Jiaming Liang