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In this paper, we propose a framework based on sum-of-squares programming to design iterative first-order optimization algorithms for smooth and strongly convex problems. Our starting point is to develop a polynomial matrix inequality as a…

Optimization and Control · Mathematics 2018-09-25 Mahyar Fazlyab , Manfred Morari , Victor M. Preciado

The primary focus of this paper is on designing an inexact first-order algorithm for solving constrained nonlinear optimization problems. By controlling the inexactness of the subproblem solution, we can significantly reduce the…

Optimization and Control · Mathematics 2019-11-19 Hao Wang , Fan Zhang , Jiashan Wang , Yuyang Rong

The a posteriori error estimator using the least-squares functional can be used for adaptive mesh refinement and error control even if the numerical approximations are not obtained from the corresponding least-squares method. This suggests…

Numerical Analysis · Mathematics 2024-07-19 Ziyan Li , Shun Zhang

In this paper we propose a variant of the linear least squares model allowing practitioners to partition the input features into groups of variables that they require to contribute similarly to the final result. The output allows…

Machine Learning · Computer Science 2024-07-17 Roberto Esposito , Mattia Cerrato , Marco Locatelli

On solving a convex-concave bilinear saddle-point problem (SPP), there have been many works studying the complexity results of first-order methods. These results are all about upper complexity bounds, which can determine at most how many…

Optimization and Control · Mathematics 2018-08-10 Yuyuan Ouyang , Yangyang Xu

In this paper, it is shown that any well-posed 2nd order PDE can be reformulated as a well-posed first order least squares system. This system will be solved by an adaptive wavelet solver in optimal computational complexity. The…

Numerical Analysis · Mathematics 2017-11-17 Nikolaos Rekatsinas , Rob Stevenson

A nonlinear sea-ice problem is considered in a least-squares finite element setting. The corresponding variational formulation approximating simultaneously the stress tensor and the velocity is analysed. In particular, the least-squares…

Numerical Analysis · Mathematics 2023-05-22 Fleurianne Bertrand , Henrik Schneider

In this paper, we study the least-squares finite element methods (LSFEM) for the linear hyperbolic transport equations. The linear transport equation naturally allows discontinuous solutions and discontinuous inflow conditions, while the…

Numerical Analysis · Mathematics 2019-07-12 Qunjie Liu , Shun Zhang

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

First-order methods for minimization and saddle point (min-max) problems are widely used for solving large-scale problems, in particular arising in machine learning. The majority of works obtain favorable complexity guarantees of such…

We propose a new least squares finite element method to solve the Stokes problem with two sequential steps. The approximation spaces are constructed by patch reconstruction with one unknown per element. For the first step, we reconstruct an…

Numerical Analysis · Mathematics 2020-03-05 Ruo Li , Fanyi Yang

In this paper we discuss spectral properties of operators associated with the least-squares finite element approximation of elliptic partial differential equations. The convergence of the discrete eigenvalues and eigenfunctions towards the…

Numerical Analysis · Mathematics 2020-02-20 Fleurianne Bertrand , Daniele Boffi

We study the performance of first- and second-order optimization methods for l1-regularized sparse least-squares problems as the conditioning of the problem changes and the dimensions of the problem increase up to one trillion. A rigorously…

Optimization and Control · Mathematics 2015-12-16 Kimon Fountoulakis , Jacek Gondzio

We introduce novel a posteriori error indicators for a nonlinear least-squares solver for smooth solutions of the Monge--Amp\`ere equation on convex polygonal domains in $\mathbb{R}^2$. At each iteration, our iterative scheme decouples the…

Numerical Analysis · Mathematics 2025-09-09 Alexandre Caboussat , Anna Peruso , Marco Picasso

Many recent studies on first-order methods (FOMs) focus on \emph{composite non-convex non-smooth} optimization with linear and/or nonlinear function constraints. Upper (or worst-case) complexity bounds have been established for these…

Optimization and Control · Mathematics 2023-07-18 Wei Liu , Qihang Lin , Yangyang Xu

We construct least squares formulations of PDEs with inhomogeneous essential boundary conditions, where boundary residuals are not measured in unpractical fractional Sobolev norms, but which formulations nevertheless are shown to yield a…

Numerical Analysis · Mathematics 2025-05-12 Harald Monsuur , Robin Smeets , Rob Stevenson

We discretize the Lagrange multiplier formulation of the obstacle problem by mixed and stabilized finite element methods. A priori and a posteriori error estimates are derived and numerically verified.

Numerical Analysis · Mathematics 2017-11-16 Tom Gustafsson , Rolf Stenberg , Juha Videman

In this paper, we study least-squares finite element methods (LSFEM) for general second-order elliptic equations with nonconforming finite element approximations. The equation may be indefinite. For the two-field potential-flux div LSFEM…

Numerical Analysis · Mathematics 2022-05-06 Yuxiang Liang , Shun Zhang

We analyze a simple prefiltered variation of the least squares estimator for the problem of estimation with biased, semi-parametric noise, an error model studied more broadly in causal statistics and active learning. We prove an oracle…

Machine Learning · Computer Science 2019-02-05 Max Simchowitz , Ross Boczar , Benjamin Recht

We construct a consistent multiplier free method for the finite element solution of the obstacle problem. The method is based on an augmented Lagrangian formulation in which we eliminate the multiplier by use of its definition in a discrete…

Numerical Analysis · Mathematics 2016-11-23 Erik Burman , Peter Hansbo , Mats G. Larson , Rolf Stenberg