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Algorithms for bilevel optimization often encounter Hessian computations, which are prohibitive in high dimensions. While recent works offer first-order methods for unconstrained bilevel problems, the constrained setting remains relatively…

Optimization and Control · Mathematics 2025-04-22 Guy Kornowski , Swati Padmanabhan , Kai Wang , Zhe Zhang , Suvrit Sra

The least squares method allows fitting parameters of a mathematical model from experimental data. This article proposes a general approach of this method. After introducing the method and giving a formal definition, the transitivity of the…

Optimization and Control · Mathematics 2015-02-27 Benjamin Lenoir

Optimization problems constrained by partial differential equations (PDEs) naturally arise in scientific computing, as those constraints often model physical systems or the simulation thereof. In an implicitly constrained approach, the…

Optimization and Control · Mathematics 2024-09-17 Akwum Onwunta , Clément W. Royer

In this paper, a piecewise quadratic nonconforming finite element method on rectangular grids for a fourth-order elliptic singular perturbation problem is presented. This proposed method is robustly convergent with respect to the…

Numerical Analysis · Mathematics 2020-06-30 Huilan Zeng , Chen-Song Zhang , Shuo Zhang

A first-order system least squares formulation for the sea-ice dynamics is presented. In addition to the displacement field, the stress tensor is used as a variable. As finite element spaces, standard conforming piecewise polynomials for…

Numerical Analysis · Mathematics 2018-09-06 Fleurianne Bertrand

We use the linear scalar SDE as a test problem to show that it is possible to construct almost sure stable first-order weak balanced schemes based on the addition of stabilizing functions to the drift terms. Then, we design balanced schemes…

Probability · Mathematics 2014-08-26 H. A. Mardones , C. M. Mora

This paper studies an unsupervised deep learning-based numerical approach for solving partial differential equations (PDEs). The approach makes use of the deep neural network to approximate solutions of PDEs through the compositional…

Machine Learning · Computer Science 2020-08-26 Zhiqiang Cai , Jingshuang Chen , Min Liu , Xinyu Liu

Invex programs are a special kind of non-convex problems which attain global minima at every stationary point. While classical first-order gradient descent methods can solve them, they converge very slowly. In this paper, we propose new…

Optimization and Control · Mathematics 2023-07-11 Adarsh Barik , Suvrit Sra , Jean Honorio

We derive several numerical methods for designing optimized first-order algorithms in unconstrained convex optimization settings. Our methods are based on the Performance Estimation Problem (PEP) framework, which casts the worst-case…

Optimization and Control · Mathematics 2025-07-29 Yassine Kamri , Julien M. Hendrickx , François Glineur

We propose and analyze a discontinuous least squares finite element method for solving the indefinite time-harmonic Maxwell equations. The scheme is based on the $L^2$ norm least squares functional with the weak imposition of the continuity…

Numerical Analysis · Mathematics 2020-07-15 Ruo Li , Qicheng Liu , Fanyi Yang

In this work, we consider a connected network of finitely many agents working cooperatively to solve a min-max problem with convex-concave structure. We propose a decentralised first-order algorithm which can be viewed as a non-trivial…

Optimization and Control · Mathematics 2026-01-21 Yura Malitsky , Matthew K. Tam

In this work, we study first-order algorithms for solving Bilevel Optimization (BO) where the objective functions are smooth but possibly nonconvex in both levels and the variables are restricted to closed convex sets. As a first step, we…

Optimization and Control · Mathematics 2024-02-13 Jeongyeol Kwon , Dohyun Kwon , Stephen Wright , Robert Nowak

We consider the numerical solution of an abstract operator equation $Bu=f$ by using a least-squares approach. We assume that $B: X \to Y^*$ is an isomorphism, and that $A : Y \to Y^*$ implies a norm in $Y$, where $X$ and $Y$ are Hilbert…

Numerical Analysis · Mathematics 2023-09-26 Christian Köthe , Richard Löscher , Olaf Steinbach

We revisit a formulation technique for inequality constrained optimization problems that has been known for decades: the substitution of squared variables for nonnegative variables. Using this technique, inequality constraints are converted…

Optimization and Control · Mathematics 2024-11-07 Lijun Ding , Stephen J. Wright

We present two kinds of lowest-order virtual element methods for planar linear elasticity problems. For the first one we use the nonconforming virtual element method with a stabilizing term. It can be interpreted as a modification of the…

Numerical Analysis · Mathematics 2022-01-19 Do Y. Kwak , Hyeokjoo Park

In this article, a posteriori error analysis of the elliptic obstacle problem is addressed using hybrid high-order methods. The method involve cell unknowns represented by degree-$r$ polynomials and face unknowns represented by degree-$s$…

Numerical Analysis · Mathematics 2024-05-09 Kamana Porwal , Ritesh Singla

This paper presents a first-order {distributed continuous-time algorithm} for computing the least-squares solution to a linear equation over networks. Given the uniqueness of the solution, with nonintegrable and diminishing step size,…

Systems and Control · Computer Science 2018-08-14 Yang Liu , Youcheng Lou , Brian D. O. Anderson , Guodong Shi

Modern large-scale statistical models require to estimate thousands to millions of parameters. This is often accomplished by iterative algorithms such as gradient descent, projected gradient descent or their accelerated versions. What are…

Machine Learning · Statistics 2020-03-04 Michael Celentano , Andrea Montanari , Yuchen Wu

Gradient methods are widely used in optimization problems. In practice, while the smoothness parameter can be estimated utilizing techniques such as backtracking, estimating the strong convexity parameter remains a challenge; moreover, even…

Optimization and Control · Mathematics 2026-02-17 Xiaozhe Hu , Sara Pollock , Zhongqin Xue , Yunrong Zhu

We propose a new methodology to design first-order methods for unconstrained strongly convex problems. Specifically, instead of tackling the original objective directly, we construct a shifted objective function that has the same minimizer…

Machine Learning · Computer Science 2020-10-22 Kaiwen Zhou , Anthony Man-Cho So , James Cheng