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Projection-based reduced order models are effective at approximating parameter-dependent differential equations that are parametrically separable. When parametric separability is not satisfied, which occurs in both linear and nonlinear…

Numerical Analysis · Mathematics 2021-10-22 Peter Sentz , Kristian Beckwith , Eric C. Cyr , Luke N. Olson , Ravi Patel

We consider optimization problems that arise when estimating a set of unknown parameters from experimental data, particularly in the context of nuclear density functional theory. We examine the cost of not having derivatives of these…

Computational Physics · Physics 2015-02-06 Stefan M. Wild , Jason Sarich , Nicolas Schunck

This paper introduces a coordinate descent version of the V\~u-Condat algorithm. By coordinate descent, we mean that only a subset of the coordinates of the primal and dual iterates is updated at each iteration, the other coordinates being…

Optimization and Control · Mathematics 2019-01-17 Olivier Fercoq , Pascal Bianchi

The convex feasibility problem (CFP) is at the core of the modeling of many problems in various areas of science. Subgradient projection methods are important tools for solving the CFP because they enable the use of subgradient calculations…

Optimization and Control · Mathematics 2017-03-06 Yair Censor , Daniel Reem

Numerous Optimization Algorithms have a time-varying update rule thanks to, for instance, a changing step size, momentum parameter or, Hessian approximation. In this paper, we apply unrolled or automatic differentiation to a time-varying…

Optimization and Control · Mathematics 2024-10-28 Sheheryar Mehmood , Peter Ochs

Derivative-free optimization algorithms are particularly useful for tackling blackbox optimization problems where the objective function arises from complex and expensive procedures that preclude the use of classical gradient-based methods.…

Optimization and Control · Mathematics 2026-03-31 El Houcine Bergou , Youssef Diouane , Vyacheslav Kungurtsev , Clément W. Royer

Image reconstruction in Multispectral Computed Tomography (MSCT) requires solving a challenging nonlinear inverse problem, commonly tackled via iterative optimization algorithms. Existing methods necessitate computing the derivative of the…

Numerical Analysis · Mathematics 2024-02-20 Thomas Prohaszka , Lukas Neumann , Markus Haltmeier

We aim at computing the derivative of the solution to a parametric optimization problem with respect to the involved parameters. For a class broader than that of strongly convex functions, this can be achieved by automatic differentiation…

Optimization and Control · Mathematics 2019-10-15 Sheheryar Mehmood , Peter Ochs

In this paper (part 1), we describe a derivative-free trust-region method for solving unconstrained optimization problems. We will discuss a method when we relax the model order assumption and use artificial neural network techniques to…

Optimization and Control · Mathematics 2020-05-26 Mostafa Rezapour , Thomas Asaki

In this paper we consider a composite optimization problem that minimizes the sum of a weakly smooth function and a convex function with either a bounded domain or a uniformly convex structure. In particular, we first present a…

Optimization and Control · Mathematics 2023-05-30 Masaru Ito , Zhaosong Lu , Chuan He

This article aims to demonstrate and discuss the applications of automatic differentiation (AD) for finding derivatives in PDE-constrained optimization problems and Jacobians in non-linear finite element analysis. The main idea is to…

Numerical Analysis · Mathematics 2025-06-03 Julian Andrej , Tzanio Kolev , Boyan Lazarov

We consider the unconstrained optimization problem whose objective function is composed of a smooth and a non-smooth conponents where the smooth component is the expectation a random function. This type of problem arises in some interesting…

Optimization and Control · Mathematics 2011-07-01 Qihang Lin , Xi Chen , Javier Pena

We present a stochastic descent algorithm for unconstrained optimization that is particularly efficient when the objective function is slow to evaluate and gradients are not easily obtained, as in some PDE-constrained optimization and…

Optimization and Control · Mathematics 2024-07-08 David Kozak , Stephen Becker , Alireza Doostan , Luis Tenorio

Modern day engineering problems are ubiquitously characterized by sophisticated computer codes that map parameters or inputs to an underlying physical process. In other situations, experimental setups are used to model the physical process…

Machine Learning · Statistics 2021-07-02 Raphael Gautier , Piyush Pandita , Sayan Ghosh , Dimitri Mavris

To reduce the x-ray dose in computerized tomography (CT), many constrained optimization approaches have been proposed aiming at minimizing a regularizing function that measures lack of consistency with some prior knowledge about the object…

Medical Physics · Physics 2017-04-05 Edgar Garduño , Gabor T. Herman

We study the approximation of general multiobjective optimization problems with the help of scalarizations. Existing results state that multiobjective minimization problems can be approximated well by norm-based scalarizations. However, for…

Optimization and Control · Mathematics 2023-05-25 Stephan Helfrich , Arne Herzel , Stefan Ruzika , Clemens Thielen

In this paper, we deal with multiobjective composite optimization problems, where each objective function is a combination of smooth and possibly non-smooth functions. We first propose a parameter-dependent conditional gradient method to…

Optimization and Control · Mathematics 2024-10-25 Wang Chen , Liping Tang , Xinmin Yang

Shape calculus concerns the calculation of directional derivatives of some quantity of interest, typically expressed as an integral. This article introduces a type of shape calculus based on localized dilation of boundary faces through…

Numerical Analysis · Mathematics 2023-05-29 Martin Berggren

The classification of complex data usually requires the composition of processing steps. Here, a major challenge is the selection of optimal algorithms for preprocessing and classification (including parameterizations). Nowadays, parts of…

Machine Learning · Computer Science 2018-01-17 Mario Michael Krell

Derivative-free optimization (DFO) is the mathematical study of the optimization algorithms that do not use derivatives. One branch of DFO focuses on model-based DFO methods, where an approximation of the objective function is used to guide…

Numerical Analysis · Mathematics 2016-12-16 Warren Hare