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We develop a new Riemannian descent algorithm that relies on momentum to improve over existing first-order methods for geodesically convex optimization. In contrast, accelerated convergence rates proved in prior work have only been shown to…

Optimization and Control · Mathematics 2021-02-16 Foivos Alimisis , Antonio Orvieto , Gary Bécigneul , Aurelien Lucchi

Minimax optimization problems have attracted a lot of attention over the past few years, with applications ranging from economics to machine learning. While advanced optimization methods exist for such problems, characterizing their…

Machine Learning · Computer Science 2024-02-21 Enea Monzio Compagnoni , Antonio Orvieto , Hans Kersting , Frank Norbert Proske , Aurelien Lucchi

We consider a linear symmetric and elliptic PDE and a linear goal functional. We design and analyze a goal-oriented adaptive finite element method, which steers the adaptive mesh-refinement as well as the approximate solution of the arising…

Numerical Analysis · Mathematics 2024-01-12 Roland Becker , Gregor Gantner , Michael Innerberger , Dirk Praetorius

We study solution techniques for an evolution equation involving second order derivative in time and the spectral fractional powers, of order $s \in (0,1)$, of symmetric, coercive, linear, elliptic, second-order operators in bounded domains…

Numerical Analysis · Mathematics 2018-06-18 Lehel Banjai , Enrique Otarola

The work provides an integrated pipeline for the model order reduction of turbulent flows around parametrised geometries in aerodynamics. In particular, Free-Form Deformation is applied for geometry parametrisation, whereas two different…

Numerical Analysis · Mathematics 2018-03-15 F. Salmoiraghi , A. Scardigli , H. Telib , G. Rozza

Despite their frequent slow convergence, proximal gradient schemes are widely used in large-scale optimization tasks due to their tremendous stability, scalability, and ease of computation. In this paper, we develop and investigate a…

Computation · Statistics 2025-08-19 Nicholas C. Henderson , Ravi Varadhan

A variational formulation for accelerated optimization on normed vector spaces was recently introduced in Wibisono et al., and later generalized to the Riemannian manifold setting in Duruisseaux and Leok. This variational framework was…

Numerical Analysis · Mathematics 2022-05-18 Valentin Duruisseaux , Melvin Leok

We consider infinite-dimensional Bayesian linear inverse problems governed by time-dependent partial differential equations (PDEs) and develop a mathematical and computational framework for optimal design of mobile sensor paths in this…

Optimization and Control · Mathematics 2026-01-22 J. Nicholas Neuberger , Alen Alexanderian , Bart van Bloemen Waanders , Ahmed Attia

Riemannian submanifold optimization with momentum is computationally challenging because, to ensure that the iterates remain on the submanifold, we often need to solve difficult differential equations. Here, we simplify such difficulties…

Machine Learning · Statistics 2024-03-19 Wu Lin , Valentin Duruisseaux , Melvin Leok , Frank Nielsen , Mohammad Emtiyaz Khan , Mark Schmidt

The integral equation approach to partial differential equations (PDEs) provides significant advantages in the numerical solution of the incompressible Navier-Stokes equations. In particular, the divergence-free condition and boundary…

Numerical Analysis · Mathematics 2020-02-26 Ludvig af Klinteberg , Travis Askham , Mary Catherine Kropinski

In this paper, we propose a PDE-based optimization motivated by the problem of microfluidic heat transfer to finding the optimal incompressible velocity fields in 2D domain. To solve this optimization model, we use spectral method to…

Dynamical Systems · Mathematics 2022-08-09 Yunfei Song

We formulate a class of velocity-free finite-particle methods for mass transport problems based on a time-discrete incremental variational principle that combines entropy and the cost of particle transport, as measured by the Wasserstein…

Computational Physics · Physics 2023-05-10 Anna Pandolfi , Laurent Stainier , Michael Ortiz

We present a homotopic approach to solving challenging, optimization-based motion planning problems. The approach uses Homotopy Optimization, which, unlike standard continuation methods for solving homotopy problems, solves a sequence of…

Robotics · Computer Science 2024-08-23 Shayan Pardis , Matthew Chignoli , Sangbae Kim

In the present work, a multi-scale framework for neural network enhanced methods is proposed for approximation of function and solution of partial differential equations (PDEs). By introducing the multi-scale concept, the total solution of…

Numerical Analysis · Mathematics 2022-09-07 Xiaodan Ren

We propose an adaptive smoothing algorithm based on Nesterov's smoothing technique in \cite{Nesterov2005c} for solving "fully" nonsmooth composite convex optimization problems. Our method combines both Nesterov's accelerated proximal…

Optimization and Control · Mathematics 2016-07-05 Quoc Tran-Dinh

We develop a fast and scalable computational framework to solve large-scale and high-dimensional Bayesian optimal experimental design problems. In particular, we consider the problem of optimal observation sensor placement for Bayesian…

Numerical Analysis · Mathematics 2020-11-09 Keyi Wu , Peng Chen , Omar Ghattas

Inspired by the matching of supply to demand in logistical problems, the optimal transport (or Monge--Kantorovich) problem involves the matching of probability distributions defined over a geometric domain such as a surface or manifold. In…

Optimization and Control · Mathematics 2018-05-02 Justin Solomon

In recent years, deep learning has achieved remarkable success in various fields such as image recognition, natural language processing, and speech recognition. The effectiveness of deep learning largely depends on the optimization methods…

Machine Learning · Computer Science 2023-04-25 David Shulman

Derivative-free optimization (DFO) has recently gained a lot of momentum in machine learning, spawning interest in the community to design faster methods for problems where gradients are not accessible. While some attention has been given…

Optimization and Control · Mathematics 2020-08-04 Yuwen Chen , Antonio Orvieto , Aurelien Lucchi

In the present work, a new computational framework for structural topology optimization based on the concept of moving deformable components is proposed. Compared with the traditional pixel or node point-based solution framework, the…

Computational Engineering, Finance, and Science · Computer Science 2015-06-23 Xu Guo , Weisheng Zhang , Wenliang Zhong
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