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We study first-order optimization methods obtained by discretizing ordinary differential equations (ODEs) corresponding to Nesterov's accelerated gradient methods (NAGs) and Polyak's heavy-ball method. We consider three discretization…

Optimization and Control · Mathematics 2019-11-05 Bin Shi , Simon S. Du , Weijie J. Su , Michael I. Jordan

Shape optimization models with one or more shapes are considered in this chapter. Of particular interest for applications are problems in which where a so-called shape functional is constrained by a partial differential equation (PDE)…

Optimization and Control · Mathematics 2021-07-19 Caroline Geiersbach , Estefania Loayza-Romero , Kathrin Welker

Estimating parameters of Partial Differential Equations (PDEs) is of interest in a number of applications such as geophysical and medical imaging. Parameter estimation is commonly phrased as a PDE-constrained optimization problem that can…

Numerical Analysis · Mathematics 2018-10-15 Samy Wu Fung , Lars Ruthotto

Ever since the original algorithm by Nesterov (1983), the true nature of the acceleration phenomenon has remained elusive, with various interpretations of why the method is actually faster. The diagnosis of the algorithm through the lens of…

Systems and Control · Electrical Eng. & Systems 2025-09-24 M Parimi , Rachit Mehra , S. R. Wagh , Amol Yerudkar , Navdeep Singh

We analyze a modified version of Nesterov accelerated gradient algorithm, which applies to affine fixed point problems with non self-adjoint matrices, such as the ones appearing in the theory of Markov decision processes with discounted or…

Optimization and Control · Mathematics 2021-07-05 Marianne Akian , Stéphane Gaubert , Zheng Qu , Omar Saadi

We design and analyze a novel accelerated gradient-based algorithm for a class of bilevel optimization problems. These problems have various applications arising from machine learning and image processing, where optimal solutions of the two…

Optimization and Control · Mathematics 2023-11-20 Sepideh Samadi , Daniel Burbano , Farzad Yousefian

Finite dimensional solutions to a class of stochastic partial differential equations are obtained extending the differential constraints method for deterministic PDE to the stochastic framework. A geometrical reformulation of the stochastic…

Probability · Mathematics 2017-12-25 Francesco C. De Vecchi

We consider unconstrained randomized optimization of convex objective functions. We analyze the Random Pursuit algorithm, which iteratively computes an approximate solution to the optimization problem by repeated optimization over a…

Optimization and Control · Mathematics 2012-05-25 Sebastian U. Stich , Christian L. Müller , Bernd Gärtner

Elliptic partial differential equations (PDEs) with discontinuous diffusion coefficients occur in application domains such as diffusions through porous media, electro-magnetic field propagation on heterogeneous media, and diffusion…

Numerical Analysis · Mathematics 2015-01-20 Andrea Bonito , Ronald A. DeVore , Ricardo H. Nochetto

This work extends our previous study from S. Shrestha et al. (2024) by introducing a new abstract framework for Variational Multiscale (VMS) methods at the discrete level. We introduce the concept of what we define as the optimal projector…

Numerical Analysis · Mathematics 2025-03-04 Suyash Shrestha , Marc Gerritsma , Gonzalo Rubio , Steven Hulshoff , Esteban Ferrer

Non-convex optimization problems have multiple local optimal solutions. Non-convex optimization problems are commonly found in numerous applications. One of the methods recently proposed to efficiently explore multiple local optimal…

Optimization and Control · Mathematics 2022-01-31 Mohamed Tarek , Yijiang Huang

Geometry optimization is an important part of both computational materials and surface science because it is the path to finding ground state atomic structures and reaction pathways. These properties are used in the estimation of…

Materials Science · Physics 2021-07-07 Yilin Yang , Omar A. Jimenez-Negron , John R. Kitchin

The dynamical formulation of optimal transport, also known as Benamou-Brenier formulation or Computational Fluid Dynamics formulation, amounts to write the optimal transport problem as the optimization of a convex functional under a PDE…

Numerical Analysis · Mathematics 2020-05-25 Hugo Lavenant

In scientific and engineering applications, solving partial differential equations (PDEs) across various parameters and domains normally relies on resource-intensive numerical methods. Neural operators based on deep learning offered a…

Numerical Analysis · Mathematics 2024-06-21 Zhiwei Zhao , Changqing Liu , Yingguang Li , Zhibin Chen , Xu Liu

We propose a novel type of nonlinear solver acceleration for systems of nonlinear partial differential equations (PDEs) that is based on online/adaptive learning. It is applied in the context of multiphase flow in porous media. The proposed…

Machine Learning · Computer Science 2025-04-28 Vinicius L S Silva , Pablo Salinas , Claire E Heaney , Matthew Jackson , Christopher C Pain

Design and optimal control problems are among the fundamental, ubiquitous tasks we face in science and engineering. In both cases, we aim to represent and optimize an unknown (black-box) function that associates a performance/outcome to a…

Machine Learning · Computer Science 2021-10-27 Sifan Wang , Mohamed Aziz Bhouri , Paris Perdikaris

Computational Fluid Dynamics (CFD) is an important approach for analyzing flow phenomena and predicting engineering-relevant quantities. The governing physics is formulated as partial differential equations(PDEs) and solved numerically on…

Fluid Dynamics · Physics 2026-05-14 Yali Luo , Yiye Zou , Heng Zhang , Mingjie Zhang , Gang Wei , Jingyu Wang , Xiaogang Deng

We propose a globally-accelerated, first-order method for the optimization of smooth and (strongly or not) geodesically-convex functions in a wide class of Hadamard manifolds. We achieve the same convergence rates as Nesterov's accelerated…

Optimization and Control · Mathematics 2023-01-18 David Martínez-Rubio , Sebastian Pokutta

Optimization-based solvers play a central role in a wide range of signal processing and communication tasks. However, their applicability in latency-sensitive systems is limited by the sequential nature of iterative methods and the high…

Signal Processing · Electrical Eng. & Systems 2026-03-12 Dvir Avrahami , Amit Milstein , Caroline Chaux , Tirza Routtenberg , Nir Shlezinger

Topological Data Analysis (TDA) provides a pipeline to extract quantitative topological descriptors from structured objects. This enables the definition of topological loss functions, which assert to what extent a given object exhibits some…

Artificial Intelligence · Computer Science 2024-05-30 Mathieu Carriere , Marc Theveneau , Théo Lacombe
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