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We develop a machine-learning framework to learn hyperparameter sequences for accelerated first-order methods (e.g., the step size and momentum sequences in accelerated gradient descent) to quickly solve parametric convex optimization…

Optimization and Control · Mathematics 2025-10-07 Rajiv Sambharya , Jinho Bok , Nikolai Matni , George Pappas

In this paper, acceleration of gradient methods for convex optimization problems with weak levels of convexity and smoothness is considered. Starting from the universal fast gradient method which was designed to be an optimal method for…

Optimization and Control · Mathematics 2022-06-10 Jongho Park

We study the foundations of variational inference, which frames posterior inference as an optimisation problem, for probabilistic programming. The dominant approach for optimisation in practice is stochastic gradient descent. In particular,…

Programming Languages · Computer Science 2023-01-10 Basim Khajwal , C. -H. Luke Ong , Dominik Wagner

We present a novel, practical, and provable approach for solving diagonally constrained semi-definite programming (SDP) problems at scale using accelerated non-convex programming. Our algorithm non-trivially combines acceleration motions…

Optimization and Control · Mathematics 2023-02-07 Junhyung Lyle Kim , JA Lara Benitez , Mohammad Taha Toghani , Cameron Wolfe , Zhiwei Zhang , Anastasios Kyrillidis

In this paper, the elliptic PDE-constrained optimization problem with box constraints on the control is studied. To numerically solve the problem, we apply the 'optimize-discretize-optimize' strategy. Specifically, the alternating direction…

Optimization and Control · Mathematics 2019-08-14 Xiaotong Chen , Xiaoliang Song , Zixuan Chen , Bo Yu

This article is devoted to one particular case of using universal accelerated proximal envelopes to obtain computationally efficient accelerated versions of methods used to solve various optimization problem setups. In this paper, we…

Optimization and Control · Mathematics 2021-01-14 Dmitry Pasechnyuk , Anton Anikin , Vladislav Matyukhin

We introduce a physics-driven deep latent variable model (PDDLVM) to learn simultaneously parameter-to-solution (forward) and solution-to-parameter (inverse) maps of parametric partial differential equations (PDEs). Our formulation…

Machine Learning · Statistics 2023-08-09 Arnaud Vadeboncoeur , Ömer Deniz Akyildiz , Ieva Kazlauskaite , Mark Girolami , Fehmi Cirak

In this paper, we present a generic framework to extend existing uniformly optimal convex programming algorithms to solve more general nonlinear, possibly nonconvex, optimization problems. The basic idea is to incorporate a local search…

Optimization and Control · Mathematics 2015-10-27 Saeed Ghadimi , Guanghui Lan , Hongchao Zhang

In the past, we have presented a systematic computational framework for analyzing self-similar and traveling wave dynamics in nonlinear partial differential equations (PDEs) by dynamically factoring out continuous symmetries such as…

We introduce a new numerical strategy to solve a class of oscillatory transport PDE models which is able to captureaccurately the solutions without numerically resolving the high frequency oscillations {\em in both space and time}.Such PDE…

Numerical Analysis · Mathematics 2016-06-01 Nicolas Crouseilles , Shi Jin , Mohammed Lemou

This paper presents an improved and modified partial differential equation (PDE)-based de-hazing algorithm. The proposed method combines logarithmic image processing models in a PDE formulation refined with linear filter-based operators in…

Computer Vision and Pattern Recognition · Computer Science 2025-02-25 Uche A. Nnolim

State-dependent parameter identification, where unknown model parameters depend on one or more state variables in partial differential equations (PDEs) or coupled PDE systems, is fundamental to a wide range of problems in physics,…

Optimization and Control · Mathematics 2026-01-19 Vladislav Bukshtynov

This work proposes a general strategy for solving possibly nonlinear problems arising from implicit time discretizations as a sequence of explicit solutions. The resulting sequence may exhibit instabilities similar to those of the base…

Numerical Analysis · Mathematics 2025-10-21 Nicolas A. Barnafi , Felipe Galarce , Pablo Brubeck

In this paper, we aim to accelerate a preconditioned alternating direction method of multipliers (pADMM), whose proximal terms are convex quadratic functions, for solving linearly constrained convex optimization problems. To achieve this,…

Optimization and Control · Mathematics 2024-12-10 Defeng Sun , Yancheng Yuan , Guojun Zhang , Xinyuan Zhao

Segmentation of microscopy images constitutes an ill-posed inverse problem due to measurement noise, weak object boundaries, and limited labeled data. Although deep neural networks provide flexible nonparametric estimators, unconstrained…

Computer Vision and Pattern Recognition · Computer Science 2026-02-03 Seema K. Poudel , Sunny K. Khadka

Image restoration is typically addressed through non-convex inverse problems, which are often solved using first-order block-wise splitting methods. In this paper, we consider a general type of non-convex optimisation model that captures…

Accelerated gradient descent iterations are widely used in optimization. It is known that, in the continuous-time limit, these iterations converge to a second-order differential equation which we refer to as the accelerated gradient flow.…

Optimization and Control · Mathematics 2020-06-16 Mohammad Farazmand

The multiscale complexity of modern problems in computational science and engineering can prohibit the use of traditional numerical methods in multi-dimensional simulations. Therefore, novel algorithms are required in these situations to…

Numerical Analysis · Mathematics 2021-06-15 Cale Harnish , Luke Dalessandro , Karel Matous , Daniel Livescu

This paper develops a probabilistic numerical method for solution of partial differential equations (PDEs) and studies application of that method to PDE-constrained inverse problems. This approach enables the solution of challenging inverse…

Methodology · Statistics 2017-07-12 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

This report describes the experimental analysis of proposed underwater image enhancement algorithms based on partial differential equations (PDEs). The algorithms perform simultaneous smoothing and enhancement due to the combination of both…

Computer Vision and Pattern Recognition · Computer Science 2016-12-15 U. A. Nnolim