Related papers: $\mathcal{H}_2$-Optimal Model Reduction Using Proj…
In this paper, a practicable simulation-free model order reduction method by nonlinear moment matching is developed. Based on the steady-state interpretation of linear moment matching, we comprehensively explain the extension of this…
Multi-dimensional optimization is widely used in virtually all areas of modern astrophysics. However, it is often too computationally expensive to evaluate a model on-the-fly. Typically, it is solved by pre-computing a grid of models for a…
In this paper, we investigate the use of multilinear algebra for reducing the order of multidimensional linear time-invariant (MLTI) systems. Our main tools are tensor rational Krylov subspace methods, which enable us to approximate the…
We propose a novel model reduction approach for the approximation of non linear hyperbolic equations in the scalar and the system cases. The approach relies on an offline computation of a dictionary of solutions together with an online…
We develop a constructive approach to estimating sparse, high-dimensional linear regression models. The approach is a computational algorithm motivated from the KKT conditions for the $\ell_0$-penalized least squares solutions. It generates…
We consider solving large scale nonconvex optimisation problems with nonnegativity constraints. Such problems arise frequently in machine learning, such as nonnegative least-squares, nonnegative matrix factorisation, as well as problems…
Reduced order models are computationally inexpensive approximations that capture the important dynamical characteristics of large, high-fidelity computer models of physical systems. This paper applies machine learning techniques to improve…
This study proposes an intrusive projection-based model-order reduction framework for nonlinear problems with a polynomial structure, solved iteratively using a Newton solver in the reduced space. It is demonstrated that for the targeted…
Predictive high-fidelity finite element simulations of human cardiac mechanics co\-mmon\-ly require a large number of structural degrees of freedom. Additionally, these models are often coupled with lumped-parameter models of hemodynamics.…
We present PNKH-B, a projected Newton-Krylov method for iteratively solving large-scale optimization problems with bound constraints. PNKH-B is geared toward situations in which function and gradient evaluations are expensive, and the…
This paper introduces a new class of algorithms for solving large-scale linear inverse problems based on new flexible and inexact Golub-Kahan factorizations. The proposed methods iteratively compute regularized solutions by approximating a…
In this paper, we propose a novel algorithm for analysis-based sparsity reconstruction. It can solve the generalized problem by structured sparsity regularization with an orthogonal basis and total variation regularization. The proposed…
Two approaches for approximating the solution of large-scale Lyapunov equations are considered: the alternating direction implicit (ADI) iteration and projective methods by Krylov subspaces. A link between them is presented by showing that…
Many engineering processes can be accurately modelled using partial differential equations (PDEs), but high dimensionality and non-convexity of the resulting systems pose limitations on their efficient optimisation. In this work, a model…
This paper investigates the optimal $H_2$ model order reduction for linear systems with quadratic outputs. In the framework of Galerkin projection, we first formulate the optimal $H_2$ MOR as an unconstrained Riemannian optimization problem…
For some typical and widely used non-convex half-quadratic regularization models and the Ambrosio-Tortorelli approximate Mumford-Shah model, based on the Kurdyka-\L ojasiewicz analysis and the recent nonconvex proximal algorithms, we…
This work proposes a windowed least-squares (WLS) approach for model-reduction of dynamical systems. The proposed approach sequentially minimizes the time-continuous full-order-model residual within a low-dimensional space-time trial…
In distributed second order optimization, a standard strategy is to average many local estimates, each of which is based on a small sketch or batch of the data. However, the local estimates on each machine are typically biased, relative to…
Iterative Hessian sketch (IHS) is an effective sketching method for modeling large-scale data. It was originally proposed by Pilanci and Wainwright (2016; JMLR) based on randomized sketching matrices. However, it is computationally…
A new approach to nonlinear modelling is presented which, by incorporating the global behaviour of the model, lifts shortcomings of both least squares and total least squares parameter estimates. Although ubiquitous in practice, a least…