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The adjoint method is an efficient way to numerically compute gradients in optimization problems with constraints, but is only formulated to differentiable cost and constraint functions on real variables. With the introduction of complex…

Optimization and Control · Mathematics 2026-01-21 Andrew Zheng , Adam R. Stinchcombe

The car-following behavior of individual drivers in real city traffic is studied on the basis of (publicly available) trajectory datasets recorded by a vehicle equipped with an radar sensor. By means of a nonlinear optimization procedure…

Physics and Society · Physics 2011-08-25 Arne Kesting , Martin Treiber

In this article we consider an optimization problem where the objective function is evaluated at the fixed-point of a contraction mapping parameterized by a control variable, and optimization takes place over this control variable. Since…

Optimization and Control · Mathematics 2020-05-04 Thomas Flynn

Compute and memory constraints have historically prevented traffic simulation software users from fully utilizing the predictive models underlying them. When calibrating car-following models, particularly, accommodations have included 1)…

Machine Learning · Statistics 2019-08-08 Franklin Abodo , Andrew Berthaume , Stephen Zitzow-Childs , Leonardo Bobadilla

This paper proposes a new approach for the calibration of material parameters in local elastoplastic constitutive models. The calibration is posed as a constrained optimization problem, where the constitutive model evolution equations for a…

Computational Engineering, Finance, and Science · Computer Science 2025-05-09 Ryan Yan , D. Thomas Seidl , Reese E. Jones , Panayiotis Papadopoulos

Surface matching usually provides significant deformations that can lead to structural failure due to the lack of physical policy. In this context, partial surface matching of non-linear deformable bodies is crucial in engineering to govern…

Artificial Intelligence · Computer Science 2023-03-17 Alban Odot , Guillaume Mestdagh , Yannick Privat , Stéphane Cotin

Multidisciplinary engineering system design typically employs a sequential process, progressing from system dynamics to design variables and control. However, this process is inefficient and may lead to a suboptimal design. We propose…

Optimization and Control · Mathematics 2026-02-18 Sicheng He , Shugo Kaneko , Max Howell , Nan Li , Joaquim R. R. A. Martins

First-order optimization algorithms, often preferred for large problems, require the gradient of the differentiable terms in the objective function. These gradients often involve linear operators and their adjoints, which must be applied…

Optimization and Control · Mathematics 2017-07-10 James Folberth , Stephen Becker

Motion trajectory planning is one crucial aspect for automated vehicles, as it governs the own future behavior in a dynamically changing environment. A good utilization of a vehicle's characteristics requires the consideration of the…

Optimization and Control · Mathematics 2018-07-31 Franz Gritschneder , Knut Graichen , Klaus Dietmayer

The Heston model is a well-known two-dimensional financial model. Because the Heston model contains implicit parameters that cannot be determined directly from real market data, calibrating the parameters to real market data is challenging.…

Optimization and Control · Mathematics 2023-10-16 Anna Clevenhaus , Claudia Totzeck , Matthias Ehrhardt

A range of optimization cases of two-dimensional Stefan problems, solved using a tracking-type cost-functional, is presented. A level set method is used to capture the interface between the liquid and solid phases and an immersed boundary…

Mathematical Physics · Physics 2023-01-25 Tomas Fullana , Vincent Le Chenadec , Taraneh Sayadi

Calibrating the urban underlying surface parameters is crucial for urban flood simulation. We formulate the parameter calibration problem into an optimization problem within the Bayesian framework using the maximum likelihood principle. We…

Machine Learning · Computer Science 2026-05-06 Yongfu Tian , Shan Ding , Guofeng Su , Jianguo Chen

In general, standard necessary optimality conditions cannot be formulated in a straightforward manner for semi-smooth shape optimization problems. In this paper, we consider shape optimization problems constrained by variational…

Optimization and Control · Mathematics 2020-12-17 Daniel Luft , Volker H. Schulz , Kathrin Welker

Adjoint-based optimization methods are attractive for aerodynamic shape design primarily due to their computational costs being independent of the dimensionality of the input space and their ability to generate high-fidelity gradients that…

Computational Physics · Physics 2020-08-18 S. Ashwin Renganathan , Romit Maulik and , Jai Ahuja

Car-following models, as the essential part of traffic microscopic simulations, have been utilized to analyze and estimate longitudinal drivers' behavior since sixty years ago. The conventional car following models use mathematical formulas…

Applications · Statistics 2018-06-13 Sina Dabiri , Montasir Abbas

For a given {\it misfit function}, a specified optimality measure of a model, its gradient describes the manner in which one may alter properties of the system to march towards a stationary point. The adjoint method, arising from…

Solar and Stellar Astrophysics · Physics 2015-05-28 Shravan Hanasoge , Aaron Birch , Laurent Gizon , Jeroen Tromp

This paper proposes a new equation from continuous adjoint theory to compute the gradient of quantities governed by the Transport Theory of light. Unlike discrete gradients ala autograd, which work at the code level, we first formulate the…

Graphics · Computer Science 2020-06-29 Jos Stam

Model Agnostic Meta Learning (MAML) is widely used to find a good initialization for a family of tasks. Despite its success, a critical challenge in MAML is to calculate the gradient w.r.t. the initialization of a long training trajectory…

Machine Learning · Computer Science 2023-02-27 Shibo Li , Zheng Wang , Akil Narayan , Robert Kirby , Shandian Zhe

Neural differential equations may be trained by backpropagating gradients via the adjoint method, which is another differential equation typically solved using an adaptive-step-size numerical differential equation solver. A proposed step is…

Machine Learning · Computer Science 2021-05-11 Patrick Kidger , Ricky T. Q. Chen , Terry Lyons

The conjugate gradient method is a widely used algorithm for the numerical solution of a system of linear equations. It is particularly attractive because it allows one to take advantage of sparse matrices and produces (in case of infinite…

Numerical Analysis · Mathematics 2017-11-27 Sergey Voronin , Christophe Zaroli , Naresh P. Cuntoor
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