Related papers: A block tangential Lanczos method for model reduct…
Composite convex optimization models arise in several applications, and are especially prevalent in inverse problems with a sparsity inducing norm and in general convex optimization with simple constraints. The most widely used algorithms…
Diffusion models, which iteratively denoise data samples to synthesize high-quality outputs, have achieved empirical success across domains. However, optimizing these models for downstream tasks often involves nested bilevel structures,…
Bilevel optimization (BLO) problem, where two optimization problems (referred to as upper- and lower-level problems) are coupled hierarchically, has wide applications in areas such as machine learning and operations research. Recently, many…
Rational Krylov subspaces have become a reference tool in dimension reduction procedures for several application problems. When data matrices are symmetric, a short-term recurrence can be used to generate an associated orthonormal basis. In…
In this paper, we focus on model reduction of biomolecular systems with multiple time-scales, modeled using the Linear Noise Approximation. Considering systems where the Linear Noise Approximation can be written in singular perturbation…
A thick-restart Lanczos type algorithm is proposed for Hermitian $J$-symmetric matrices. Since Hermitian $J$-symmetric matrices possess doubly degenerate spectra or doubly multiple eigenvalues with a simple relation between the degenerate…
The aim of this manuscript is to approach by means of first order differential equations/inclusions convex programming problems with two-block separable linear constraints and objectives, whereby (at least) one of the components of the…
A finite-element discretization of such an equation yields a linear system whose conditioning worsens as the variations in the values of PDE coefficients becomes large. This paper introduces a procedure by which the discrete system obtained…
This paper presents an adaptive sampling algorithm tailored for the optimization of parametrized dynamical systems using projection-based model order reduction. Unlike classical sampling strategies, this framework does not aim for a small…
Motivated by big data applications, first-order methods have been extremely popular in recent years. However, naive gradient methods generally converge slowly. Hence, much efforts have been made to accelerate various first-order methods.…
Learning to Optimize (L2O) is a subfield of machine learning (ML) in which ML models are trained to solve parametric optimization problems. The general goal is to learn a fast approximator of solutions to constrained optimization problems,…
Bilevel optimization (BO) has recently gained prominence in many machine learning applications due to its ability to capture the nested structure inherent in these problems. Recently, many hypergradient methods have been proposed as…
The Linear Ballistic Accumulator (Brown & Heathcote, 2008) model is used as a measurement tool to answer questions about applied psychology. The analyses based on this model depend upon the model selected and its estimated parameters.…
By planning through a learned dynamics model, model-based reinforcement learning (MBRL) offers the prospect of good performance with little environment interaction. However, it is common in practice for the learned model to be inaccurate,…
Tuning step sizes is crucial for the stability and efficiency of optimization algorithms. While adaptive coordinate-wise step sizes have been shown to outperform scalar step size in first-order methods, their use in second-order methods is…
Due to the rapid growth of data and computational resources, distributed optimization has become an active research area in recent years. While first-order methods seem to dominate the field, second-order methods are nevertheless attractive…
In this paper, we generalize existing frameworks for $\mathcal{H}_2\otimes\mathcal{L}_2$-optimal model order reduction to a broad class of parametric linear time-invariant systems. To this end, we derive first-order necessary ptimality…
Many optimization problems require hyperparameters, i.e., parameters that must be pre-specified in advance, such as regularization parameters and parametric regularizers in variational regularization methods for inverse problems, and…
We propose an L1-penalized algorithm for fitting high-dimensional generalized linear mixed models. Generalized linear mixed models (GLMMs) can be viewed as an extension of generalized linear models for clustered observations. This…
Computing the null space of a large sparse matrix $A$ is a challenging computational problem, especially if the nullity -- the dimension of the null space -- is not small. When applying a block Lanczos method to $A^\mathsf{T} A$ for this…