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We propose a novel Bregman descent algorithm for minimizing a convex function that is expressed as the sum of a differentiable part (defined over an open set) and a possibly nonsmooth term. The approach, referred to as the Variable Bregman…

Machine Learning · Computer Science 2025-02-06 Ségolène Martin , Jean-Christophe Pesquet , Gabriele Steidl , Ismail Ben Ayed

Traditional mathematical programming solvers require long computational times to solve constrained minimization problems of complex and large-scale physical systems. Therefore, these problems are often transformed into unconstrained ones,…

Optimization and Control · Mathematics 2024-05-06 Ksenija Stepanovic , Wendelin Böhmer , Mathijs de Weerdt

The need for optimized structures with good mechanical performance for the minimum weight is common in industry. Solid Isotropic Material with Penalization (SIMP) is a Topology Optimization (TO) method offering a trade-off between minimum…

Optimization and Control · Mathematics 2025-03-28 Luis Irastorza-Valera , Ricardo Larraínzar-Garijo , Javier Montoya-Adárraga , Luis Saucedo-Mora

We propose in this paper a multilevel correction method to solve optimal control problems constrained by elliptic equations with the finite element method. In this scheme, solving optimization problem on the finest finite element space is…

Numerical Analysis · Mathematics 2016-08-31 Wei Gong , Hehu Xie , Ningning Yan

The Projected Gradient Descent (PGD) algorithm is a widely used and efficient first-order method for solving constrained optimization problems due to its simplicity and scalability in large design spaces. Building on recent advancements in…

Optimization and Control · Mathematics 2025-06-18 Lucka Barbeau , Marc-Étienne Lamarche-Gagnon , Florin Ilinca

Shape-constrained convex regression problem deals with fitting a convex function to the observed data, where additional constraints are imposed, such as component-wise monotonicity and uniform Lipschitz continuity. This paper provides a…

Optimization and Control · Mathematics 2020-02-27 Meixia Lin , Defeng Sun , Kim-Chuan Toh

A numerical algorithm for solving mantle convection problems with strongly variable viscosity is presented. Equations for conservation of mass and momentum for highly viscous and incompressible fluids are solved iteratively by a multigrid…

Geophysics · Physics 2009-11-10 Masanori Kameyama , Akira Kageyama , Tetsuya Sato

This paper is devoted to the theoretical and numerical investigation of an augmented Lagrangian method for the solution of optimization problems with geometric constraints. Specifically, we study situations where parts of the constraints…

Optimization and Control · Mathematics 2022-04-20 Xiaoxi Jia , Christian Kanzow , Patrick Mehlitz , Gerd Wachsmuth

A novel Material Point Method (MPM) is introduced for addressing frictional contact problems. In contrast to the standard multi-velocity field approach, this method employs a penalty method to evaluate contact forces at the discretised…

Numerical Analysis · Mathematics 2024-03-21 Emmanouil G. Kakouris , Manolis N. Chatzis , Savvas P. Triantafyllou

We study a combinatorial problem arising from microarrays synthesis. The synthesis is done by a light-directed chemical process. The objective is to minimize unintended illumination that may contaminate the quality of experiments.…

Data Structures and Algorithms · Computer Science 2010-11-05 Alexandru Popa , Prudence W. H. Wong , Fencol C. C. Yung

This paper considers a convex optimization problem with cost and constraints that evolve over time. The function to be minimized is strongly convex and possibly non-differentiable, and variables are coupled through linear constraints. In…

Systems and Control · Electrical Eng. & Systems 2021-01-13 Yijian Zhang , Emiliano Dall'Anese , Mingyi Hong

We propose a new algorithm for the solution of the robust multiple-load topology optimization problem. The algorithm can be applied to any type of problem, e.g., truss topology, variable thickness sheet or free material optimization. We…

Optimization and Control · Mathematics 2013-07-30 Michal Kocvara

This paper investigates energy-minimization finite-element approaches for the computation of nematic liquid crystal equilibrium configurations. We compare the performance of these methods when the necessary unit-length constraint is…

Numerical Analysis · Mathematics 2014-12-31 J. H. Adler , D. B. Emerson , S. P. MacLachlan , T. A. Manteuffel

We investigate non-convex optimization problems in $BV(\Omega)$ with two-sided pointwise inequality constraints. We propose a regularization and penalization method to numerically solve the problem. Under certain conditions, weak limit…

Optimization and Control · Mathematics 2021-10-06 Carolin Natemeyer , Daniel Wachsmuth

Topology optimization problems often support multiple local minima due to a lack of convexity. Typically, gradient-based techniques combined with continuation in model parameters are used to promote convergence to more optimal solutions;…

Numerical Analysis · Mathematics 2021-01-13 Ioannis P. A. Papadopoulos , Patrick E. Farrell , Thomas M. Surowiec

We propose a scalable, policy-centric framework for continuous-time multi-asset portfolio-consumption optimization under inequality constraints. Our method integrates neural policies with Pontryagin's Maximum Principle (PMP) and enforces…

Portfolio Management · Quantitative Finance 2025-11-07 Jeonggyu Huh , Jaegi Jeon , Hyeng Keun Koo , Byung Hwa Lim

This paper proposes a GPU-accelerated optimization framework for collision avoidance problems where the controlled objects and the obstacles can be modeled as the finite union of convex polyhedra. A novel collision avoidance constraint is…

Robotics · Computer Science 2024-06-12 Zeming Wu , Zhuping Wang , Hao Zhang

Motivated by the latest research on feasible space monitoring of multiple control barrier functions (CBFs) as well as polytopic collision avoidance, this paper studies the Polytope Volume Monitoring (PVM) problem, whose goal is to design a…

Optimization and Control · Mathematics 2025-08-22 Shizhen Wu , Jinyang Dong , Xu Fang , Ning Sun , Yongchun Fang

The volume penalization (VP) or the Brinkman penalization (BP) method is a diffuse interface method for simulating multiphase fluid-structure interaction (FSI) problems in ocean engineering and/or phase change problems in thermal sciences.…

This paper presents a novel stochastic barrier function (SBF) framework for safety analysis of stochastic systems based on piecewise (PW) functions. We first outline a general formulation of PW-SBFs. Then, we focus on PW-Constant (PWC) SBFs…

Robotics · Computer Science 2024-10-24 Rayan Mazouz , Frederik Baymler Mathiesen , Luca Laurenti , Morteza Lahijanian