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Scaling hyperparameter optimisation to very large datasets remains an open problem in the Gaussian process community. This paper focuses on iterative methods, which use linear system solvers, like conjugate gradients, alternating…

Machine Learning · Computer Science 2025-01-14 Jihao Andreas Lin , Shreyas Padhy , Bruno Mlodozeniec , Javier Antorán , José Miguel Hernández-Lobato

In geometry processing, numerical optimization methods often involve solving sparse linear systems of equations. These linear systems have a structure that strongly resembles to adjacency graphs of the underlying mesh. We observe how…

Numerical Analysis · Computer Science 2015-10-06 Nicolas Ray , Sokolov Dmitry

The convergence of multigrid methods degrades significantly if a small number of low quality cells are present in a finite element mesh, and this can be a barrier to the efficient and robust application of multigrid on complicated geometric…

Computational Engineering, Finance, and Science · Computer Science 2024-02-21 Yuxuan Chen , Garth N. Wells

In this work, we propose an adaptive geometric multigrid method for the solution of large-scale finite cell flow problems. The finite cell method seeks to circumvent the need for a boundary-conforming mesh through the embedding of the…

Numerical Analysis · Mathematics 2026-01-21 M. Saberi , A. Vogel

The problem of finding the solution of Partial Differential Equations (PDEs) plays a central role in modeling real world problems. Over the past years, Multigrid solvers have showed their robustness over other techniques, due to its high…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-05-23 Safaa Kasbah , Issam Damaj , Ramzi Haraty

Robust iterative methods for solving large sparse systems of linear algebraic equations often suffer from the problem of optimizing the corresponding tuning parameters. To improve the performance of the problem of interest, specific…

Numerical Analysis · Mathematics 2023-10-18 Andrey Petrushov , Boris Krasnopolsky

A multigrid method is proposed for solving nonlinear eigenvalue problems by the finite element method. With this new scheme, solving nonlinear eigenvalue problem is decomposed to a series of solutions of linear boundary value problems on…

Numerical Analysis · Mathematics 2015-01-09 Hehu Xie

The geometric multigrid method (GMG) is one of the most efficient solving techniques for discrete algebraic systems arising from elliptic partial differential equations. GMG utilizes a hierarchy of grids or discretizations and reduces the…

Numerical Analysis · Mathematics 2013-01-14 Chunsheng Feng , Shi Shu , Jinchao Xu , Chen-Song Zhang

We investigate the performance of algebraic multigrid methods for the solution of the linear system of equations arising from a Virtual Element discretization. We provide numerical experiments on very general polygonal meshes for a model…

Numerical Analysis · Mathematics 2018-12-06 Daniele Prada , Micol Pennacchio

Decision trees have been a very popular class of predictive models for decades due to their interpretability and good performance on categorical features. However, they are not always robust and tend to overfit the data. Additionally, if…

Machine Learning · Computer Science 2019-08-14 Oktay Gunluk , Jayant Kalagnanam , Minhan Li , Matt Menickelly , Katya Scheinberg

A recent novel extension of multi-output Gaussian processes handles heterogeneous outputs assuming that each output has its own likelihood function. It uses a vector-valued Gaussian process prior to jointly model all likelihoods' parameters…

Machine Learning · Statistics 2020-07-15 Juan-José Giraldo , Mauricio A. Álvarez

We present a geometric multilevel optimization approach that smoothly incorporates box constraints. Given a box constrained optimization problem, we consider a hierarchy of models with varying discretization levels. Finer models are…

Optimization and Control · Mathematics 2024-04-23 Sebastian Müller , Stefania Petra , Matthias Zisler

Genetic algorithms are modeled after the biological evolutionary processes that use natural selection to select the best species to survive. They are heuristics based and low cost to compute. Genetic algorithms use selection, crossover, and…

Neural and Evolutionary Computing · Computer Science 2020-05-28 Mee Seong Im , Venkat R. Dasari

The predicted reduced resiliency of next-generation high performance computers means that it will become necessary to take into account the effects of randomly occurring faults on numerical methods. Further, in the event of a hard fault…

Numerical Analysis · Mathematics 2017-09-07 Mark Ainsworth , Christian Glusa

In the present paper we concentrate on an important issue in constructing a good multigrid solver: the choice of an efficient smoother. We will introduce all-at-once multigrid solvers for optimal control problems which show robust…

Numerical Analysis · Mathematics 2016-01-08 Stefan Takacs

Topology Optimization seeks to find the best design that satisfies a set of constraints while maximizing system performance. Traditional iterative optimization methods like SIMP can be computationally expensive and get stuck in local…

Machine Learning · Computer Science 2023-03-20 Giorgio Giannone , Faez Ahmed

Creating diverse sets of high quality solutions has become an important problem in recent years. Previous works on diverse solutions problems consider solutions' objective quality and diversity where one is regarded as the optimization goal…

Neural and Evolutionary Computing · Computer Science 2024-01-17 Anh Viet Do , Mingyu Guo , Aneta Neumann , Frank Neumann

This paper deals with distributed control of microgrids composed of storages, generators, renewable energy sources, critical and controllable loads. We consider a stochastic formulation of the optimal control problem associated to the…

Optimization and Control · Mathematics 2021-06-16 Andrea Camisa , Giuseppe Notarstefano

Multi-level numerical methods that obtain the exact solution of a linear system are presented. The methods are devised by combining ideas from the full multi-grid algorithm and perfect reconstruction filters. The problem is stated as…

Numerical Analysis · Mathematics 2015-05-14 Pablo Navarrete Michelini

We present a number of new contributions to the topic of constructing efficient higher-order splitting methods for the numerical integration of evolution equations. Particular schemes are constructed via setup and solution of polynomial…

Numerical Analysis · Mathematics 2016-04-06 Winfried Auzinger , Harald Hofstätter , David Ketcheson , Othmar Koch
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