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We develop new adaptive algorithms for variational inequalities with monotone operators, which capture many problems of interest, notably convex optimization and convex-concave saddle point problems. Our algorithms automatically adapt to…
The sudden onset of deleterious and oscillatory dynamics (often called instabilities) is a known challenge in many fluid, plasma, and aerospace systems. These dynamics are difficult to address because they are nonlinear, chaotic, and are…
Large learning rates, when applied to gradient descent for nonconvex optimization, yield various implicit biases including the edge of stability (Cohen et al., 2021), balancing (Wang et al., 2022), and catapult (Lewkowycz et al., 2020).…
Adaptive optimizers can reduce to normalized steepest descent (NSD) when only adapting to the current gradient, suggesting a close connection between the two algorithmic families. A key distinction between their analyses, however, lies in…
Identifying the dynamics of physical systems requires a machine learning model that can assimilate observational data, but also incorporate the laws of physics. Neural Networks based on physical principles such as the Hamiltonian or…
Training of neural networks amounts to nonconvex optimization problems that are typically solved by using backpropagation and (variants of) stochastic gradient descent. In this work we propose an alternative approach by viewing the training…
We present a one-dimensional high-order moving-mesh finite element method for moving boundary problems where the boundary velocity depends implicitly on the solution in the interior of the domain. The method employs a conservative arbitrary…
In this paper, we introduce a physics-driven regularization method for training of deep neural networks (DNNs) for use in engineering design and analysis problems. In particular, we focus on prediction of a physical system, for which in…
We study in this paper the problem of adaptive trajectory tracking control for a class of nonlinear systems with parametric uncertainties. We propose to use a modular approach, where we first design a robust nonlinear state feedback which…
We derive and analyze numerical methods for underdamped (kinetic) Langevin dynamics in a domain with elastic reflection at the boundary. First-order approximations are based on an Euler-type scheme incorporating collision-handling at the…
A regularization algorithm (AR1pGN) for unconstrained nonlinear minimization is considered, which uses a model consisting of a Taylor expansion of arbitrary degree and regularization term involving a possibly non-smooth norm. It is shown…
We develop an indirect-adaptive model predictive control algorithm for uncertain linear systems subject to constraints. The system is modeled as a polytopic linear parameter varying system where the convex combination vector is constant but…
We analyse the convergence of an approximate, fully inexact, ADMM algorithm under additive, deterministic and probabilistic error models. We consider the generalized ADMM scheme that is derived from generalized Lagrangian penalty with…
The explicit low-rank regularization, e.g., nuclear norm regularization, has been widely used in imaging sciences. However, it has been found that implicit regularization outperforms explicit ones in various image processing tasks. Another…
{\em Algorithms with predictions} incorporate machine learning predictions into algorithm design. A plethora of recent works incorporated predictions to improve on worst-case optimal bounds for online problems. In this paper, we initiate…
We approach the problem of implicit regularization in deep learning from a geometrical viewpoint. We highlight a regularization effect induced by a dynamical alignment of the neural tangent features introduced by Jacot et al, along a small…
It is well-known that inverse dynamics models can improve tracking performance in robot control. These models need to precisely capture the robot dynamics, which consist of well-understood components, e.g., rigid body dynamics, and effects…
Dynamical models identified from data are frequently employed in control system design. However, decoupling system identification from controller synthesis can result in situations where no suitable controller exists after a model has been…
Understanding neural dynamics is a central topic in machine learning, non-linear physics and neuroscience. However, the dynamics is non-linear, stochastic and particularly non-gradient, i.e., the driving force can not be written as gradient…
We investigate geometric regularization strategies for learned latent representations in encoder--decoder reduced-order models. In a fixed experimental setting for the advection--diffusion--reaction (ADR) equation, we model latent dynamics…