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An algorithm is proposed, analyzed, and tested experimentally for solving stochastic optimization problems in which the decision variables are constrained to satisfy equations defined by deterministic, smooth, and nonlinear functions. It is…

Optimization and Control · Mathematics 2021-07-09 Frank E. Curtis , Daniel P. Robinson , Baoyu Zhou

We study a class of optimization problems on Riemannian manifolds, where the objective function consists of a smooth term and quasi-norm type penalties with exponent $p \in (0, 1]$. The essential difficulty lies in the fact that the…

Optimization and Control · Mathematics 2026-04-21 Lei Wang , Xiaojun Chen

This paper addresses the numerical solution of nonlinear eigenvector problems such as the Gross-Pitaevskii and Kohn-Sham equation arising in computational physics and chemistry. These problems characterize critical points of energy…

Numerical Analysis · Mathematics 2022-04-19 Robert Altmann , Daniel Peterseim , Tatjana Stykel

Shape optimization is commonly applied in engineering to optimize shapes with respect to an objective functional relying on PDE solutions. In this paper, we view shape optimization as optimization on Riemannian shape manifolds. We consider…

Optimization and Control · Mathematics 2025-04-09 Estefania Loayza-Romero , Kathrin Welker

In this paper, we study numerical approximations for optimal control of a class of stochastic partial differential equations with partial observations. The system state evolves in a Hilbert space, whereas observations are given in…

Optimization and Control · Mathematics 2025-04-02 Feng Bao , Yanzhao Cao , Hongjiang Qian

We analyze convergence rates of stochastic optimization procedures for non-smooth convex optimization problems. By combining randomized smoothing techniques with accelerated gradient methods, we obtain convergence rates of stochastic…

Optimization and Control · Mathematics 2012-04-10 John C. Duchi , Peter L. Bartlett , Martin J. Wainwright

We study the properties of stochastic approximation applied to a tame nondifferentiable function subject to constraints defined by a Riemannian manifold. The objective landscape of tame functions, arising in o-minimal topology extended to a…

Machine Learning · Computer Science 2025-08-13 Johannes Aspman , Vyacheslav Kungurtsev , Reza Roohi Seraji

This thesis deals with shape optimization for contact mechanics. More specifically, the linear elasticity model is considered under the small deformations hypothesis, and the elastic body is assumed to be in contact (sliding or with Tresca…

Optimization and Control · Mathematics 2022-08-30 Bastien Chaudet-Dumas

We introduce a novel mesh-free and direct method for computing the shape derivative in PDE-constrained shape optimization problems. Our approach is based on a probabilistic representation of the shape derivative and is applicable for…

Optimization and Control · Mathematics 2026-01-27 Luka Schlegel , Volker Schulz , Frank T. Seifried , Maximilian Würschmidt

In this paper, we consider the composite optimization problems over the Stiefel manifold. A successful method to solve this class of problems is the proximal gradient method proposed by Chen et al. Motivated by the proximal Newton-type…

Optimization and Control · Mathematics 2025-01-17 Qinsi Wang , Wei Hong Yang

In this paper, we present a novel derivative-free optimization framework for solving unconstrained stochastic optimization problems. Many problems in fields ranging from simulation optimization to reinforcement learning involve settings…

Optimization and Control · Mathematics 2024-04-19 Raghu Bollapragada , Cem Karamanli , Stefan M. Wild

Analyzing high-dimensional data with manifold learning algorithms often requires searching for the nearest neighbors of all observations. This presents a computational bottleneck in statistical manifold learning when observations of…

Machine Learning · Computer Science 2022-03-11 Fan Cheng , Anastasios Panagiotelis , Rob J Hyndman

We introduce a new paradigm, $\textit{measure synchronization}$, for synchronizing graphs with measure-valued edges. We formulate this problem as maximization of the cycle-consistency in the space of probability measures over relative…

Computer Vision and Pattern Recognition · Computer Science 2020-04-03 Tolga Birdal , Michael Arbel , Umut Şimşekli , Leonidas Guibas

Increasing effort is put into the development of methods for learning mechanistic models from data. This task entails not only the accurate estimation of parameters but also a suitable model structure. Recent work on the discovery of…

Machine Learning · Computer Science 2024-07-01 Justin N. Kreikemeyer , Philipp Andelfinger , Adelinde M. Uhrmacher

We compute approximate solutions to inverse problems for determining parameters in differential equation models with stochastic data on output quantities. The formulation of the problem and modeling framework define a solution as a…

Numerical Analysis · Mathematics 2014-07-16 Troy Butler , Don Estep , Simon Tavener , Timothy Wildey , Clint Dawson , Lindley Graham

In this paper, we consider optimization problems w.r.t. to pairs of orthogonal matrices $XY = I$. Problems of this form arise in several applications such as finding shape correspondence in computer graphics. We show that the space of such…

Optimization and Control · Mathematics 2016-09-15 Klaus Glashoff , Michael M. Bronstein

In this paper, a descent method for nonsmooth multiobjective optimization problems on complete Riemannian manifolds is proposed. The objective functions are only assumed to be locally Lipschitz continuous instead of convexity used in…

Optimization and Control · Mathematics 2025-01-14 Chunming Tang , Hao He , Jinbao Jian , Miantao Chao

Orthogonality constraints naturally appear in many machine learning problems, from principal component analysis to robust neural network training. They are usually solved using Riemannian optimization algorithms, which minimize the…

Machine Learning · Statistics 2025-08-08 Pierre Ablin , Simon Vary , Bin Gao , P. -A. Absil

This paper tackles the challenge of parameter calibration in stochastic models, particularly in scenarios where the likelihood function is unavailable in an analytical form. We introduce a gradient-based simulated parameter estimation…

Machine Learning · Statistics 2025-03-25 Zehao Li , Yijie Peng

We consider general shape optimization problems governed by Dirichlet boundary value problems. The proposed approach may be extended to other boundary conditions as well. It is based on a recent representation result for implicitly defined…

Optimization and Control · Mathematics 2020-03-27 Cornel Marius Murea , Dan Tiba
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