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We develop randomized (block) coordinate descent (CD) methods for linearly constrained convex optimization. Unlike most CD methods, we do not assume the constraints to be separable, but let them be coupled linearly. To our knowledge, ours…
Algorithmic differentiation (AD) has become increasingly capable and straightforward to use. However, AD is inefficient when applied directly to solvers, a feature of most engineering analyses. We can leverage implicit differentiation to…
We study a class of bilevel optimization problems in which both the upper- and lower-level problems have minimax structures. This setting captures a broad range of emerging applications. Despite the extensive literature on bilevel…
Recently there has been an increasing interest in primal-dual methods for model predictive control (MPC), which require minimizing the (augmented) Lagrangian at each iteration. We propose a novel first order primal-dual method, termed…
The design space of dynamic multibody systems (MBSs), particularly those with flexible components, is considerably large. Consequently, having a means to efficiently explore this space and find the optimum solution within a feasible…
We consider a linear-quadratic optimization problem with pointwise bounds on the state for which the constraint is given by the Laplace-Beltrami equation (to have uniqueness we add an lower order term) on a two-dimensional surface . By…
In this paper, optimal control problems governed by diffusion equations with Dirichlet and Neumann boundary conditions are investigated in the framework of the gradient discretisation method. Gradient schemes are defined for the optimality…
The article discusses the gradient discretisation method (GDM) for distributed optimal control problems governed by diffusion equation with pure Neumann boundary condition. Using the GDM framework enables to develop an analysis that…
We develop simple differentially private optimization algorithms that move along directions of (expected) descent to find an approximate second-order solution for nonconvex ERM. We use line search, mini-batching, and a two-phase strategy to…
A unifying approach to competing quantum orders in generalized two-leg spin ladders is presented. Hidden relationship and quantum phase transitions among the competing orders are thoroughly discussed by means of a low-energy field theory…
A neural network model of a differential equation, namely neural ODE, has enabled the learning of continuous-time dynamical systems and probabilistic distributions with high accuracy. The neural ODE uses the same network repeatedly during a…
Two-phase methods are commonly used to solve bi-objective combinatorial optimization problems. In the first phase, all extreme supported nondominated points are generated through a dichotomic search. This phase also allows the…
Constrained optimization problems where both the objective and constraints may be nonsmooth and nonconvex arise across many learning and data science settings. In this paper, we show for any Lipschitz, weakly convex objectives and…
We propose a study of structured non-convex non-concave min-max problems which goes beyond standard first-order approaches. Inspired by the tight understanding established in recent works [Adil et al., 2022, Lin and Jordan, 2022b], we…
We propose, analyze, and test a proximal-gradient method for solving regularized optimization problems with general constraints. The method employs a decomposition strategy to compute trial steps and uses a merit function to determine step…
We consider a control-constrained optimal control problem subject to time-harmonic Maxwell's equations; the control variable belongs to a finite-dimensional set and enters the state equation as a coefficient. We derive existence of optimal…
This paper is the second part of our series of work to establish pointwise second-order necessary conditions for stochastic optimal controls. In this part, we consider the general cases, i.e., the control region is allowed to be nonconvex,…
We consider a class of multi-agent cooperative consensus optimization problems with local nonlinear convex constraints where only those agents connected by an edge can directly communicate, hence, the optimal consensus decision lies in the…
We consider the PDE-constrained optimal control of a leader-follower kinetic opinion formation model, with a Fokker-Planck-type system of partial differential equations as a state constraint. We derive the Boltzmann-type and…
This paper develops a strong computational approach to simulate a three-dimensional nonlinear radiation-conduction model in optically thick media, subject to suitable initial and boundary conditions. The space derivatives are approximated…