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We present a numerical method to efficiently solve optimization problems governed by large-scale nonlinear systems of equations, including discretized partial differential equations, using projection-based reduced-order models accelerated…

Optimization and Control · Mathematics 2023-04-26 Tianshu Wen , Matthew J. Zahr

This work introduces a new method to efficiently solve optimization problems constrained by partial differential equations (PDEs) with uncertain coefficients. The method leverages two sources of inexactness that trade accuracy for speed:…

Optimization and Control · Mathematics 2019-05-20 Matthew J. Zahr , Kevin T. Carlberg , Drew P. Kouri

Historically speaking, it is hard to balance the global and local efficiency of second-order optimization algorithms. For instance, the classical Newton's method possesses excellent local convergence but lacks global guarantees, often…

Optimization and Control · Mathematics 2025-11-11 Yuntian Jiang , Chuwen Zhang , Bo Jiang , Yinyu Ye

An adaptive approach to using reduced-order models as surrogates in PDE-constrained optimization is introduced that breaks the traditional offline-online framework of model order reduction. A sequence of optimization problems constrained by…

Optimization and Control · Mathematics 2014-07-30 Matthew J. Zahr , Charbel Farhat

We present an augmented Lagrangian trust-region method to efficiently solve constrained optimization problems governed by large-scale nonlinear systems with application to partial differential equation-constrained optimization. At each…

Optimization and Control · Mathematics 2024-05-24 Tianshu Wen , Matthew J. Zahr

In this paper, we propose and analyze a trust-region model-based algorithm for solving unconstrained stochastic optimization problems. Our framework utilizes random models of an objective function $f(x)$, obtained from stochastic…

Optimization and Control · Mathematics 2016-09-26 Ruobing Chen , Matt Menickelly , Katya Scheinberg

This chapter provides an extended overview about Reduced Order Models (ROMs), with a focus on their features in terms of efficiency and accuracy. In particular, the aim is to browse the more common ROM frameworks, considering both intrusive…

Numerical Analysis · Mathematics 2024-09-04 Pierfrancesco Siena , Paquale Claudio Africa , Michele Girfoglio , Gianluigi Rozza

Lattice-like structures can provide a combination of high stiffness with light weight that is useful in many applications, but a resolved finite element mesh of such structures results in a computationally expensive discretization. This…

Numerical Analysis · Mathematics 2022-09-07 Sean McBane , Youngsoo Choi , Karen Willcox

The basis generation in reduced order modeling usually requires multiple high-fidelity large-scale simulations that could take a huge computational cost. In order to accelerate these numerical simulations, we introduce a FOM/ROM hybrid…

Numerical Analysis · Mathematics 2021-03-17 Lihong Feng , Guosheng Fu , Zhu Wang

The trust-region (TR) method is renowned historically for its robustness in nonconvex problems and extraordinary numerical performance, but the study of its performance in convex optimization is somehow limited. This paper complements the…

Optimization and Control · Mathematics 2026-01-26 Yuntian Jiang , Chang He , Chuwen Zhang , Dongdong Ge , Bo Jiang , Yinyu Ye

In this article, we develop a trust-region technique to find critical points of unconstrained set optimization problems with the objective set-valued map defined by finitely many twice continuously differentiable functions. The technique is…

Optimization and Control · Mathematics 2025-09-10 Suprova Ghosh , Debdas Ghosh , Christiane Tammer , Xiaopeng Zhao

We consider trust-region methods for solving optimization problems where the objective is the sum of a smooth, nonconvex function and a nonsmooth, convex regularizer. We extend the global convergence theory of such methods to include…

Optimization and Control · Mathematics 2025-01-10 Minh N. Dao , Hung M. Phan , Lindon Roberts

We propose a globally convergent trust-region bundle method for minimizing lower-$C^2$ functions using higher-order cutting-plane models. Under certain growth assumptions on the objective around its minimum, the method is able to compute…

Optimization and Control · Mathematics 2026-03-26 Bennet Gebken , Michael Ulbrich

Though high-performance computing enables high-fidelity simulations of complex engineering systems, accurately resolving multi-scale physics for real-world problems remains computationally prohibitive, particularly in many-query…

Fluid Dynamics · Physics 2025-03-26 Ali Mohaghegh , Cheng Huang

In this paper, a globally convergent trust region proximal gradient method is developed for composite multi-objective optimization problems where each objective function can be represented as the sum of a smooth function and a nonsmooth…

Optimization and Control · Mathematics 2024-10-28 Md Abu Talhamainuddin Ansary

We develop a trust-region method for efficiently minimizing the sum of a smooth function, a nonsmooth convex function, and the composition of a finite-valued support function with a smooth function. Optimization problems with this structure…

Optimization and Control · Mathematics 2026-04-09 Drew P. Kouri

Density-based topology optimization has become a powerful method for automatically generating optimized designs in a wide variety of applications. However, it comes with a large computational cost when solving the physical model requires…

Numerical Analysis · Mathematics 2026-04-22 Luis Fernando Cusicanqui Lopez , Ramadan Krasniqi , Florian Feppon , Karl Meerbergen

An adaptive projection-based reduced-order model (ROM) formulation is presented for model-order reduction of problems featuring chaotic and convection-dominant physics. An efficient method is formulated to adapt the basis at every time-step…

Computational Physics · Physics 2023-08-09 Cheng Huang , Karthik Duraisamy

In the reduced order modeling (ROM) framework, the solution of a parametric partial differential equation is approximated by combining the high-fidelity solutions of the problem at hand for several properly chosen configurations. Examples…

Numerical Analysis · Mathematics 2019-05-16 Nicola Demo , Marco Tezzele , Andrea Mola , Gianluigi Rozza

We propose a trust-region type method for a class of nonsmooth nonconvex optimization problems where the objective function is a summation of a (probably nonconvex) smooth function and a (probably nonsmooth) convex function. The model…

Optimization and Control · Mathematics 2021-10-26 Ziang Chen , Andre Milzarek , Zaiwen Wen
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