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We consider the minimization of a cost function $f$ on a manifold $M$ using Riemannian gradient descent and Riemannian trust regions (RTR). We focus on satisfying necessary optimality conditions within a tolerance $\varepsilon$.…

Optimization and Control · Mathematics 2018-05-01 Nicolas Boumal , P. -A. Absil , Coralia Cartis

We propose a nonsmooth trust-region method for solving optimization problems with locally Lipschitz continuous functions, with application to problems constrained by variational inequalities of the second kind. Under suitable assumptions on…

Optimization and Control · Mathematics 2018-01-17 Constantin Christof , Juan Carlos De Los Reyes , Christian Meyer

Designing a fast and efficient optimization method with local optima avoidance capability on a variety of optimization problems is still an open problem for many researchers. In this work, the concept of a new global optimization method…

Neural and Evolutionary Computing · Computer Science 2012-08-13 Fereydoun Farrahi Moghaddam , Reza Farrahi Moghaddam , Mohamed Cheriet

We propose a novel framework for analyzing convergence rates of stochastic optimization algorithms with adaptive step sizes. This framework is based on analyzing properties of an underlying generic stochastic process, in particular by…

Optimization and Control · Mathematics 2018-10-23 Jose Blanchet , Coralia Cartis , Matt Menickelly , Katya Scheinberg

Classical trust region methods were designed to solve problems in which function and gradient information are exact. This paper considers the case when there are bounded errors (or noise) in the above computations and proposes a simple…

Optimization and Control · Mathematics 2022-01-05 Shigeng Sun , Jorge Nocedal

Optimization-based coupling (OBC) is an attractive alternative to traditional Lagrange multiplier approaches in multiple modeling and simulation contexts. However, application of OBC to time-dependent problems has been hindered by the…

Computational Engineering, Finance, and Science · Computer Science 2025-04-22 Elizabeth Hawkins , Paul Kuberry , Pavel Bochev

We present an adaptive trust-region method for unconstrained optimization that allows inexact solutions to the trust-region subproblems. Our method is a simple variant of the classical trust-region method of \citet{sorensen1982newton}. The…

Optimization and Control · Mathematics 2025-08-27 Fadi Hamad , Oliver Hinder

This work presents a technique for statistically modeling errors introduced by reduced-order models. The method employs Gaussian-process regression to construct a mapping from a small number of computationally inexpensive `error indicators'…

Numerical Analysis · Computer Science 2015-04-16 Martin Drohmann , Kevin Carlberg

In this short note, the recently popular modifier-adaptation framework for real-time optimization is discussed in tandem with the well-developed trust-region framework of numerical optimization, and it is shown that the basic version of the…

Optimization and Control · Mathematics 2014-07-29 Gene A. Bunin

Stochastic variance reduced optimization methods are known to be globally convergent while they suffer from slow local convergence, especially when moderate or high accuracy is needed. To alleviate this problem, we propose an optimization…

Optimization and Control · Mathematics 2021-11-15 Hamed Sadeghi , Pontus Giselsson

Topology optimization is a powerful tool utilized in various fields for structural design. However, its application has primarily been restricted to static or passively moving objects, mainly focusing on hard materials with limited…

Computational Engineering, Finance, and Science · Computer Science 2023-06-30 Changyoung Yuhn , Yuki Sato , Hiroki Kobayashi , Atsushi Kawamoto , Tsuyoshi Nomura

In this paper, we develop and analyze sub-sampled trust-region methods for solving finite-sum optimization problems. These methods employ subsampling strategies to approximate the gradient and Hessian of the objective function,…

Optimization and Control · Mathematics 2025-07-24 Max L. N. Goncalves , Geovani N. Grapiglia

We propose a new gradient descent algorithm with added stochastic terms for finding the global optimizers of nonconvex optimization problems. A key component in the algorithm is the adaptive tuning of the randomness based on the value of…

Optimization and Control · Mathematics 2025-06-16 Björn Engquist , Kui Ren , Yunan Yang

In this paper, a reduced-order model (ROM) based on the proper orthogonal decomposition and the discrete empirical interpolation method is proposed for efficiently simulating time-fractional partial differential equations (TFPDEs). Both…

Numerical Analysis · Mathematics 2024-02-07 Hongfei Fu , Hong Wang , Zhu Wang

We develop a Reduced Order Model (ROM) for a Large Eddy Simulation (LES) approach that combines a three-step algorithm called Evolve-Filter-Relax (EFR) with a computationally efficient finite volume method. The main novelty of our ROM lies…

Numerical Analysis · Mathematics 2021-07-28 Michele Girfoglio , Annalisa Quaini , Gianluigi Rozza

In this paper, we propose a new and efficient nonmonotone adaptive trust region algorithm to solve unconstrained optimization problems. This algorithm incorporates two novelties: it benefits from a radius dependent shrinkage parameter for…

Optimization and Control · Mathematics 2021-05-11 Ahmad Kamandi , Keyvan Amini

We introduce a computational framework for the topology optimization of cellular structures with spatially varying architecture, which is applied to functionally graded truss lattices under quasistatic loading. We make use of a first-order…

Other Condensed Matter · Physics 2022-05-31 Bastian Telgen , Ole Sigmund , Dennis M. Kochmann

Reduced-order models (ROMs) of turbulent flows based on Galerkin projection often require many degrees of freedom to resolve the dynamics of the turbulence, or simulation data to obtain an optimal modal basis. However, obtaining simulation…

Fluid Dynamics · Physics 2025-11-21 Ian Addison-Smith , Igor A. Maia , Benjamin Herrmann , Andre V. G. Cavalieri

Modeling complex dynamical systems under varying conditions is computationally intensive, often rendering high-fidelity simulations intractable. Although reduced-order models (ROMs) offer a promising solution, current methods often struggle…

Machine Learning · Computer Science 2026-01-16 Andrew F. Ilersich , Kevin Course , Prasanth B. Nair

In this paper we propose a Bayesian method as a numerical way to correct and stabilise projection-based reduced order models (ROM) in computational fluid dynamics problems. The approach is of hybrid type, and consists of the classical…

Numerical Analysis · Mathematics 2019-11-19 Giovanni Stabile , Bojana Rosic