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Real-world systems are often formulated as constrained optimization problems. Techniques to incorporate constraints into Neural Networks (NN), such as Neural Ordinary Differential Equations (Neural ODEs), have been used. However, these…

Machine Learning · Computer Science 2025-03-27 C. Coelho , M. Fernanda P. Costa , L. L. Ferrás

We propose a machine learning framework to accelerate numerical computations of time-dependent ODEs and PDEs. Our method is based on recasting (generalizations of) existing numerical methods as artificial neural networks, with a set of…

Numerical Analysis · Mathematics 2019-03-08 Siddhartha Mishra

PDE-Constrained Optimization (PDECO) problems can be accelerated significantly by employing gradient-based methods with surrogate models like neural operators compared to traditional numerical solvers. However, this approach faces two key…

Machine Learning · Computer Science 2025-06-17 Ze Cheng , Zhuoyu Li , Xiaoqiang Wang , Jianing Huang , Zhizhou Zhang , Zhongkai Hao , Hang Su

Nonlinear model predictive control (NMPC) often requires real-time solution to optimization problems. However, in cases where the mathematical model is of high dimension in the solution space, e.g. for solution of partial differential…

We study first-order optimization methods obtained by discretizing ordinary differential equations (ODEs) corresponding to Nesterov's accelerated gradient methods (NAGs) and Polyak's heavy-ball method. We consider three discretization…

Optimization and Control · Mathematics 2019-11-05 Bin Shi , Simon S. Du , Weijie J. Su , Michael I. Jordan

Numerical simulation of ordinary differential equations (ODEs) can be challenging when the system exhibits high accelerations and rapidly changing dynamics. Under these conditions the ODE solver often needs to take very small time steps in…

Numerical Analysis · Mathematics 2026-05-11 Andrew Tagg , Andrew Frandsen , Andrew Ning

Following the seminal work of Nesterov, accelerated optimization methods have been used to powerfully boost the performance of first-order, gradient-based parameter estimation in scenarios where second-order optimization strategies are…

Numerical Analysis · Computer Science 2017-11-28 Anthony Yezzi , Ganesh Sundaramoorthi

Recent research has used deep learning to develop partial differential equation (PDE) models in science and engineering. The functional form of the PDE is determined by a neural network, and the neural network parameters are calibrated to…

Machine Learning · Computer Science 2023-10-17 Justin Sirignano , Jonathan MacArt , Konstantinos Spiliopoulos

Ordinary differential equations (ODEs) are widely used to model biological, (bio-)chemical and technical processes. The parameters of these ODEs are often estimated from experimental data using ODE-constrained optimisation. This article…

Optimization and Control · Mathematics 2015-11-06 Anna Fiedler , Fabian J. Theis , Jan Hasenauer

Efficient and robust optimization is essential for neural networks, enabling scientific machine learning models to converge rapidly to very high accuracy -- faithfully capturing complex physical behavior governed by differential equations.…

We propose a novel type of nonlinear solver acceleration for systems of nonlinear partial differential equations (PDEs) that is based on online/adaptive learning. It is applied in the context of multiphase flow in porous media. The proposed…

Machine Learning · Computer Science 2025-04-28 Vinicius L S Silva , Pablo Salinas , Claire E Heaney , Matthew Jackson , Christopher C Pain

We present a novel framework for PDE-constrained $r$-adaptivity of high-order meshes. The proposed method formulates mesh movement as an optimization problem, with an objective function defined as a convex combination of a mesh quality…

Numerical Analysis · Mathematics 2025-07-03 Tzanio Kolev , Boyan Lazarov , Ketan Mittal , Mathias Schmidt , Vladimir Tomov

Neuroscientists fit morphologically and biophysically detailed neuron simulations to physiological data, often using evolutionary algorithms. However, such gradient-free approaches are computationally expensive, making convergence slow when…

Neurons and Cognition · Quantitative Biology 2024-07-23 Ilenna Simone Jones , Konrad Paul Kording

Iterative steady-state solvers are widely used in computational fluid dynamics. Unfortunately, it is difficult to obtain steady-state solution for unstable problem caused by physical instability and numerical instability. Optimization is a…

Computational Engineering, Finance, and Science · Computer Science 2023-11-21 Wenbo Cao , Yilang Liu , Xianglin Shan , Chuanqiang Gao , Weiwei Zhang

A methodology grounded in model reduction is presented for accelerating the gradient-based solution of a family of linear or nonlinear constrained optimization problems where the constraints include at least one linear Partial Differential…

Numerical Analysis · Mathematics 2020-04-15 Youngsoo Choi , Gabriele Boncoraglio , Spenser Anderson , David Amsallem , Charbel Farhat

We introduce the Optimizing a Discrete Loss (ODIL) framework for the numerical solution of Partial Differential Equations (PDE) using machine learning tools. The framework formulates numerical methods as a minimization of discrete residuals…

Numerical Analysis · Mathematics 2024-01-23 Petr Karnakov , Sergey Litvinov , Petros Koumoutsakos

Convex optimization problems with staged structure appear in several contexts, including optimal control, verification of deep neural networks, and isotonic regression. Off-the-shelf solvers can solve these problems but may scale poorly. We…

Optimization and Control · Mathematics 2020-10-28 Rudy Bunel , Oliver Hinder , Srinadh Bhojanapalli , Krishnamurthy , Dvijotham

Part I of this work [Gao25] establishes online scaled gradient methods (OSGM), a framework that utilizes online convex optimization to adapt stepsizes in gradient methods. This paper focuses on the practical aspects of OSGM. We leverage the…

Optimization and Control · Mathematics 2025-10-08 Ya-Chi Chu , Wenzhi Gao , Yinyu Ye , Madeleine Udell

Neural Ordinary Differential Equations (Neural ODEs) represent continuous-time dynamics with neural networks, offering advancements for modeling and control tasks. However, training Neural ODEs requires solving differential equations at…

Machine Learning · Computer Science 2025-02-24 Mariia Shapovalova , Calvin Tsay

Embedding nonlinear dynamical systems into artificial neural networks is a powerful new formalism for machine learning. By parameterizing ordinary differential equations (ODEs) as neural network layers, these Neural ODEs are…

Machine Learning · Computer Science 2024-10-28 Mikko Lehtimäki , Lassi Paunonen , Marja-Leena Linne
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