Related papers: Batched Second-Order Adjoint Sensitivity for Reduc…
We present an object-oriented programming (OOP) CUDA-based package for fast and accurate simulation of second-harmonic generation (SHG) efficiency using focused Gaussian beams. The model includes linear as well as two-photon absorption that…
This paper proposes an arc-search interior-point algorithm for the nonlinear constrained optimization problem. The proposed algorithm uses the second-order derivatives to construct a search arc that approaches the optimizer. Because the arc…
The homogeneous second-order descent method (Zhang et al. 2025, Mathematics of Operations Research) was initially proposed for unconstrained optimisation problems. HSODM shows excellent performance with respect to the global complexity rate…
The ability of Gaussian processes (GPs) to predict the behavior of dynamical systems as a more sample-efficient alternative to parametric models seems promising for real-world robotics research. However, the computational complexity of GPs…
The global 21-cm signal provides a powerful probe of early-Universe astrophysics, but its detection is hindered by Galactic foregrounds that are orders of magnitude brighter than the signal and distortions introduced by beam chromaticity.…
The availability of large volumes of remote sensing data insists on higher degree of automation in feature extraction, making it a need of the hour.The huge quantum of data that needs to be processed entails accelerated processing to be…
Differentially private (stochastic) gradient descent is the workhorse of DP private machine learning in both the convex and non-convex settings. Without privacy constraints, second-order methods, like Newton's method, converge faster than…
3D Gaussian Splatting (3DGS) has recently gained significant attention for high-quality and efficient view synthesis, making it widely adopted in fields such as AR/VR, robotics, and autonomous driving. Despite its impressive algorithmic…
This work introduces the nested-set Hessian approximation, a second-order approximation method that can be used in any derivative-free optimization routine that requires such information. It is built on the foundation of the generalized…
We develop adaptive replicated designs for Gaussian process metamodels of stochastic experiments. Adaptive batching is a natural extension of sequential design heuristics with the benefit of replication growing as response features are…
Zeroth-order optimization addresses problems where gradient information is inaccessible or impractical to compute. While most existing methods rely on first-order approximations, incorporating second-order (curvature) information can, in…
3D Gaussian Splatting (3DGS) has emerged as a mainstream solution for novel view synthesis and 3D reconstruction. By explicitly encoding a 3D scene using a collection of Gaussian kernels, 3DGS achieves high-quality rendering with superior…
In recent years, GPU-accelerated optimization solvers based on second-order methods (e.g., interior-point methods) have gained momentum with the advent of mature and efficient GPU-accelerated direct sparse linear solvers, such as cuDSS.…
In this contribution we develop an efficient reduced order model for solving parametrized linear-quadratic optimal control problems with linear time-varying state system. The fully reduced model combines reduced basis approximations of the…
We propose a new randomized optimization method for high-dimensional problems which can be seen as a generalization of coordinate descent to random subspaces. We show that an adaptive sampling strategy for the random subspace significantly…
Block-tridiagonal systems are prevalent in state estimation and optimal control, and solving these systems is often the computational bottleneck. Improving the underlying solvers therefore has a direct impact on the real-time performance of…
This paper introduces a framework for solving alternating current optimal power flow (ACOPF) problems using graphics processing units (GPUs). While GPUs have demonstrated remarkable performance in various computing domains, their…
Motivated by recent advances in serverless cloud computing, in particular the "function as a service" (FaaS) model, we consider the problem of minimizing a convex function in a massively parallel fashion, where communication between workers…
Existing customization methods require access to multiple reference examples to align pre-trained diffusion probabilistic models (DPMs) with user-provided concepts. This paper aims to address the challenge of DPM customization when the only…
Second derivatives of mathematical models for real-world phenomena are fundamental ingredients of a wide range of numerical simulation methods including parameter sensitivity analysis, uncertainty quantification, nonlinear optimization and…