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We consider the problem of learning optimal solutions of a partially known linear optimization problem and recovering its underlying cost function where a set of past decisions and the feasible set are known. We develop a new framework,…

Optimization and Control · Mathematics 2023-01-10 Farzin Ahmadi , Fardin Ganjkhanloo , Kimia Ghobadi

Bayesian inverse problems use observed data to update a prior probability distribution for an unknown state or parameter of a scientific system to a posterior distribution conditioned on the data. In many applications, the unknown parameter…

Numerical Analysis · Mathematics 2026-05-12 Josie König , Elizabeth Qian , Melina A. Freitag

In this chapter, we are concerned with inverse optimal control problems, i.e., optimization models which are used to identify parameters in optimal control problems from given measurements. Here, we focus on linear-quadratic optimal control…

Optimization and Control · Mathematics 2023-11-27 Stephan Dempe , Markus Friedemann , Felix Harder , Patrick Mehlitz , Gerd Wachsmuth

Incorporating a deep generative model as the prior distribution in inverse problems has established substantial success in reconstructing images from corrupted observations. Notwithstanding, the existing optimization approaches use gradient…

Machine Learning · Computer Science 2023-01-31 Tianci Liu , Tong Yang , Quan Zhang , Qi Lei

The affine inverse eigenvalue problem consists of identifying a real symmetric matrix with a prescribed set of eigenvalues in an affine space. Due to its ubiquity in applications, various instances of the problem have been widely studied in…

Optimization and Control · Mathematics 2019-11-07 Utkan Candogan , Yong Sheng Soh , Venkat Chandrasekaran

Bilevel programs are optimization problems where some variables are solutions to optimization problems themselves, and they arise in a variety of control applications, including: control of vehicle traffic networks, inverse reinforcement…

Optimization and Control · Mathematics 2017-09-27 Aurélien Ouattara , Anil Aswani

Ensemble Kalman methods solve problems in domains such as filtering and inverse problems with interacting particles that evolve over time. For computationally expensive problems, the cost of attaining a high accuracy quickly becomes…

Numerical Analysis · Mathematics 2025-02-18 Arne Bouillon , Toon Ingelaere , Giovanni Samaey

This paper reviews recent results on hybrid inverse problems, which are also called coupled-physics inverse problems of multi-wave inverse problems. Inverse problems tend to be most useful in, e.g., medical and geophysical imaging, when…

Analysis of PDEs · Mathematics 2011-10-24 Guillaume Bal

Many inverse problems in nuclear fusion and high-energy astrophysics research, such as the optimization of tokamak reactor geometries or the inference of black hole parameters from interferometric images, necessitate high-dimensional…

Machine Learning · Computer Science 2025-05-09 Jonathan Gorard , Ammar Hakim , Hong Qin , Kyle Parfrey , Shantenu Jha

Practical optimization problems may contain different kinds of difficulties that are often not tractable if one relies on a particular optimization method. Different optimization approaches offer different strengths that are good at…

Neural and Evolutionary Computing · Computer Science 2024-07-08 Ankur Sinha , Dhaval Pujara , Hemant Kumar Singh

We are interested in ensemble methods to solve multi-objective optimization problems. An ensemble Kalman method is proposed to solve a formulation of the nonlinear problem using a weighted function approach. An analysis of the mean field…

Numerical Analysis · Mathematics 2022-03-21 Michael Herty , Elisa Iacomini

Procedural material models have been gaining traction in many applications thanks to their flexibility, compactness, and easy editability. We explore the inverse rendering problem of procedural material parameter estimation from…

Graphics · Computer Science 2025-04-22 Yu Guo , Milos Hasan , Lingqi Yan , Shuang Zhao

By the recent advances in computer technology leading to the invention of more powerful processors, the importance of creating models using data training is even greater than ever. Given the significance of this issue, this work tries to…

Optimization and Control · Mathematics 2023-12-27 Saman Khoramian

In recent years, a certain type of problems have become of interest where one wants to query a trained classifier. Specifically, one wants to find the closest instance to a given input instance such that the classifier's predicted label is…

Machine Learning · Computer Science 2026-03-20 Miguel Á. Carreira-Perpiñán , Suryabhan Singh Hada

This work formulates the machine learning mechanism as a bi-level optimization problem. The inner level optimization loop entails minimizing a properly chosen loss function evaluated on the training data. This is nothing but the…

Machine Learning · Computer Science 2023-01-27 Maziar Raissi

Finding model parameters from data is an essential task in science and engineering, from weather and climate forecasts to plasma control. Previous works have employed neural networks to greatly accelerate finding solutions to inverse…

Machine Learning · Computer Science 2024-08-16 Philipp Holl , Nils Thuerey

In this work, we describe a new data-driven approach for inverse problems that exploits technologies from machine learning, in particular autoencoder network structures. We consider a paired autoencoder framework, where two autoencoders are…

Machine Learning · Computer Science 2025-01-27 Emma Hart , Julianne Chung , Matthias Chung

Topology optimization problems often support multiple local minima due to a lack of convexity. Typically, gradient-based techniques combined with continuation in model parameters are used to promote convergence to more optimal solutions;…

Numerical Analysis · Mathematics 2021-01-13 Ioannis P. A. Papadopoulos , Patrick E. Farrell , Thomas M. Surowiec

Large scale parameter estimation problems are among some of the most computationally demanding problems in numerical analysis. An academic researcher's domain-specific knowledge often precludes that of software design, which results in…

Mathematical Software · Computer Science 2017-04-05 Curt Da Silva , Felix J. Herrmann

We present a simple yet powerful framework for solving inverse problems by leveraging automatic differentiation. Our method is broadly applicable whenever a smooth cost function can be defined near the true solution, and a numerical…

Disordered Systems and Neural Networks · Physics 2025-06-17 Koji Kobayashi , Tomi Ohtsuki
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