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We provide new gradient-based methods for efficiently solving a broad class of ill-conditioned optimization problems. We consider the problem of minimizing a function $f : \mathbb{R}^d \rightarrow \mathbb{R}$ which is implicitly…

Optimization and Control · Mathematics 2021-11-08 Jonathan Kelner , Annie Marsden , Vatsal Sharan , Aaron Sidford , Gregory Valiant , Honglin Yuan

High dimensional and/or nonconvex optimization remains a challenging and important problem across a wide range of fields, such as machine learning, data assimilation, and partial differential equation (PDE) constrained optimization. Here we…

Optimization and Control · Mathematics 2025-08-29 Brian K. Tran , Ben S. Southworth , David B. Cavender , Sam Olivier , Syed A. Shah , Tommaso Buvoli

This paper presents a method for the optimization of multi-component structures comprised of two and three materials considering large motion sliding contact and separation along interfaces. The structural geometry is defined by an explicit…

Optimization and Control · Mathematics 2017-01-24 Matthew Lawry , Kurt Maute

Stochastic gradient methods are scalable for solving large-scale optimization problems that involve empirical expectations of loss functions. Existing results mainly apply to optimization problems where the objectives are one- or two-level…

Optimization and Control · Mathematics 2018-01-15 Shuoguang Yang , Mengdi Wang , Ethan X. Fang

In this chapter we consider different approximations for the one-dimensional one-phase Stefan problem corresponding to the fusion process of a semi-infinite material with a temperature boundary condition at the fixed face and non-linear…

Statistical Mechanics · Physics 2019-06-21 Julieta Bollati , María F. Natale , José A. Semitiel , Domingo A. Tarzia

We develop a new variational formulation of the inverse Stefan problem, where information on the heat flux on the fixed boundary is missing and must be found along with the temperature and free boundary. We employ optimal control framework,…

Analysis of PDEs · Mathematics 2015-06-09 Ugur G. Abdulla

The present paper aims at providing a numerical strategy to deal with PDE-constrained optimization problems solved with the adjoint method. It is done through out a unified formulation of the constraint PDE and the adjoint model. The…

Optimization and Control · Mathematics 2017-12-01 Gino I. Montecinos , Juan Lopez-Rios , Jaime H. Ortega , Rodrigo Lecaros

Stefan problems relevant to burning oil-water systems are formulated. Two moving boundary sub-problems are defined: burning liquid surface and formation of a distillation ("hot zone") layer beneath it. The basic model considers a heat…

Mathematical Physics · Physics 2010-12-14 Jordan Hristov

Bilevel optimization problems are receiving increasing attention in machine learning as they provide a natural framework for hyperparameter optimization and meta-learning. A key step to tackle these problems is the efficient computation of…

Machine Learning · Statistics 2025-05-20 Riccardo Grazzi , Massimiliano Pontil , Saverio Salzo

The dissolution of solids has created spectacular geomorphologies ranging from centimeter-scale cave scallops to the kilometer-scale "stone forests" of China and Madagascar. Mathematically, dissolution processes are modeled by a Stefan…

Fluid Dynamics · Physics 2021-02-08 Jinzi Mac Huang , Michael J. Shelley , David B. Stein

Stochastic nested optimization, including stochastic compositional, min-max and bilevel optimization, is gaining popularity in many machine learning applications. While the three problems share the nested structure, existing works often…

Machine Learning · Statistics 2021-06-28 Tianyi Chen , Yuejiao Sun , Wotao Yin

We present an efficient optimization framework that solves trajectory optimization problems by decoupling state variables from timing variables, thereby decomposing a challenging nonlinear programming (NLP) problem into two easier…

Robotics · Computer Science 2021-04-28 Weidong Sun , Gao Tang , Kris Hauser

A non-conventional shape optimization approach is introduced to address the identification of an obstacle immersed in a fluid described by the Stokes equation within a larger bounded domain, relying on boundary measurements on the…

Optimization and Control · Mathematics 2024-03-19 Julius Fergy Tiongson Rabago , Lekbir Afraites , Hirofumi Notsu

The adjoint method is an efficient way to numerically compute gradients in optimization problems with constraints, but is only formulated to differentiable cost and constraint functions on real variables. With the introduction of complex…

Optimization and Control · Mathematics 2026-01-21 Andrew Zheng , Adam R. Stinchcombe

In general, standard necessary optimality conditions cannot be formulated in a straightforward manner for semi-smooth shape optimization problems. In this paper, we consider shape optimization problems constrained by variational…

Optimization and Control · Mathematics 2020-12-17 Daniel Luft , Volker H. Schulz , Kathrin Welker

Solving the Stefan problem, also referred as the heat conduction problem with phase change, is a necessary step to solve phase change problems with convection. In this article, we are interested in using the Lattice Boltzmann Method (LBM)…

Numerical Analysis · Mathematics 2025-05-20 Francky Luddens , Corentin Lothodé , Ionut Danaila

This paper proposes a new approach for the calibration of material parameters in local elastoplastic constitutive models. The calibration is posed as a constrained optimization problem, where the constitutive model evolution equations for a…

Computational Engineering, Finance, and Science · Computer Science 2025-05-09 Ryan Yan , D. Thomas Seidl , Reese E. Jones , Panayiotis Papadopoulos

In this study, we propose a parametric finite element method for a degenerate multi-phase Stefan problem with triple junctions. This model describes the energy-driven motion of a surface cluster whose distributional solution was studied by…

Numerical Analysis · Mathematics 2026-02-11 Tokuhiro Eto , Harald Garcke , Robert Nürnberg

We design and analyze a novel accelerated gradient-based algorithm for a class of bilevel optimization problems. These problems have various applications arising from machine learning and image processing, where optimal solutions of the two…

Optimization and Control · Mathematics 2023-11-20 Sepideh Samadi , Daniel Burbano , Farzad Yousefian

We develop a stabilized cut finite element method for the convection problem on a surface based on continuous piecewise linear approximation and gradient jump stabilization terms. The discrete piecewise linear surface cuts through a…

Numerical Analysis · Mathematics 2015-11-10 Erik Burman , Peter Hansbo , Mats G. Larson , Sara Zahedi