Related papers: Nesterov's acceleration for level set-based topolo…
In this work we propose a differential geometric motivation for Nesterov's accelerated gradient method (AGM) for strongly-convex problems. By considering the optimization procedure as occurring on a Riemannian manifold with a natural…
Photonic topology optimization is a technique used to find the electric permittivity distribution of a device that optimizes an electromagnetic figure-of-merit. Two common techniques are used: continuous density-based optimizations that…
We present a new method for stochastic shape optimisation of engineering structures. The method generalises an existing deterministic scheme, in which the structure is represented and evolved by a level-set method coupled with mathematical…
We develop a theory of accelerated first-order optimization from the viewpoint of differential equations and Lyapunov functions. Building upon the previous work of many researchers, we consider differential equations which model the…
This paper delves into the investigation of a distributed aggregative optimization problem within a network. In this scenario, each agent possesses its own local cost function, which relies not only on the local state variable but also on…
Convex optimization problems arising in applications often have favorable objective functions and complicated constraints, thereby precluding first-order methods from being immediately applicable. We describe an approach that exchanges the…
In this paper, we introduce and evaluate a data-driven staged mixture modeling technique for building density, regression, and classification models. Our basic approach is to sequentially add components to a finite mixture model using the…
In this paper, we propose a unified view of gradient-based algorithms for stochastic convex composite optimization by extending the concept of estimate sequence introduced by Nesterov. More precisely, we interpret a large class of…
The Finite Element Method (FEM) is the gold standard for spatial discretization in numerical simulations for a wide spectrum of real-world engineering problems. Prototypical areas of interest include linear heat transfer and linear…
Stochastic optimization is a vital field in the realm of mathematical optimization, finding applications in diverse areas ranging from operations research to machine learning. In this paper, we introduce a novel first-order optimization…
The proximal point method (PPM) is a fundamental method in optimization that is often used as a building block for designing optimization algorithms. In this work, we use the PPM method to provide conceptually simple derivations along with…
Applications in quantitative finance such as optimal trade execution, risk management of options, and optimal asset allocation involve the solution of high dimensional and nonlinear Partial Differential Equations (PDEs). The connection…
Element-based topology optimization algorithms capable of generating smooth boundaries have drawn serious attention given the significance of accurate boundary information in engineering applications. The basic framework of a new…
Arguably, the two most popular accelerated or momentum-based optimization methods in machine learning are Nesterov's accelerated gradient and Polyaks's heavy ball, both corresponding to different discretizations of a particular second order…
Using Domain Decomposition (DD) algorithm on non--overlapping domains, we compare couplings of different discretisation models, such as Finite Element (FEM) and Reduced Order (ROM) models for separate subcomponents. In particular, we…
This study proposes a level set-based topology optimization method for designing acoustic structures with viscous and thermal boundary layers in perspective. Acoustic waves propagating in a narrow channel are damped by viscous and thermal…
In this work, we develop an adaptive algorithm for the efficient numerical solution of the minimum compliance problem in topology optimization. The algorithm employs the phase field approximation and continuous density field. The adaptive…
The finite element method (FEM) is applied to obtain numerical solutions to a recently derived nonlinear equation for the shallow water wave problem. A weak formulation and the Petrov-Galerkin method are used. It is shown that the FEM gives…
Geometry optimization is an important part of both computational materials and surface science because it is the path to finding ground state atomic structures and reaction pathways. These properties are used in the estimation of…
State estimation aims at approximately reconstructing the solution $u$ to a parametrized partial differential equation from $m$ linear measurements, when the parameter vector $y$ is unknown. Fast numerical recovery methods have been…