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We propose a general convex optimization problem for computing regularized geodesic distances. We show that under mild conditions on the regularizer the problem is well posed. We propose three different regularizers and provide analytical…

Graphics · Computer Science 2023-05-23 Michal Edelstein , Nestor Guillen , Justin Solomon , Mirela Ben-Chen

This work develops a nonlinear multigrid method for diffusion problems discretized by cell-centered finite volume methods on general unstructured grids. The multigrid hierarchy is constructed algebraically using aggregation of degrees of…

Numerical Analysis · Mathematics 2020-10-29 Chak Shing Lee , François Hamon , Nicola Castelletto , Panayot S. Vassilevski , Joshua White

We perform a general optimization of the parameters in the Multilevel Monte Carlo (MLMC) discretization hierarchy based on uniform discretization methods with general approximation orders and computational costs. We optimize hierarchies…

Numerical Analysis · Mathematics 2015-06-09 Abdul Lateef Haji Ali , Fabio Nobile , Erik von Schwerin , Raul Tempone

Combinatorial Optimization (CO) has been a long-standing challenging research topic featured by its NP-hard nature. Traditionally such problems are approximately solved with heuristic algorithms which are usually fast but may sacrifice the…

Machine Learning · Computer Science 2021-10-26 Runzhong Wang , Zhigang Hua , Gan Liu , Jiayi Zhang , Junchi Yan , Feng Qi , Shuang Yang , Jun Zhou , Xiaokang Yang

The computational complexity of naive, sampling-based uncertainty quantification for 3D partial differential equations is extremely high. Multilevel approaches, such as multilevel Monte Carlo (MLMC), can reduce the complexity significantly,…

Computational Engineering, Finance, and Science · Computer Science 2016-07-13 Björn Gmeiner , Daniel Drzisga , Ulrich Ruede , Robert Scheichl , Barbara Wohlmuth

We aim at computing the derivative of the solution to a parametric optimization problem with respect to the involved parameters. For a class broader than that of strongly convex functions, this can be achieved by automatic differentiation…

Optimization and Control · Mathematics 2019-10-15 Sheheryar Mehmood , Peter Ochs

We extend previously developed two-level coarsening procedures for graph Laplacian problems written in a mixed saddle point form to the fully recursive multilevel case. The resulting hierarchy of discretizations gives rise to a hierarchy of…

Numerical Analysis · Mathematics 2020-03-11 Andrew T. Barker , Stephan V. Gelever , Chak S. Lee , Sarah V. Osborn , Panayot S. Vassilevski

Hierarchical learning algorithms that gradually approximate a solution to a data-driven optimization problem are essential to decision-making systems, especially under limitations on time and computational resources. In this study, we…

Machine Learning · Computer Science 2023-03-22 Christos Mavridis , John Baras

This paper presents a comprehensive review of techniques proposed in the literature for solving bilevel optimization problems encountered in various real-life applications. Bilevel optimization is an appropriate choice for hierarchical…

Optimization and Control · Mathematics 2025-11-06 Dhaval Pujara , Ankur Sinha

In scientific machine learning, regression networks have been recently applied to approximate solution maps (e.g., potential-ground state map of Schr\"odinger equation). In this paper, we aim to reduce the generalization error without…

Numerical Analysis · Mathematics 2021-02-16 Zhihan Li , Yuwei Fan , Lexing Ying

In this paper, we consider smooth convex optimization problems with simple constraints and inexactness in the oracle information such as value, partial or directional derivatives of the objective function. We introduce a unifying framework,…

Optimization and Control · Mathematics 2020-12-17 Pavel Dvurechensky , Alexander Gasnikov , Alexander Tiurin , Vladimir Zholobov

This paper studies a class of distributed optimization problems with coupled equality constraints in networked systems. Many existing distributed algorithms rely on solving local subproblems via the $\operatorname{argmin}$ operator in each…

Optimization and Control · Mathematics 2025-11-26 Chenyang Qiu , Zongli Lin

Current state-of-the-art methods for solving discrete optimization problems are usually restricted to convex settings. In this paper, we propose a general approach based on cutting planes for solving nonlinear, possibly nonconvex, binary…

Optimization and Control · Mathematics 2022-03-21 Hoa T. Bui , Qun Lin , Ryan Loxton

The subgradient method for convex optimization problems on complete Riemannian manifolds with lower bounded sectional curvature is analyzed in this paper. Iteration-complexity bounds of the subgradient method with exogenous step-size and…

Optimization and Control · Mathematics 2018-08-21 O. P. Ferreira , M. S. Louzeiro , L. F. Prudente

The problem of packing equal circles in a circle is a classic and famous packing problem, which is well-studied in academia and has a variety of applications in industry. This problem is computationally challenging, and researchers mainly…

Computational Geometry · Computer Science 2023-03-09 Jianrong Zhou , Kun He , Jiongzhi Zheng , Chu-Min Li

We study bilevel optimization with a fixed polyhedral lower feasible set. Such problems are challenging for two reasons: active-set changes can make the upper objective nonsmooth, and existing hypergradient methods typically require…

Optimization and Control · Mathematics 2026-05-13 Tenglong Hong , Paul Grigas

We develop new algorithms for Riemannian bilevel optimization. We focus in particular on batch and stochastic gradient-based methods, with the explicit goal of avoiding second-order information such as Riemannian hyper-gradients. We propose…

Optimization and Control · Mathematics 2024-05-28 Sanchayan Dutta , Xiang Cheng , Suvrit Sra

This paper is motivated by the limit load, limit analysis and shear strength reduction methods, which are commonly employed in geotechnical stability analysis or similar applications. The aim is to make these methods more approachable by…

Numerical Analysis · Mathematics 2025-01-07 Stanislav Sysala , Michal Béreš , Simona Bérešová , Jaroslav Haslinger , Jakub Kružík , Tomáš Luber

This paper proposes a novel paradigm for machine learning that moves beyond traditional parameter optimization. Unlike conventional approaches that search for optimal parameters within a fixed geometric space, our core idea is to treat the…

Machine Learning · Computer Science 2025-10-31 Di Zhang

We study a class of optimization problems including matrix scaling, matrix balancing, multidimensional array scaling, operator scaling, and tensor scaling that arise frequently in theory and in practice. Some of these problems, such as…

Computational Complexity · Computer Science 2024-11-19 Cole Franks , Philipp Reichenbach