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We study numerical optimisation algorithms that use zeroth-order information to minimise time-varying geodesically-convex cost functions on Riemannian manifolds. In the Euclidean setting, zeroth-order algorithms have received a lot of…
Clustering is a hard discrete optimization problem. Nonconvex approaches such as low-rank semidefinite programming (SDP) have recently demonstrated promising statistical and local algorithmic guarantees for cluster recovery. Due to the…
The well-known Caputo fractional derivative and the corresponding Caputo fractional integral occur naturally in many equations that model physical phenomena under inhomogeneous media. The relationship between the two fractional terms can be…
The aim of this paper is to develop fast second-order accurate difference schemes for solving one- and two-dimensional time distributed-order and Riesz space fractional diffusion equations. We adopt the same measures for one- and…
In this paper we want to propose practical numerical methods to solve a class of initial-boundary problem of time-space fractional convection-diffusion equations (TSFCDEs). To start with, an implicit difference method based on two-sided…
We consider binary integer programming problems with the min-max regret objective function under interval objective coefficients. We propose a new heuristic framework, which we call the iterated dual substitution (iDS) algorithm. The iDS…
The explicit two-stage fourth-order (TSFO) temporal-spatial coupling method is efficient and compact but suffers severe time-step restrictions for stiff problems with multiple scales. To address Professor Jiequan Li's call for an implicit…
We consider a control-constrained optimal control problem subject to time-harmonic Maxwell's equations; the control variable belongs to a finite-dimensional set and enters the state equation as a coefficient. We derive existence of optimal…
This paper develops an efficient computational technique to assess the landslide responses to tectonic deformation and to predict the implications of large bedrocks landslides on the short and long-term development of the disasters. The…
A more accurate, stable, finite-difference time-domain (FDTD) algorithm is developed for simulating Maxwell's equations with isotropic or anisotropic dielectric materials. This algorithm is in many cases more accurate than previous…
In this paper, based on Newton interpolation we have proposed a numerical scheme of predictor-corrector type in order to solve fractional differential equations with the fractional derivative involving the Mittag-Leffler function. We have…
In this paper, we study the fault-tolerant matroid median and fault-tolerant knapsack median problems. These two problems generalize many fundamental clustering and facility location problems, such as uniform fault-tolerant $k$-median,…
As a very well-known classical fact, non-minimum phase zeros of the process put some limitations on the performance of the feedback system. The source of these limitations is that such non-minimum phase zeros cannot be cancelled by unstable…
We study an optimal control problem under uncertainty, where the target function is the solution of an elliptic partial differential equation with random coefficients, steered by a control function. The robust formulation of the…
An important class of dynamical systems with several practical applications is linear systems with quadratic outputs. These models have the same state equation as standard linear time-invariant systems but differ in their output equations,…
In finite-size scaling analyses of Monte Carlo simulations of second-order phase transitions one often needs an extended temperature range around the critical point. By combining the parallel tempering algorithm with cluster updates and an…
We propose a new splitting method for strong numerical solution of the Cox-Ingersoll-Ross model. For this method, applied over both deterministic and adaptive random meshes, we prove a uniform moment bound and strong error results of order…
Optimization problems with $L^1$-control cost functional subject to an elliptic partial differential equation (PDE) are considered. However, different from the finite dimensional $l^1$-regularization optimization, the resulting discretized…
With the increasing number of compute components, failures in future exa-scale computer systems are expected to become more frequent. This motivates the study of novel resilience techniques. Here, we extend a recently proposed…
In this paper, we investigate the optimal $\mathcal{H}_2$ model reduction problem for single-input single-output (SISO) continuous-time linear time-invariant (LTI) systems. A semi-definite relaxation (SDR) approach is proposed to determine…