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This paper studies binary quadratic programs in which the objective is defined by a Euclidean distance matrix, subject to a general polyhedral constraint set. This class of nonconcave maximisation problems includes the capacitated,…

Optimization and Control · Mathematics 2023-09-19 Hoa T. Bui , Sandy Spiers , Ryan Loxton

Reduced-order models are essential tools to deal with parametric problems in the context of optimization, uncertainty quantification, or control and inverse problems. The set of parametric solutions lies in a low-dimensional manifold (with…

Numerical Analysis · Mathematics 2021-04-29 Pedro Díez , Alba Muixí , Sergio Zlotnik , Alberto García-González

This paper develops algorithms for high-dimensional stochastic control problems based on deep learning and dynamic programming. Unlike classical approximate dynamic programming approaches, we first approximate the optimal policy by means of…

Probability · Mathematics 2021-09-21 Côme Huré , Huyên Pham , Achref Bachouch , Nicolas Langrené

Optimal experimental design (OED) aims to choose the observations in an experiment to be as informative as possible, according to certain statistical criteria. In the linear case (when the observations depend linearly on the unknown…

Numerical Analysis · Mathematics 2026-02-25 Ruhui Jin , Martin Guerra , Qin Li , Stephen Wright

In the context of regularized loss minimization with polyhedral gauges, we show that for a broad class of loss functions (possibly non-smooth and non-convex) and under a simple geometric condition on the input data it is possible to…

Machine Learning · Statistics 2020-12-01 Amin Jalali

This technical note reviews sate-of-the-art algorithms for linear approximation of high-dimensional dynamical systems using low-rank dynamic mode decomposition (DMD). While repeating several parts of our article "low-rank dynamic mode…

Machine Learning · Statistics 2021-08-23 Patrick Heas , Cedric Herzet

Proper orthogonal decomposition (POD) allows reduced-order modeling of complex dynamical systems at a substantial level, while maintaining a high degree of accuracy in modeling the underlying dynamical systems. Advances in machine learning…

Machine Learning · Computer Science 2023-03-13 Justin Baker , Elena Cherkaev , Akil Narayan , Bao Wang

For polynomial ODE models, we introduce and discuss the concepts of exact and approximate conservation laws, which are the first integrals of the full and truncated sets of ODEs. For fast-slow systems, truncated ODEs describe the fast…

Recent work in deep learning focuses on solving physical systems in the Ordinary Differential Equation or Partial Differential Equation. This current work proposed a variant of Convolutional Neural Networks (CNNs) that can learn the hidden…

Machine Learning · Computer Science 2021-11-02 Mansura Habiba , Barak A. Pearlmutter

We investigate an optimization problem governed by an elliptic partial differential equation with uncertain parameters. We introduce a robust optimization framework that accounts for uncertain model parameters. The resulting non-linear…

Optimization and Control · Mathematics 2019-09-24 Alessandro Alla , Michael Hinze , Philip Kolvenbach , Oliver Lass , Stefan Ulbrich

Monocular depth estimation (MDE) plays a pivotal role in various computer vision applications, such as robotics, augmented reality, and autonomous driving. Despite recent advancements, existing methods often fail to meet key requirements…

Computer Vision and Pattern Recognition · Computer Science 2025-09-29 Andrii Litvynchuk , Ivan Livinsky , Anand Ravi , Nima Kalantari , Andrii Tsarov

This paper studies reduced-order modeling of dynamic networks with strongly connected topology. Given a graph clustering of an original complex network, we construct a quotient graph with less number of vertices, where the edge weights are…

Optimization and Control · Mathematics 2020-03-10 Xiaodong Cheng , Lanlin Yu , Dingchao Ren , Jacquelien M. A. Scherpen

We address the problem of estimating a high-dimensional matrix from linear measurements, with a focus on designing optimal rank-adaptive algorithms. These algorithms infer the matrix by estimating its singular values and the corresponding…

Information Theory · Computer Science 2026-05-12 Frédéric Zheng , Yassir Jedra , Alexandre Proutiere

Designing efficient and accurate numerical solvers for high-dimensional partial differential equations (PDEs) remains a challenging and important topic in computational science and engineering, mainly due to the "curse of dimensionality" in…

Numerical Analysis · Mathematics 2025-08-20 Senwei Liang , Haizhao Yang

This paper introduces and analyses a continuous optimization approach to solve optimal control problems involving ordinary differential equations (ODEs) and tracking type objectives. Our aim is to determine control or input functions, and…

Optimization and Control · Mathematics 2024-05-09 Vicky Holfeld , Michael Burger , Claudia Schillings

Model reduction plays a critical role in system control, with established methods such as balanced truncation widely used for linear systems. However, extending these methods to nonlinear settings, particularly polynomial dynamical systems…

Dynamical Systems · Mathematics 2025-06-25 Xin Mao , Can Chen

Despite the promise of scientific machine learning (SciML) in combining data-driven techniques with mechanistic modeling, existing approaches for incorporating hard constraints in neural differential equations (NDEs) face significant…

Machine Learning · Computer Science 2025-05-28 Avik Pal , Alan Edelman , Christopher Rackauckas

In this paper we propose local approximation spaces for localized model order reduction procedures such as domain decomposition and multiscale methods. Those spaces are constructed from local solutions of the partial differential equation…

Numerical Analysis · Mathematics 2018-07-31 Andreas Buhr , Kathrin Smetana

We propose an algorithm for solution of high-dimensional evolutionary equations (ODEs and discretized time-dependent PDEs) in the Tensor Train (TT) decomposition, assuming that the solution and the right-hand side of the ODE admit such a…

Numerical Analysis · Mathematics 2017-10-05 Sergey V. Dolgov

Continuous deep learning architectures enable learning of flexible probabilistic models for predictive modeling as neural ordinary differential equations (ODEs), and for generative modeling as continuous normalizing flows. In this work, we…

Machine Learning · Computer Science 2021-11-22 Lucas Liebenwein , Ramin Hasani , Alexander Amini , Daniela Rus