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In this work we investigate the advantages of multiscale methods in Petrov-Galerkin (PG) formulation in a general framework. The framework is based on a localized orthogonal decomposition of a high dimensional solution space into a low…

Numerical Analysis · Mathematics 2015-01-05 Daniel Elfverson , Victor Ginting , Patrick Henning

This paper proposes several novel optimization algorithms for minimizing a nonlinear objective function. The algorithms are enlightened by the optimal state trajectory of an optimal control problem closely related to the minimized objective…

Optimization and Control · Mathematics 2025-04-01 Hongxia Wang , Yeming Xu , Ziyuan Guo , Huanshui Zhang

In this paper, we investigate interpolatory projection framework for model reduction of descriptor systems. With a simple numerical example, we first illustrate that employing subspace conditions from the standard state space settings to…

Numerical Analysis · Mathematics 2015-03-04 Serkan Gugercin , Tatjana Stykel , Sarah Wyatt

Optimal damping aims at determining a vector of damping coefficients $\nu$ that maximizes the decay rate of a mechanical system's response. This problem can be formulated as the minimization of the trace of the solution of a Lyapunov…

Numerical Analysis · Mathematics 2026-01-12 Qingna Li , Françoise Tisseur

We consider model order reduction of parameterized Hamiltonian systems describing nondissipative phenomena, like wave-type and transport dominated problems. The development of reduced basis methods for such models is challenged by two main…

Numerical Analysis · Mathematics 2021-05-27 Cecilia Pagliantini

We study the problem of finding the best linear model that can minimize least-squares loss given a data-set. While this problem is trivial in the low dimensional regime, it becomes more interesting in high dimensions where the population…

Machine Learning · Computer Science 2021-02-09 Yahya Sattar , Samet Oymak

This paper introduces a methodology for improving the accuracy and efficiency of reduced order models (ROMs) constructed using the least-squares Petrov-Galerkin (LSPG) projection method through the introduction of preconditioning. Unlike…

Numerical Analysis · Mathematics 2022-03-24 Payton Lindsay , Jeffrey Fike , Irina Tezaur , Kevin Carlberg

The problem of reducing a Hidden Markov Model (HMM) to one of smaller dimension that exactly reproduces the same marginals is tackled by using a system-theoretic approach. Realization theory tools are extended to HMMs by leveraging suitable…

Machine Learning · Computer Science 2024-06-24 Tommaso Grigoletto , Francesco Ticozzi

This work presents a comprehensive discretization theory for abstract linear operator equations in Banach spaces. The fundamental starting point of the theory is the idea of residual minimization in dual norms, and its inexact version using…

Numerical Analysis · Mathematics 2022-11-15 Ignacio Muga , Kristoffer G. van der Zee

The Projected Gradient Descent (PGD) algorithm is a widely used and efficient first-order method for solving constrained optimization problems due to its simplicity and scalability in large design spaces. Building on recent advancements in…

Optimization and Control · Mathematics 2025-06-18 Lucka Barbeau , Marc-Étienne Lamarche-Gagnon , Florin Ilinca

A structure-preserving kernel ridge regression method is presented that allows the recovery of nonlinear Hamiltonian functions out of datasets made of noisy observations of Hamiltonian vector fields. The method proposes a closed-form…

Machine Learning · Statistics 2025-04-07 Jianyu Hu , Juan-Pablo Ortega , Daiying Yin

We introduce a linear dimensionality reduction technique preserving topological features via persistent homology. The method is designed to find linear projection $L$ which preserves the persistent diagram of a point cloud $\mathbb{X}$ via…

Machine Learning · Statistics 2021-06-15 Byeongsu Yu , Kisung You

In this paper, we propose two algorithms for solving convex optimization problems with linear ascending constraints. When the objective function is separable, we propose a dual method which terminates in a finite number of iterations. In…

Optimization and Control · Mathematics 2014-09-26 Zizhuo Wang

We discuss structure-preserving model order reduction for port-Hamiltonian systems based on an approximation of the full-order state by a linear combination of ansatz functions which depend themselves on the state of the reduced-order…

Numerical Analysis · Mathematics 2023-05-16 Philipp Schulze

Common trends in model order reduction of large nonlinear finite-element-discretized systems involve the introduction of a linear mapping into a reduced set of unknowns, followed by Galerkin projection of the governing equations onto a…

Computational Engineering, Finance, and Science · Computer Science 2019-04-18 Shobhit Jain , Paolo Tiso

Though ubiquitous as first-principles models for conservative phenomena, Hamiltonian systems present numerous challenges for model reduction even in relatively simple, linear cases. Here, we present a method for the projection-based model…

Numerical Analysis · Mathematics 2024-07-12 Anthony Gruber , Irina Tezaur

Structural learning, a method to estimate the parameters for discrete energy minimization, has been proven to be effective in solving computer vision problems, especially in 3D scene parsing. As the complexity of the models increases,…

Computer Vision and Pattern Recognition · Computer Science 2017-01-13 Mengtian Li , Daniel Huber

Suppressing vibrations in mechanical systems, usually described by second-order dynamical models, is a challenging task in mechanical engineering in terms of computational resources even nowadays. One remedy is structure-preserving model…

Optimization and Control · Mathematics 2023-09-25 Rebekka S. Beddig , Peter Benner , Ines Dorschky , Timo Reis , Paul Schwerdtner , Matthias Voigt , Steffen W. R. Werner

This work proposes a structure-preserving model reduction method for marginally stable linear time-invariant (LTI) systems. In contrast to Lyapunov-stability-based approaches---which ensure the poles of the reduced system remain in the open…

Dynamical Systems · Mathematics 2017-04-24 Liqian Peng , Kevin Carlberg

Composite minimization is a powerful framework in large-scale convex optimization, based on decoupling of the objective function into terms with structurally different properties and allowing for more flexible algorithmic design. We…

Optimization and Control · Mathematics 2023-02-17 Jelena Diakonikolas , Cristóbal Guzmán