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We propose a new iteration scheme, the Cauchy-Simplex, to optimize convex problems over the probability simplex $\{w\in\mathbb{R}^n\ |\ \sum_i w_i=1\ \textrm{and}\ w_i\geq0\}$. Specifically, we map the simplex to the positive quadrant of a…

Optimization and Control · Mathematics 2025-05-22 James Chok , Geoffrey M. Vasil

Set constraints provide a highly general way to formulate program analyses. However, solving arbitrary boolean combinations of set constraints is NEXPTIME-hard. Moreover, while theoretical algorithms to solve arbitrary set constraints…

Programming Languages · Computer Science 2020-03-03 Joseph Eremondi

This paper presents a hybridized formulation for the weak Galerkin mixed finite element method (WG-MFEM) which was introduced and analyzed for second order elliptic equations. The WG-MFEM method was designed by using discontinuous piecewise…

Numerical Analysis · Mathematics 2015-08-25 Lin Mu , Junping Wang , Xiu Ye

The simulation of fracture using continuum ductile damage models attains a pathological discretization dependence caused by strain localization, after loss of ellipticity of the problem, in regions whose size is connected to the spatial…

Computational Engineering, Finance, and Science · Computer Science 2021-04-21 M. Magri , S. Lucarini , G. Lemoine , L. Adam , J. Segurado

In this paper we combine an infeasible Interior Point Method (IPM) with the Proximal Method of Multipliers (PMM). The resulting algorithm (IP-PMM) is interpreted as a primal-dual regularized IPM, suitable for solving linearly constrained…

Optimization and Control · Mathematics 2021-02-01 Spyridon Pougkakiotis , Jacek Gondzio

We revisit the one-dimensional model of the symmetric simple exclusion process slowly coupled with two unequal reservoirs at the boundaries. In its non-equilibrium stationary state, the large deviations functions of density and current have…

Statistical Mechanics · Physics 2024-08-07 Soumyabrata Saha , Tridib Sadhu

We propose a new discrete FFT-based method for computational homogenization of micromechanics on a regular grid that is simple, fast and robust. The discretization scheme is based on a tetrahedral stencil that displays three crucial…

Numerical Analysis · Mathematics 2024-05-21 Alphonse Finel

We propose a Hermite-Galerkin spectral method to numerically solve the spatially homogeneous Fokker-Planck-Landau equation with singular quadratic collision model. To compute the collision model, we adopt a novel approximation formulated by…

Numerical Analysis · Mathematics 2020-06-16 Ruo Li , Yanli Wang , Yixuan Wang

Multigrid methods are popular solution algorithms for many discretized PDEs, either as standalone iterative solvers or as preconditioners, due to their high efficiency. However, the choice and optimization of multigrid components such as…

Numerical Analysis · Mathematics 2020-01-22 Patrick E. Farrell , Yunhui He , Scott P. MacLachlan

For the approximation and simulation of twofold iterated stochastic integrals and the corresponding L\'{e}vy areas w.r.t. a multi-dimensional Wiener process, we review four algorithms based on a Fourier series approach. Especially, the very…

Numerical Analysis · Mathematics 2023-01-24 Felix Kastner , Andreas Rößler

Computational homogenization is the gold standard for concurrent multi-scale simulations (e.g., FE2) in scale-bridging applications. Experimental and synthetic material microstructures are often represented by 3D image data. The…

Numerical Analysis · Mathematics 2022-09-07 Sanath Keshav , Felix Fritzen , Matthias Kabel

We generalize the framework of virtual substitution for real quantifier elimination to arbitrary but bounded degrees. We make explicit the representation of test points in elimination sets using roots of parametric univariate polynomials…

Symbolic Computation · Computer Science 2015-01-26 Marek Kosta , Thomas Sturm

Many problems in machine learning can be solved by rounding the solution of an appropriate linear program (LP). This paper shows that we can recover solutions of comparable quality by rounding an approximate LP solution instead of the ex-…

Numerical Analysis · Computer Science 2013-11-19 Srikrishna Sridhar , Victor Bittorf , Ji Liu , Ce Zhang , Christopher Ré , Stephen J. Wright

This paper discusses the compilation, optimization, and error mitigation of quantum algorithms, essential steps to execute real-world quantum algorithms. Quantum algorithms running on a hybrid platform with QPU and CPU/GPU take advantage of…

Quantum Physics · Physics 2025-06-23 Shuangbao Paul Wang , Jianzhou Mao , Eric Sakk

Frank-Wolfe algorithms for convex minimization have recently gained considerable attention from the Optimization and Machine Learning communities, as their properties make them a suitable choice in a variety of applications. However, as…

Machine Learning · Statistics 2015-10-27 Emanuele Frandi , Ricardo Nanculef , Johan Suykens

In this paper we present an active-set method for the solution of $\ell_1$-regularized convex quadratic optimization problems. It is derived by combining a proximal method of multipliers (PMM) strategy with a standard semismooth Newton…

Optimization and Control · Mathematics 2023-03-01 Spyridon Pougkakiotis , Jacek Gondzio , Dionysios S. Kalogerias

In this paper we describe a computational model for the simulation of fluid-structure interaction problems based on a fictitious domain approach. We summarize the results presented over the last years when our research evolved from the…

Numerical Analysis · Mathematics 2021-04-29 Daniele Boffi , Lucia Gastaldi

The Sampling Kaczmarz Motzkin (SKM) algorithm is a generalized method for solving large scale linear systems of inequalities. Having its root in the relaxation method of Agmon, Schoenberg, and Motzkin and the randomized Kaczmarz method, SKM…

Optimization and Control · Mathematics 2022-08-16 Md Sarowar Morshed , Md Saiful Islam , Md. Noor-E-Alam

This paper is devoted to the efficient numerical solution of the Helmholtz equation in a two- or three-dimensional rectangular domain with an absorbing boundary condition (ABC). The Helmholtz problem is discretized by standard bilinear and…

Numerical Analysis · Computer Science 2019-10-24 Jari Toivanen , Monika Wolfmayr

Optimization tasks are crucial in statistical machine learning. Recently, there has been great interest in leveraging tools from dynamical systems to derive accelerated and robust optimization methods via suitable discretizations of…

Statistical Mechanics · Physics 2023-07-06 Guilherme França , Alessandro Barp , Mark Girolami , Michael I. Jordan