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Most existing work uses dual decomposition and subgradient methods to solve Network Utility Maximization (NUM) problems in a distributed manner, which suffer from slow rate of convergence properties. This work develops an alternative…

Optimization and Control · Mathematics 2015-03-17 Ermin Wei , Asuman Ozdaglar , Ali Jadbabaie

Online deep learning tackles the challenge of learning from data streams by balancing two competing goals: fast learning and deep learning. However, existing research primarily emphasizes deep learning solutions, which are more adept at…

Machine Learning · Computer Science 2025-03-24 Antonios Valkanas , Boris N. Oreshkin , Mark Coates

This paper introduces an adaptive time splitting technique for the solution of stiff evolutionary PDEs that guarantees an effective error control of the simulation, independent of the fastest physical time scale for highly unsteady…

Numerical Analysis · Mathematics 2012-04-10 Stéphane Descombes , Max Duarte , Thierry Dumont , Violaine Louvet , Marc Massot

Bilevel optimization is a powerful tool for many machine learning problems, such as hyperparameter optimization and meta-learning. Estimating hypergradients (also known as implicit gradients) is crucial for developing gradient-based methods…

Optimization and Control · Mathematics 2025-05-06 Youran Dong , Junfeng Yang , Wei Yao , Jin Zhang

In subsurface multiphase flow simulations, poor nonlinear solver performance is a significant runtime sink. The system of fully implicit mass balance equations is highly nonlinear and often difficult to solve for the nonlinear solver,…

Numerical Analysis · Mathematics 2021-11-24 Sebastian B. M. Bosma , Francois P. Hamon , Brad T. Mallison , Hamdi A. Tchelepi

We describe a neural-based method for generating exact or approximate solutions to differential equations in the form of mathematical expressions. Unlike other neural methods, our system returns symbolic expressions that can be interpreted…

Machine Learning · Computer Science 2020-11-16 Maysum Panju , Kourosh Parand , Ali Ghodsi

In this work, we develop analysis and algorithms for a class of (stochastic) bilevel optimization problems whose lower-level (LL) problem is strongly convex and linearly constrained. Most existing approaches for solving such problems rely…

Optimization and Control · Mathematics 2025-04-08 Prashant Khanduri , Ioannis Tsaknakis , Yihua Zhang , Sijia Liu , Mingyi Hong

We present a general and scalable framework for the automated discovery of optimal meta-solvers for the solution of time-dependent nonlinear partial differential equations after appropriate discretization. By integrating classical numerical…

Numerical Analysis · Mathematics 2025-07-02 Youngkyu Lee , Shanqing Liu , Jerome Darbon , George Em Karniadakis

Superlinear convergence has been an elusive goal for black-box nonsmooth optimization. Even in the convex case, the subgradient method is very slow, and while some cutting plane algorithms, including traditional bundle methods, are popular…

Optimization and Control · Mathematics 2019-07-30 Adrian Lewis , Calvin Wylie

Deep neural network (DNN) generally takes thousands of iterations to optimize via gradient descent and thus has a slow convergence. In addition, softmax, as a decision layer, may ignore the distribution information of the data during…

Machine Learning · Computer Science 2021-06-16 Rui Zhang , Ziheng Jiao , Hongyuan Zhang , Xuelong Li

We propose a machine learning framework to accelerate numerical computations of time-dependent ODEs and PDEs. Our method is based on recasting (generalizations of) existing numerical methods as artificial neural networks, with a set of…

Numerical Analysis · Mathematics 2019-03-08 Siddhartha Mishra

To solve the Cahn-Hilliard equation numerically, a new time integration algorithm is proposed, which is based on a combination of the Eyre splitting and the local iteration modified (LIM) scheme. The latter is employed to tackle the…

Numerical Analysis · Mathematics 2024-09-27 M. A. Botchev , I. A. Fahurdinov , E. B. Savenkov

Forecasting physical signals in long time range is among the most challenging tasks in Partial Differential Equations (PDEs) research. To circumvent limitations of traditional solvers, many different Deep Learning methods have been…

Machine Learning · Computer Science 2023-06-09 Leon Migus , Julien Salomon , Patrick Gallinari

In this paper, we propose a globally convergent method for solving constrained nonlinear systems. The method combines an efficient Newton conditional gradient method with a derivative-free and nonmonotone linesearch strategy. The global…

Optimization and Control · Mathematics 2018-06-06 M. L. N. Gonçalves , F. R. Oliveira

Differential equations parameterized by neural networks become expensive to solve numerically as training progresses. We propose a remedy that encourages learned dynamics to be easier to solve. Specifically, we introduce a differentiable…

Machine Learning · Computer Science 2020-10-26 Jacob Kelly , Jesse Bettencourt , Matthew James Johnson , David Duvenaud

Computational fluid dynamics (CFD) simulations of viscous fluids described by the Navier-Stokes equations are considered. Depending on the Reynolds number of the flow, the Navier-Stokes equations may exhibit a highly nonlinear behavior. The…

Numerical Analysis · Mathematics 2023-10-11 Anouk Zandbergen , Tycho van Noorden , Alexander Heinlein

We consider the aeroelastic simulation of flexible mechanical structures submerged in subsonic fluid flows at low Mach numbers. The nonlinear kinematics of flexible bodies are described in the total Lagrangian formulation and discretized by…

Numerical Analysis · Mathematics 2024-03-25 Jenny Schubert , Marc C. Steinbach , Christian Hente , David Märtins , Daniel Schuster

We present a novel approach to accelerate iterative methods to solve nonlinear Schr\"odinger eigenvalue problems using neural networks. Nonlinear eigenvector problems are fundamental in quantum mechanics and other fields, yet conventional…

Numerical Analysis · Mathematics 2025-07-23 Daniel Peterseim , Jan-F. Pietschmann , Jonas Püschel , Kilian Ruess

In this paper, a novel stochastic extra-step quasi-Newton method is developed to solve a class of nonsmooth nonconvex composite optimization problems. We assume that the gradient of the smooth part of the objective function can only be…

Optimization and Control · Mathematics 2019-10-22 Minghan Yang , Andre Milzarek , Zaiwen Wen , Tong Zhang

We propose a reformulation for the integral equations approach of Jain, Breunung \& Haller [Nonlinear Dyn. 97, 313--341 (2019)] to steady-state response computation for periodically forced nonlinear mechanical systems. This reformulation…

Computational Engineering, Finance, and Science · Computer Science 2021-06-01 Gergely Buza , George Haller , Shobhit Jain