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This article aims to provide a comprehensive overview of sparse optimization, with a focus on both sparse signal recovery and sparse regularization techniques. We will begin by exploring the foundations of sparse optimization, delving into…

History and Overview · Mathematics 2026-01-13 Jun Lu

Reduced order models (ROMs) play a critical role in fluid mechanics by providing low-cost predictions, making them an attractive tool for engineering applications. However, for ROMs to be widely applicable, they must not only generalise…

Machine Learning · Computer Science 2025-05-06 Ismaël Zighed , Nicolas Thome , Patrick Gallinari , Taraneh Sayadi

POD-DL-ROMs have been recently proposed as an extremely versatile strategy to build accurate and reliable reduced order models (ROMs) for nonlinear parametrized partial differential equations, combining (i) a preliminary dimensionality…

Numerical Analysis · Mathematics 2023-05-09 Simone Brivio , Stefania Fresca , Nicola Rares Franco , Andrea Manzoni

This work proposes a technique for constructing a statistical closure model for reduced-order models (ROMs) applied to stationary systems modeled as parameterized systems of algebraic equations. The proposed technique extends the…

Numerical Analysis · Mathematics 2024-12-20 Stefano Pagani , Andrea Manzoni , Kevin Carlberg

Parsimony, including sparsity and low rank, has been shown to successfully model data in numerous machine learning and signal processing tasks. Traditionally, such modeling approaches rely on an iterative algorithm that minimizes an…

Machine Learning · Computer Science 2012-12-18 Pablo Sprechmann , Alex M. Bronstein , Guillermo Sapiro

To speed-up the solution to parametrized differential problems, reduced order models (ROMs) have been developed over the years, including projection-based ROMs such as the reduced-basis (RB) method, deep learning-based ROMs, as well as…

Numerical Analysis · Mathematics 2022-02-08 Ludovica Cicci , Stefania Fresca , Andrea Manzoni

Time-dependent partial differential equations are ubiquitous in physics-based modeling, but they remain computationally intensive in many-query scenarios, such as real-time forecasting, optimal control, and uncertainty quantification.…

Machine Learning · Computer Science 2026-01-26 Sven Dummer , Dongwei Ye , Christoph Brune

We propose a space-time reduced-order model (ROM) for nonlinear dynamical systems, building upon previous work on linear systems. Whereas most ROMs are space-only in that they reduce only the spatial dimension of the state, the proposed…

Numerical Analysis · Mathematics 2025-11-03 Peter Frame , Aaron Towne

In recent years, large-scale numerical simulations played an essential role in estimating the effects of explosion events in urban environments, for the purpose of ensuring the security and safety of cities. Such simulations are…

Reduced Order Models (ROMs) form essential tools across engineering domains by virtue of their function as surrogates for computationally intensive digital twinning simulators. Although purely data-driven methods are available for ROM…

Computational Engineering, Finance, and Science · Computer Science 2025-04-14 Konstantinos Vlachas , Thomas Simpson , Anthony Garland , D. Dane Quinn , Charbel Farhat , Eleni Chatzi

Greedy algorithms for feature selection are widely used for recovering sparse high-dimensional vectors in linear models. In classical procedures, the main emphasis was put on the sample complexity, with little or no consideration of the…

Machine Learning · Statistics 2021-02-11 El Mehdi Saad , Gilles Blanchard , Sylvain Arlot

Cardio-mechanical models can be used to support clinical decision-making. Unfortunately, the substantial computational effort involved in many cardiac models hinders their application in the clinic, despite the fact that they may provide…

Computational Engineering, Finance, and Science · Computer Science 2026-05-19 Robin Willems , Peter Förster , Sebastian Schöps , Olaf van der Sluis , Clemens V. Verhoosel

We study the problem of inferring a sparse vector from random linear combinations of its components. We propose the Accelerated Orthogonal Least-Squares (AOLS) algorithm that improves performance of the well-known Orthogonal Least-Squares…

Machine Learning · Statistics 2018-04-17 Abolfazl Hashemi , Haris Vikalo

We consider the Orthogonal Least-Squares (OLS) algorithm for the recovery of a $m$-dimensional $k$-sparse signal from a low number of noisy linear measurements. The Exact Recovery Condition (ERC) in bounded noisy scenario is established for…

Machine Learning · Statistics 2016-08-09 Abolfazl Hashemi , Haris Vikalo

We propose an efficient ADMM method with guarantees for high-dimensional problems. We provide explicit bounds for the sparse optimization problem and the noisy matrix decomposition problem. For sparse optimization, we establish that the…

Machine Learning · Computer Science 2015-07-08 Hanie Sedghi , Anima Anandkumar , Edmond Jonckheere

A posteriori reduced-order models (ROM), e.g. based on proper orthogonal decomposition (POD), are essential to affordably tackle realistic parametric problems. They rely on a trustful training set, that is a family of full-order solutions…

Numerical Analysis · Mathematics 2025-01-07 Alba Muixí , Sergio Zlotnik , Matteo Giacomini , Pedro Díez

In machine learning and data mining, linear models have been widely used to model the response as parametric linear functions of the predictors. To relax such stringent assumptions made by parametric linear models, additive models consider…

Machine Learning · Statistics 2017-10-18 Sheng Chen , Arindam Banerjee

Best-first search has been recently utilized for compressed sensing (CS) by the A* orthogonal matching pursuit (A*OMP) algorithm. In this work, we concentrate on theoretical and empirical analyses of A*OMP. We present a restricted isometry…

Information Theory · Computer Science 2016-11-26 Nazim Burak Karahanoglu , Hakan Erdogan

Model order reduction (MOR) methods that are designed to preserve structural features of a given full order model (FOM) often suffer from a lower accuracy when compared to their non-structure-preserving counterparts. In this paper, we…

Systems and Control · Electrical Eng. & Systems 2022-05-17 Paul Schwerdtner , Matthias Voigt

Large-scale non-convex sparsity-constrained problems have recently gained extensive attention. Most existing deterministic optimization methods (e.g., GraSP) are not suitable for large-scale and high-dimensional problems, and thus…

Machine Learning · Computer Science 2019-12-03 Fanhua Shang , Bingkun Wei , Hongying Liu , Yuanyuan Liu , Jiacheng Zhuo
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