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We provide a new algorithm for solving Risk Sensitive Partially Observable Markov Decisions Processes, when the risk is modeled by a utility function, and both the state space and the space of observations is finite. This algorithm is based…

Optimization and Control · Mathematics 2022-07-19 Arsham Afsardeir , Andreas Kapetanis , Vaios Laschos , Klaus Obermayer

Efficiently solving multi-objective optimization problems for simulation optimization of important scientific and engineering applications such as materials design is becoming an increasingly important research topic. This is due largely to…

Artificial Intelligence · Computer Science 2023-06-27 Eric Hans Lee , Bolong Cheng , Michael McCourt

Most slope limiter functions in high-resolution finite volume methods to solve hyperbolic conservation laws are designed assuming one-dimensional uniform grids, and they are also used to compute slope limiters in computations on non-uniform…

Numerical Analysis · Mathematics 2014-05-21 Xianyi Zeng

When model predictions inform downstream decision making, a natural question is under what conditions can the decision-makers simply respond to the predictions as if they were the true outcomes. Calibration suffices to guarantee that simple…

Machine Learning · Computer Science 2025-04-23 Jingwu Tang , Jiayun Wu , Zhiwei Steven Wu , Jiahao Zhang

In this work, we develop an adaptive, multivariate partitioning algorithm for solving mixed-integer nonlinear programs (MINLP) with multi-linear terms to global optimality. This iterative algorithm primarily exploits the advantages of…

Optimization and Control · Mathematics 2019-02-05 Harsha Nagarajan , Mowen Lu , Site Wang , Russell Bent , Kaarthik Sundar

This paper proposes novel approaches for designing control Lyapunov functions (CLFs) for constrained linear systems. We leverage recent configuration-constrained polyhedral computing techniques to devise piecewise affine convex CLFs.…

Optimization and Control · Mathematics 2025-03-21 Boris Houska , Matthias A. Müller , Mario E. Villanueva

In this paper, by modifying significantly the Friedrichs-Gross mollifier technique and/or using the Lasry-Lions regularization technique together with some carefully chosen cut-off functions, for the first time we construct explicitly…

Complex Variables · Mathematics 2024-06-26 Zhouzhe Wang , Xu Zhang

Extended formulations are an important tool in polyhedral combinatorics. Many combinatorial optimization problems require an exponential number of inequalities when modeled as a linear program in the natural space of variables. However, by…

Optimization and Control · Mathematics 2024-06-07 Christoph Buchheim

Let $f \colon \mathcal{M} \to \mathbb{R}$ be a Lipschitz and geodesically convex function defined on a $d$-dimensional Riemannian manifold $\mathcal{M}$. Does there exist a first-order deterministic algorithm which (a) uses at most…

Optimization and Control · Mathematics 2023-07-25 Christopher Criscitiello , David Martínez-Rubio , Nicolas Boumal

The Lip-field approach is a new regularization method for softening material material models. It was presented first in a previous paper providing one-dimensional simulations for damage and plasticity. The present paper focuses on a…

Computational Engineering, Finance, and Science · Computer Science 2022-12-07 N. Chevaugeon , N. Moes

Designing models that are both expressive and preserve known invariances of tasks is an increasingly hard problem. Existing solutions tradeoff invariance for computational or memory resources. In this work, we show how to leverage…

Machine Learning · Computer Science 2023-09-29 Leonardo Cotta , Gal Yehuda , Assaf Schuster , Chris J. Maddison

In this paper, we introduce a Lagrange multiplier approach to construct linearly implicit energy-preserving schemes of arbitrary order for general Hamiltonian PDEs. Unlike the widely used auxiliary variable methods, this novel approach does…

Numerical Analysis · Mathematics 2026-01-21 Yonghui Bo , Yushun Wang

In this article we propose a scalable shape optimization algorithm which is tailored for large scale problems and geometries represented by hierarchically refined meshes. Weak scalability and grid independent convergence is achieved via a…

Optimization and Control · Mathematics 2022-05-09 Jose Pinzon , Martin Siebenborn

This note studies numerical methods for solving compositional optimization problems, where the inner function is smooth, and the outer function is Lipschitz continuous, non-smooth, and non-convex but exhibits one of two special structures…

Optimization and Control · Mathematics 2024-11-22 Yao Yao , Qihang Lin , Tianbao Yang

We propose and analyze a new discretization technique for a linear-quadratic optimal control problem involving the fractional powers of a symmetric and uniformly elliptic second oder operator; control constraints are considered. Since these…

Numerical Analysis · Mathematics 2016-07-08 Enrique Otarola

An efficient nonlinear multigrid method for a mixed finite element method of the Darcy-Forchheimer model is constructed in this paper. A Peaceman-Rachford type iteration is used as a smoother to decouple the nonlinearity from the divergence…

Numerical Analysis · Mathematics 2017-04-27 Jian Huang , Long Chen , Hongxing Rui

While Large Language Models (LLMs) have made significant strides in replicating human-like abilities, there are concerns about a reduction in the linguistic diversity of their outputs. This results in the homogenization of viewpoints and…

Computation and Language · Computer Science 2024-12-05 Long Mai , Julie Carson-Berndsen

We propose a multi-index algorithm for the Monte Carlo (MC) discretization of a linear, elliptic PDE with affine-parametric input. We prove an error vs. work analysis which allows a multi-level finite-element approximation in the physical…

Numerical Analysis · Mathematics 2019-07-18 Josef Dick , Michael Feischl , Christoph Schwab

Consider an $s$-dimensional function being evaluated at $n$ points of a low discrepancy sequence (LDS), where the objective is to approximate the one-dimensional functions that result from integrating out $(s-1)$ variables. Here, the…

Numerical Analysis · Mathematics 2019-11-11 Chaitanya Joshi , Paul T. Brown , Stephen Joe

We introduce a family of fourth order two-step methods that preserve the energy function of canonical polynomial Hamiltonian systems. Each method in the family may be viewed as a correction of a linear two-step method, where the correction…

Numerical Analysis · Mathematics 2012-06-08 Luigi Brugnano , Felice Iavernaro , Donato Trigiante