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The multigrid V-cycle method is a popular method for solving systems of linear equations. It computes an approximate solution by using smoothing on fine levels and solving a system of linear equations on the coarsest level. Solving on the…

Numerical Analysis · Mathematics 2024-05-08 Petr Vacek , Erin Carson , Kirk M. Soodhalter

Discrete gradient methods are geometric integration techniques that can preserve the dissipative structure of gradient flows. Due to the monotonic decay of the function values, they are well suited for general convex and nonconvex…

Optimization and Control · Mathematics 2024-07-17 Matthias J. Ehrhardt , Erlend S. Riis , Torbjørn Ringholm , Carola-Bibiane Schönlieb

Consider convex optimization problems subject to a large number of constraints. We focus on stochastic problems in which the objective takes the form of expected values and the feasible set is the intersection of a large number of convex…

Machine Learning · Statistics 2015-11-13 Mengdi Wang , Yichen Chen , Jialin Liu , Yuantao Gu

In this work, we propose a multi-stage training strategy for the development of deep learning algorithms applied to problems with multiscale features. Each stage of the pro-posed strategy shares an (almost) identical network structure and…

Numerical Analysis · Mathematics 2020-09-25 Eric Chung , Wing Tat Leung , Sai-Mang Pun , Zecheng Zhang

In this paper, we study a class of stochastic bilevel optimization problems, also known as stochastic simple bilevel optimization, where we minimize a smooth stochastic objective function over the optimal solution set of another stochastic…

Optimization and Control · Mathematics 2023-08-16 Jincheng Cao , Ruichen Jiang , Nazanin Abolfazli , Erfan Yazdandoost Hamedani , Aryan Mokhtari

Combinatorial Optimization (CO) has been a long-standing challenging research topic featured by its NP-hard nature. Traditionally such problems are approximately solved with heuristic algorithms which are usually fast but may sacrifice the…

Machine Learning · Computer Science 2021-10-26 Runzhong Wang , Zhigang Hua , Gan Liu , Jiayi Zhang , Junchi Yan , Feng Qi , Shuang Yang , Jun Zhou , Xiaokang Yang

We propose a new approach to learning the subgrid-scale model when simulating partial differential equations (PDEs) solved by the method of lines and their representation in chaotic ordinary differential equations, based on neural ordinary…

Numerical Analysis · Mathematics 2023-04-14 Shinhoo Kang , Emil M. Constantinescu

This paper presents an efficient gradient projection-based method for structural topological optimization problems characterized by a nonlinear objective function which is minimized over a feasible region defined by bilateral bounds and a…

Computational Engineering, Finance, and Science · Computer Science 2020-06-16 Zhi Zeng , Fulei Ma

We consider rather a general class of multi-level optimization problems, where a convex objective function is to be minimized subject to constraints of optimality of nested convex optimization problems. As a special case, we consider a…

Optimization and Control · Mathematics 2024-04-30 Allahkaram Shafiei , Vyacheslav Kungurtsev , Jakub Marecek

Bilevel optimization formulates hierarchical decision-making processes that arise in many real-world applications such as in pricing, network design, and infrastructure defense planning. In this paper, we consider a class of bilevel…

Optimization and Control · Mathematics 2021-04-20 Geunyeong Byeon , Pascal Van Hentenryck

Shape optimization involves the minimization of a cost function defined over a set of shapes, often governed by a partial differential equation (PDE). In the absence of closed-form solutions, one relies on numerical methods to approximate…

Numerical Analysis · Mathematics 2025-02-21 Eloi Martinet , Leon Bungert

The large time and length scales and, not least, the vast number of particles involved in industrial-scale simulations inflate the computational costs of the Discrete Element Method (DEM) excessively. Coarse grain models can help to lower…

Computational Physics · Physics 2017-05-11 Daniel Queteschiner , Thomas Lichtenegger , Simon Schneiderbauer , Stefan Pirker

Automatic segmentation of an image to identify all meaningful parts is one of the most challenging as well as useful tasks in a number of application areas. This is widely studied. Selective segmentation, less studied, aims to use limited…

Numerical Analysis · Mathematics 2019-07-08 Michael Roberts , Ke Chen , Klaus L. Irion

Designing the topology of three-dimensional structures is a challenging problem due to its memory and time consumption. In this paper, we present a robust and efficient algorithm for solving large-scale 3D topology optimization problems.…

Optimization and Control · Mathematics 2024-03-01 Alfredo Vitorino , Francisco A. M. Gomes

We propose a novel training method based on nonlinear multilevel minimization techniques, commonly used for solving discretized large scale partial differential equations. Our multilevel training method constructs a multilevel hierarchy by…

Machine Learning · Computer Science 2020-06-30 Vanessa Braglia , Alena Kopaničáková , Rolf Krause

The Multilevel Monte Carlo method is an efficient variance reduction technique. It uses a sequence of coarse approximations to reduce the computational cost in uncertainty quantification applications. The method is nowadays often considered…

Numerical Analysis · Mathematics 2018-06-15 Pieterjan Robbe , Dirk Nuyens , Stefan Vandewalle

Bilevel Optimization Programming is used to model complex and conflicting interactions between agents, for example in Robust AI or Privacy-preserving AI. Integrating bilevel mathematical programming within deep learning is thus an essential…

Machine Learning · Computer Science 2023-03-01 Francesco Alesiani

We present a multilevel Monte Carlo simulation method for analysing multi-scale physical systems via a hierarchy of coarse-grained representations, to obtain numerically-exact results, at the most detailed level. We apply the method to a…

Statistical Mechanics · Physics 2022-10-04 Paul B. Rohrbach , Hideki Kobayashi , Robert Scheichl , Nigel B. Wilding , Robert L. Jack

We propose a new approach to solving bilevel optimization problems, intermediate between solving full-system optimality conditions with a Newton-type approach, and treating the inner problem as an implicit function. The overall idea is to…

Optimization and Control · Mathematics 2024-05-08 Ensio Suonperä , Tuomo Valkonen

Shape optimization models with one or more shapes are considered in this chapter. Of particular interest for applications are problems in which where a so-called shape functional is constrained by a partial differential equation (PDE)…

Optimization and Control · Mathematics 2021-07-19 Caroline Geiersbach , Estefania Loayza-Romero , Kathrin Welker
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