Related papers: Two-sided Riemannian optimization model order redu…
The two-metric projection method is a simple yet elegant algorithm proposed by Bertsekas in 1984 to address bound/box-constrained optimization problems. The algorithm's low per-iteration cost and potential for using Hessian information…
Numerical simulations are crucial for comprehending how engineering structures behave under extreme conditions, particularly when dealing with thermo-mechanically coupled issues compounded by damage-induced material softening. However, such…
In nonlinear imaging problems whose forward model is described by a partial differential equation (PDE), the main computational bottleneck in solving the inverse problem is the need to solve many large-scale discretized PDEs at each step of…
In dynamical system theory, the process of obtaining a reduced-order approximation of the high-order model is called model order reduction. The closeness of the reduced-order model to the original model is generally gauged by using system…
In this paper, we propose the global quaternion full orthogonalization (Gl-QFOM) and global quaternion generalized minimum residual (Gl-QGMRES) methods, which are built upon global orthogonal and oblique projections onto a quaternion matrix…
We propose reduced order methods as a suitable approach to face parametrized optimal control problems governed by partial differential equations, with applications in en- vironmental marine sciences and engineering. Environmental…
We study optimization over Riemannian embedded submanifolds, where the objective function is relatively smooth in the ambient Euclidean space. Such problems have broad applications but are still largely unexplored. We introduce two…
This paper initiates a systematic development of a theory of non-commutative optimization. It aims to unify and generalize a growing body of work from the past few years which developed and analyzed algorithms for natural geodesically…
We develop the interpolatory $\mathcal{H}_2$ optimal model reduction framework for linear control systems posed on infinite dimensional state, input and output spaces. Specifically, we consider linear systems formulated as controlled…
The numerical simulation of electromagnetic transients in fusion devices is essential for analyzing plasma stability and disruptive events. However, it remains computationally demanding due to the large-scale dense systems arising from…
In this work, the space-time MORe DWR (Model Order Reduction with Dual-Weighted Residual error estimates) framework is extended and further developed for single-phase flow problems in porous media. Specifically, our problem statement is the…
In this paper we discuss a projection model order reduction (MOR) method for a class of parametric linear evolution PDEs, which is based on the application of the Laplace transform. The main advantage of this approach consists in the fact…
Orthogonality constraints naturally appear in many machine learning problems, from principal component analysis to robust neural network training. They are usually solved using Riemannian optimization algorithms, which minimize the…
We develop new algorithms for Riemannian bilevel optimization. We focus in particular on batch and stochastic gradient-based methods, with the explicit goal of avoiding second-order information such as Riemannian hyper-gradients. We propose…
In this paper, we consider optimizing a smooth, convex, lower semicontinuous function in Riemannian space with constraints. To solve the problem, we first convert it to a dual problem and then propose a general primal-dual algorithm to…
Systems of differential-algebraic equations (DAEs) represent a widespread formalism in the modeling of constrained mechanical systems and electrical networks. Due to the automatic, object-oriented generation of the equations of motion and…
Optimal model reduction for large-scale linear dynamical systems is studied. In contrast to most existing works, the systems under consideration are not required to be stable, neither in discrete nor in continuous time. As a consequence,…
The proper orthogonal decomposition reduced-order models (POD-ROMs) have been widely used as a computationally efficient surrogate models in large-scale numerical simulations of complex systems. However, when it is applied to a Hamiltonian…
Low-rank optimization problems with sparse simplex constraints involve variables that must satisfy nonnegativity, sparsity, and sum-to-1 conditions, making their optimization particularly challenging due to the interplay between low-rank…
We provide an introduction to POD-MOR with focus on (nonlinear) parametric PDEs and (nonlinear) time-dependent PDEs, and PDE constrained optimization with POD surrogate models as application. We cover the relation of POD and SVD, POD from…