English
Related papers

Related papers: Neural Network Convergence for Variational Inequal…

200 papers

Neural networks have become ubiquitous tools for solving signal and image processing problems, and they often outperform standard approaches. Nevertheless, training neural networks is a challenging task in many applications. The prevalent…

Optimization and Control · Mathematics 2022-10-28 Patrick L. Combettes , Jean-Christophe Pesquet , Audrey Repetti

Sobolev loss is used when training a network to approximate the values and derivatives of a target function at a prescribed set of input points. Recent works have demonstrated its successful applications in various tasks such as…

Machine Learning · Computer Science 2020-08-18 Jorio Cocola , Paul Hand

This paper studies the numerical approximation of divergence-free vector fields by linearized shallow neural networks, also referred to as random feature models or finite neuron spaces. Combining the stable potential lifting for…

Numerical Analysis · Mathematics 2026-03-31 Juncai He , Xinliang Liu , Zitong Tian

Nonlinear eigenvalue problems for pairs of homogeneous convex functions are particular nonlinear constrained optimization problems that arise in a variety of settings, including graph mining, machine learning, and network science. By…

Optimization and Control · Mathematics 2022-09-15 Francesco Tudisco , Dong Zhang

Areas of computational mechanics such as uncertainty quantification and optimization usually involve repeated evaluation of numerical models that represent the behavior of engineering systems. In the case of complex nonlinear systems…

Machine Learning · Computer Science 2024-10-03 A. O. M. Kilicsoy , J. Liedmann , M. A. Valdebenito , F. -J. Barthold , M. G. R. Faes

We study the existence and uniqueness of solutions to the inverse quasi-variational inequality problem. Motivated by the neural network approach to solving optimization problems such as variational inequality, monotone inclusion, and…

Optimization and Control · Mathematics 2022-04-13 Soumitra Dey , Simeon Reich

We develop a weak adversarial approach to solving obstacle problems using neural networks. By employing (generalised) regularised gap functions and their properties we rewrite the obstacle problem (which is an elliptic variational…

Optimization and Control · Mathematics 2024-11-28 Amal Alphonse , Michael Hintermüller , Alexander Kister , Chin Hang Lun , Clemens Sirotenko

We present a new deep primal-dual backward stochastic differential equation framework based on stopping time iteration to solve optimal stopping problems. A novel loss function is proposed to learn the conditional expectation, which…

Computational Finance · Quantitative Finance 2024-09-12 Jiefei Yang , Guanglian Li

Using neural networks to solve variational problems, and other scientific machine learning tasks, has been limited by a lack of consistency and an inability to exactly integrate expressions involving neural network architectures. We address…

Machine Learning · Computer Science 2021-10-28 Jonas A. Actor , Andy Huang , Nathaniel Trask

We proposed a framework for solving inverse problems in differential equations based on neural networks and automatic differentiation. Neural networks are used to approximate hidden fields. We analyze the source of errors in the framework…

Numerical Analysis · Mathematics 2024-12-20 Kailai Xu , Eric Darve

In this paper we consider a class of optimization problems with a strongly convex objective function and the feasible set given by an intersection of a simple convex set with a set given by a number of linear equality and inequality…

Optimization and Control · Mathematics 2016-05-11 Alexey Chernov , Pavel Dvurechensky , Alexander Gasnikov

Neural networks have been very successful in many applications; we often, however, lack a theoretical understanding of what the neural networks are actually learning. This problem emerges when trying to generalise to new data sets. The…

Classical Analysis and ODEs · Mathematics 2022-11-22 Matthew Thorpe , Yves van Gennip

We study the problem of super-resolution, where we recover the locations and weights of non-negative point sources from a few samples of their convolution with a Gaussian kernel. It has been recently shown that exact recovery is possible by…

Optimization and Control · Mathematics 2019-05-09 Stephane Chretien , Andrew Thompson , Bogdan Toader

In this paper we propose a distributed dual gradient algorithm for minimizing linearly constrained separable convex problems and analyze its rate of convergence. In particular, we prove that under the assumption of strong convexity and…

Optimization and Control · Mathematics 2014-10-01 Ion Necoara , Valentin Nedelcu

This paper presents the benefits of using randomized neural networks instead of standard basis functions or deep neural networks to approximate the solutions of optimal stopping problems. The key idea is to use neural networks, where the…

Machine Learning · Statistics 2023-12-04 Calypso Herrera , Florian Krach , Pierre Ruyssen , Josef Teichmann

Performative prediction is a recently proposed framework where predictions guide decision-making and hence influence future data distributions. Such performative phenomena are ubiquitous in various areas, such as transportation, finance,…

Machine Learning · Computer Science 2023-09-25 Wenjing Yan , Xuanyu Cao

Continuous-depth neural networks, such as Neural ODEs, have refashioned the understanding of residual neural networks in terms of non-linear vector-valued optimal control problems. The common solution is to use the adjoint sensitivity…

Machine Learning · Computer Science 2022-02-16 Andrew Corbett , Dmitry Kangin

A feedforward neural network, including hidden layers, motivated by nonlinear functions (such as Tanh, ReLU, and Sigmoid functions), exhibits uniform approximation properties in Sobolev space, and discontinuous neural networks can reduce…

Numerical Analysis · Mathematics 2025-05-16 Xiaoyu Wang , Long Yuan , Yao Yu

In this paper, we address the contextual dueling bandit problem by proposing variance-aware algorithms that leverage neural networks to approximate nonlinear utility functions. Our approach employs a \textit{variance-aware exploration…

Machine Learning · Computer Science 2026-05-12 Youngmin Oh , Jinje Park , Taejin Paik , Jaemin Park

This paper studies distributed convex optimization with both affine equality and nonlinear inequality couplings through the duality analysis. We first formulate the dual of the coupling-constraint problem and reformulate it as a consensus…

Optimization and Control · Mathematics 2025-12-05 Chenyang Qiu , Yangyang Qian , Zongli Lin , Yacov A. Shamash
‹ Prev 1 2 3 10 Next ›