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We consider the finite element discretization and the iterative solution of singularly perturbed elliptic reaction-diffusion equations in three-dimensional computational domains. These equations arise from the optimality conditions for…

Numerical Analysis · Mathematics 2021-02-09 Ulrich Langer , Olaf Steinbach , Huidong Yang

Several problems in modeling and control of stochastically-driven dynamical systems can be cast as regularized semi-definite programs. We examine two such representative problems and show that they can be formulated in a similar manner. The…

Optimization and Control · Mathematics 2019-12-30 Armin Zare , Hesameddin Mohammadi , Neil K. Dhingra , Tryphon T. Georgiou , Mihailo R. Jovanović

In Hilbert space, we propose a family of primal-dual dynamical system for affine constrained convex optimization problem. Several damping coefficients, time scaling coefficients, and perturbation terms are thus considered. By constructing…

Optimization and Control · Mathematics 2021-06-28 Xin He , Rong Hu , Ya-Ping Fang

This paper explores a fully discrete approximation for a nonlinear hyperbolic PDE-constrained optimization problem (P) with applications in acoustic full waveform inversion. The optimization problem is primarily complicated by the…

Numerical Analysis · Mathematics 2025-01-22 Luis Ammann , Irwin Yousept

Models incorporating uncertain inputs, such as random forces or material parameters, have been of increasing interest in PDE-constrained optimization. In this paper, we focus on the efficient numerical minimization of a convex and smooth…

Optimization and Control · Mathematics 2021-06-18 Caroline Geiersbach , Winnifried Wollner

Differential equations (DE) constrained optimization plays a critical role in numerous scientific and engineering fields, including energy systems, aerospace engineering, ecology, and finance, where optimal configurations or control…

Machine Learning · Computer Science 2024-10-03 Vincenzo Di Vito , Mostafa Mohammadian , Kyri Baker , Ferdinando Fioretto

This paper suggests two novel ideas to develop new proximal variable-metric methods for solving a class of composite convex optimization problems. The first idea is a new parameterization of the optimality condition which allows us to…

Optimization and Control · Mathematics 2018-12-14 Quoc Tran-Dinh , Liang Ling , Kim-Chuan Toh

In this paper we consider a general, challenging distributed optimization set-up arising in several important network control applications. Agents of a network want to minimize the sum of local cost functions, each one depending on a local…

Systems and Control · Computer Science 2018-06-15 Ivano Notarnicola , Giuseppe Notarstefano

In this paper, a centralized two-block separable optimization is considered for which a fully parallel primal-dual discrete-time algorithm with fixed step size is derived based on monotone operator splitting method. In this algorithm, the…

Optimization and Control · Mathematics 2020-09-30 S. Sh. Alaviani , A. G. Kelkar

In this paper, gradient-based optimization methods are combined with finite-element modeling for improving electric devices. Geometric design parameters are considered by affine decomposition of the geometry or by the design element…

We propose an unconstrained optimization method based on the well-known primal-dual hybrid gradient (PDHG) algorithm. We first formulate the optimality condition of the unconstrained optimization problem as a saddle point problem. We then…

Optimization and Control · Mathematics 2024-08-29 X. Zuo , S. Osher , W. Li

In this work, we investigate the numerical approximation of the second order non-autonomous semilnear parabolic partial differential equation (PDE) using the finite element method. To the best of our knowledge, only the linear case is…

Numerical Analysis · Mathematics 2020-01-27 Antoine Tambue , Jean Daniel Mukam

Ordinary differential equations (ODEs) are widely used to model biological, (bio-)chemical and technical processes. The parameters of these ODEs are often estimated from experimental data using ODE-constrained optimisation. This article…

Optimization and Control · Mathematics 2015-11-06 Anna Fiedler , Fabian J. Theis , Jan Hasenauer

We present a novel variational quantum framework for linear partial differential equation (PDE) constrained optimization problems. Such problems arise in many scientific and engineering domains. For instance, in aerodynamics, the PDE…

Quantum Physics · Physics 2024-06-12 Amit Surana , Abeynaya Gnanasekaran

We introduce a new sequential subspace optimization method for large-scale saddle-point problems. It solves iteratively a sequence of auxiliary saddle-point problems in low-dimensional subspaces, spanned by directions derived from…

Optimization and Control · Mathematics 2020-08-24 Yoni Choukroun , Michael Zibulevsky , Pavel Kisilev

In this paper, we propose a Bayesian approach for multiscale problems with the availability of dynamic observational data. Our method selects important degrees of freedom probabilistically in a Generalized multiscale finite element method…

Numerical Analysis · Mathematics 2018-06-18 Siu Wun Cheung , Nilabja Guha

In recent years, much effort in designing numerical methods for the simulation and optimization of mechanical systems has been put into schemes which are structure preserving. One particular class are variational integrators which are…

Optimization and Control · Mathematics 2015-05-08 Cédric M. Campos , Sina Ober-Blöbaum , Emmanuel Trélat

We study the numerical approximation of a time-dependent variational mean field game system with local couplings and either periodic or Neumann boundary conditions. Following a variational approach, we employ a finite difference…

Numerical Analysis · Mathematics 2026-01-06 Heidi Wolles Ljósheim , Dante Kalise , John W. Pearson , Francisco J. Silva

Many realistic decision-making problems in networked scenarios, such as formation control and collaborative task offloading, often involve complicatedly entangled local decisions, which, however, have not been sufficiently investigated yet.…

Optimization and Control · Mathematics 2025-11-20 Dandan Wang , Xuyang Wu , Zichong Ou , Jie Lu

We consider a linear iterative solver for large scale linearly constrained quadratic minimization problems that arise, for example, in optimization with PDEs. By a primal-dual projection (PDP) iteration, which can be interpreted and…

Optimization and Control · Mathematics 2020-12-07 Anton Schiela , Matthias Stöcklein , Martin Weiser