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This paper studies a class of distributed optimization problems with coupled equality constraints in networked systems. Many existing distributed algorithms rely on solving local subproblems via the $\operatorname{argmin}$ operator in each…

Optimization and Control · Mathematics 2025-11-26 Chenyang Qiu , Zongli Lin

In this paper, we propose a distributed first-order algorithm with backtracking linesearch for solving multi-agent minimisation problems, where each agent handles a local objective involving nonsmooth and smooth components. Unlike existing…

Optimization and Control · Mathematics 2025-05-14 Felipe Atenas , Minh N. Dao , Matthew K. Tam

A conventional way to handle model predictive control (MPC) problems distributedly is to solve them via dual decomposition and gradient ascent. However, at each time-step, it might not be feasible to wait for the dual algorithm to converge.…

Optimization and Control · Mathematics 2015-03-13 Farhad Farokhi , Iman Shames , Karl H. Johansson

We develop a computational framework for D-optimal experimental design for PDE-based Bayesian linear inverse problems with infinite-dimensional parameters. We follow a formulation of the experimental design problem that remains valid in the…

Numerical Analysis · Mathematics 2017-11-17 Alen Alexanderian , Arvind K. Saibaba

The computational cost of solving an inverse problem governed by PDEs, using multiple experiments, increases linearly with the number of experiments. A recently proposed method to decrease this cost uses only a small number of random linear…

Optimization and Control · Mathematics 2017-08-02 Benjamin Crestel , Alen Alexanderian , Georg Stadler , Omar Ghattas

Diffusion models have had a profound impact on many application areas, including those where data are intrinsically infinite-dimensional, such as images or time series. The standard approach is first to discretize and then to apply…

Machine Learning · Statistics 2025-06-09 Jakiw Pidstrigach , Youssef Marzouk , Sebastian Reich , Sven Wang

We consider the geometric optics problem of finding a system of two reflectors that transform a spherical wavefront into a beam of parallel rays with prescribed intensity distribution. Using techniques from optimal transportation theory, it…

Numerical Analysis · Mathematics 2011-11-08 Tilmann Glimm , Nick Henscheid

We propose a one-dimensional, nonconvex elastic constitutive model with higher gradients that can predict spontaneous fracture at a critical load via a bifurcation analysis. It overcomes the problem of discontinuous deformations without…

Analysis of PDEs · Mathematics 2021-03-17 Phoebus Rosakis , Timothy J. Healey , Ugur Alyanak

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

We consider a class of inverse problems where it is possible to aggregate the results of multiple experiments. This class includes problems where the forward model is the solution operator to linear ODEs or PDEs. The tremendous size of such…

Computational Engineering, Finance, and Science · Computer Science 2018-08-23 Aleksandr Aravkin , Michael P. Friedlander , Tristan van Leeuwen

Most inverse problems from physical sciences are formulated as PDE-constrained optimization problems. This involves identifying unknown parameters in equations by optimizing the model to generate PDE solutions that closely match measured…

Optimization and Control · Mathematics 2024-03-12 Qin Li , Li Wang , Yunan Yang

The growth-fragmentation equation arises in many different contexts, ranging from cell division, protein polymerization, biopolymers, neurosciences etc. Direct observation of temporal dynamics being often difficult, it is of main interest…

Analysis of PDEs · Mathematics 2013-01-21 Marie Doumic Jauffret , Leon M. Null Tine

A fundamental challenge in the design of photonic devices, and electromagnetic structures more generally, is the optimization of their overall architecture to achieve a desired response. To this end, topology or shape optimizers based on…

We consider the inverse problem of quantitative reconstruction of properties (e.g., bulk modulus, density) of visco-acoustic materials based on measurements of responding waves after stimulation of the medium. Numerical reconstruction is…

Analysis of PDEs · Mathematics 2022-09-20 Florian Faucher , Otmar Scherzer

Inverse problems arise in a multitude of applications, where the goal is to recover a clean signal from noisy and possibly (non)linear observations. The difficulty of a reconstruction problem depends on multiple factors, such as the ground…

Image and Video Processing · Electrical Eng. & Systems 2024-08-21 Zalan Fabian , Berk Tinaz , Mahdi Soltanolkotabi

We give an overview of recent developments in the problem of reconstructing a band-limited signal from non-uniform sampling from a numerical analysis view point. It is shown that the appropriate design of the finite-dimensional model plays…

Numerical Analysis · Mathematics 2025-10-20 Thomas Strohmer

Stochastic gradient methods are scalable for solving large-scale optimization problems that involve empirical expectations of loss functions. Existing results mainly apply to optimization problems where the objectives are one- or two-level…

Optimization and Control · Mathematics 2018-01-15 Shuoguang Yang , Mengdi Wang , Ethan X. Fang

When an inverse problem is solved by a gradient-based optimization algorithm, the corresponding forward and adjoint problems, which are introduced to compute the gradient, can be also solved iteratively. The idea of iterating at the same…

Numerical Analysis · Mathematics 2025-01-23 Marcella Bonazzoli , Houssem Haddar , Tuan Anh Vu

The Bayesian approach to inverse problems provides a practical way to solve ill-posed problems by augmenting the observation model with prior information. Due to the measure-theoretic underpinnings, the approach has raised theoretical…

Numerical Analysis · Mathematics 2026-02-12 Daniela Calvetti , Erkki Somersalo

We investigate the application of a posteriori error estimates to a fractional optimal control problem with pointwise control constraints. Specifically, we address a problem in which the state equation is formulated as an integral form of…

Optimization and Control · Mathematics 2023-10-10 Fangyuan Wang , Qiming Wang , Zhaojie Zhou