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Tenfold improvements in computation speed can be brought to the alternating direction method of multipliers (ADMM) for Semidefinite Programming with virtually no decrease in robustness and provable convergence simply by projecting…
We present a sparse Gauss-Newton solver for accelerated sensitivity analysis with applications to a wide range of equilibrium-constrained optimization problems. Dense Gauss-Newton solvers have shown promising convergence rates for inverse…
A feature-mapping framework for inverse reconstruction of density-based topology optimization results is proposed. Unlike SIMP, whose voxelized outputs are hard to interpret or reuse, the method represents designs with high-level geometric…
The structured low-rank approximation problem for general affine structures, weighted 2-norms and fixed elements is considered. The variable projection principle is used to reduce the dimensionality of the optimization problem. Algorithms…
Objective: Most deep neural network-based diffusion tensor imaging methods require the diffusion gradients' number and directions in the data to be reconstructed to match those in the training data. This work aims to develop and evaluate a…
We consider the problem of minimizing a convex objective which is the sum of a smooth part, with Lipschitz continuous gradient, and a nonsmooth part. Inspired by various applications, we focus on the case when the nonsmooth part is a…
Generalized inverses play a fundamental role in numerical linear algebra, particularly when matrices are rectangular, singular, or rank deficient. Even when the input matrix is sparse, generalized inverses such as the M-P pseudoinverse are…
This work introduces a new approach to reduce the computational cost of solving partial differential equations (PDEs) with convection-dominated solutions: model reduction with implicit feature tracking. Traditional model reduction…
This paper presents a novel stochastic gradient descent algorithm for constrained optimization. The proposed algorithm randomly samples constraints and components of the finite sum objective function and relies on a relaxed logarithmic…
This paper extends the gradient-based reconstruction approach of Chamarthi \cite{chamarthi2023gradient} to genuine high-order accuracy for inviscid test cases involving smooth flows. A seventh-order accurate scheme is derived using the same…
A higher-order fictitious domain method (FDM) for Reissner-Mindlin shells is proposed which uses a three-dimensional background mesh for the discretization. The midsurface of the shell is immersed into the higher-order background mesh and…
Recently, there has been a surge in interest in developing optimization algorithms for overparameterized models as achieving generalization is believed to require algorithms with suitable biases. This interest centers on minimizing…
Hyperbolic (HB) programming generalizes many popular convex optimization problems, including semidefinite and second-order cone programming. Despite substantial theoretical progress on HB programming, efficient computational tools for…
We completely describe a new domain for abstract interpretation of numerical programs. Fixpoint iteration in this domain is proved to converge to finite precise invariants for (at least) the class of stable linear recursive filters of any…
Stochastic approximation (SA) algorithms have been widely applied in minimization problems when the loss functions and/or the gradient information are only accessible through noisy evaluations. Stochastic gradient (SG) descent---a…
The central limit theorem suggests Gaussian convolution as a generic blur model for images. Since Gaussian convolution is equivalent to homogeneous diffusion filtering, one way to deblur such images is to diffuse them backwards in time.…
We introduce a novel algorithm that converges to level-set convex viscosity solutions of high-dimensional Hamilton-Jacobi equations. The algorithm is applicable to a broad class of curvature motion PDEs, as well as a recently developed…
We consider expected risk minimization problems when the range of the estimator is required to be nonnegative, motivated by the settings of maximum likelihood estimation (MLE) and trajectory optimization. To facilitate nonlinear…
The nonzero level sets of a homogeneous, logarithmically homogeneous, or translationally homogeneous function are affine spheres if and only if the Hessian determinant of the function is a multiple of a power or an exponential of the…
Sparsity regularized loss minimization problems play an important role in various fields including machine learning, data mining, and modern statistics. Proximal gradient descent method and coordinate descent method are the most popular…