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Due to critical environmental issues, the power systems have to accommodate a significant level of penetration of renewable generation which requires smart approaches to the power grid control. Associated optimal control problems are…
Solving constrained nonlinear programs (NLPs) is of great importance in various domains such as power systems, robotics, and wireless communication networks. One widely used approach for addressing NLPs is the interior point method (IPM).…
The primal-dual interior point method (IPM) is widely regarded as the most efficient IPM variant for linear optimization. In this paper, we demonstrate that the improved stability of the pure primal IPM can allow speedups relative to a…
Convex quadratic programs (QPs) constitute a fundamental computational primitive across diverse domains including financial optimization, control systems, and machine learning. The alternating direction method of multipliers (ADMM) has…
The emergence of huge-scale, data-intensive linear optimization (LO) problems in applications such as machine learning has driven the need for more computationally efficient interior point methods (IPMs). While conventional IPMs are…
We introduce efficient numerical methods for generic HJM equations of interest rate theory by means of high-order weak approximation schemes. These schemes allow for QMC implementations due to the relatively low dimensional integration…
This paper discusses a general formulation of the material point method in the context of additive decomposition rate-independent plasticity. The process of generating the weak form shows that volume integration over deforming particles can…
A computationally inexpensive k.p-based interpolation scheme is developed that can extend the eigenvalues and momentum matrix elements of a sparsely sampled k-point grid into a densely sampled one. Dense sampling, often required to…
This paper presents a novel implicit scheme for the constraint resolution in real-time finite element simulations in the presence of contact and friction. Instead of using the standard motion correction scheme, we propose an iterative…
\emph{Multiresolution mode decomposition} (MMD) is an adaptive tool to analyze a time series $f(t)=\sum_{k=1}^K f_k(t)$, where $f_k(t)$ is a \emph{multiresolution intrinsic mode function} (MIMF) of the form \begin{eqnarray*}…
The Fast Multipole Method (FMM) reduces the computation of pairwise two-body interactions among $N$-particles to order $N$, whose computation cost should be of order $N^2$ by brute force. However, its implementation is somewhat complicated…
The Material Point Method (MPM) is a hybrid Eulerian-Lagrangian approach capable of simulating large deformation problems of history-dependent materials. While the MPM can represent complex and evolving material domains by using Lagrangian…
We present an arbitrary updated Lagrangian Material Point Method (A-ULMPM) to alleviate issues, such as the cell-crossing instability and numerical fracture, that plague state of the art Eulerian formulations of MPM, while still allowing…
A recent trend in the design of FPT algorithms is exploiting the half-integrality of LP relaxations. In other words, starting with a half-integral optimal solution to an LP relaxation, we assign integral values to variables one-by-one by…
Partial differential equations (PDEs) on surfaces arise in a wide range of applications. The closest point method (Ruuth and Merriman, J. Comput. Phys. 227(3):1943-1961, [2008]) is a recent embedding method that has been used to solve a…
In this paper we generalize the Interior Point-Proximal Method of Multipliers (IP-PMM) presented in [An Interior Point-Proximal Method of Multipliers for Convex Quadratic Programming, Computational Optimization and Applications, 78,…
The Material Point Method (MPM) is widely used to analyse coupled (solid-water) problems under large deformations/displacements. However, if not addressed carefully, MPM u-p formulations for poro-mechanics can be affected by two major…
A fast full-wave simulation technique is presented for the analysis of large irregular planar arrays of identical 3-D metallic antennas. The solution method relies on the Macro Basis Functions (MBF) approach and an interpolatory technique…
The simulation of soil-structure interaction problems involving two-phase materials poses significant challenges in geotechnical engineering. These challenges arise due to differences in material stiffnesses, the interaction between…
The use of integral equation methods for the efficient numerical solution of PDE boundary value problems requires two main tools: quadrature rules for the evaluation of layer potential integral operators with singular kernels, and fast…