Related papers: A reduced-order model for parametrized Optimal Tra…
In this contribution we propose reduced order methods to fast and reliably solve parametrized optimal control problems governed by time dependent nonlinear partial differential equations. Our goal is to provide a tool to deal with the time…
This work proposes novel techniques for the efficient numerical simulation of parameterized, unsteady partial differential equations. Projection-based reduced order models (ROMs) such as the reduced basis method employ a (Petrov-)Galerkin…
It is often desired that ordinal regression models yield unimodal predictions. However, in many recent works this characteristic is either absent, or implemented using soft targets, which do not guarantee unimodal outputs at inference. In…
We provide theoretical analyses for two algorithms that solve the regularized optimal transport (OT) problem between two discrete probability measures with at most $n$ atoms. We show that a greedy variant of the classical Sinkhorn…
The simulation of electric rotating machines is both computationally expensive and memory intensive. To overcome these costs, model order reduction techniques can be applied. The focus of this contribution is especially on machines that…
A methodology grounded in model reduction is presented for accelerating the gradient-based solution of a family of linear or nonlinear constrained optimization problems where the constraints include at least one linear Partial Differential…
In a wide range of applications it is desirable to optimally control a dynamical system with respect to concurrent, potentially competing goals. This gives rise to a multiobjective optimal control problem where, instead of computing a…
This survey has been written in occasion of the School and Workshop about Optimal Transport on Quantum Structures at Erd\"os Center in September 2022. We discuss some recent results on noncommutative entropic optimal transport problems and…
Optimal transport (OT) distances are finding evermore applications in machine learning and computer vision, but their wide spread use in larger-scale problems is impeded by their high computational cost. In this work we develop a family of…
The primary focus of this paper is on designing an inexact first-order algorithm for solving constrained nonlinear optimization problems. By controlling the inexactness of the subproblem solution, we can significantly reduce the…
In this paper, we compute a low order approximation of a system of large order $n$ that matches $\nu$ moments of order $j_i$ of the transfer function, at $\nu$ interpolation points, has $\ell$ poles and $k$ zeros fixed and also matches…
By adding entropic regularization, multi-marginal optimal transport problems can be transformed into tensor scaling problems, which can be solved numerically using the multi-marginal Sinkhorn algorithm. The main computational bottleneck of…
This paper presents a model order reduction (MOR) approach for high dimensional problems in the analysis of financial risk. To understand the financial risks and possible outcomes, we have to perform several thousand simulations of the…
This paper improves the state-of-the-art rate of a first-order algorithm for solving entropy regularized optimal transport. The resulting rate for approximating the optimal transport (OT) has been improved from…
We consider low-order controller design for large-scale linear time-invariant dynamical systems with inputs and outputs. Model order reduction is a popular technique, but controllers designed for reduced-order models may result in unstable…
We propose an efficient residual minimization technique for the nonlinear model-order reduction of parameterized hyperbolic partial differential equations. Our nonlinear approximation space is a span of snapshots evaluated on a shifted…
We consider high-dimensional asset price models that are reduced in their dimension in order to reduce the complexity of the problem or the effect of the curse of dimensionality in the context of option pricing. We apply model order…
We present novel model reduction methods for rapid solution of parametrized nonlinear partial differential equations (PDEs) in real-time or many-query contexts. Our approach combines reduced basis (RB) space for rapidly convergent…
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…
We propose an efficient hyper-reduced order model (HROM) designed for segregated finite-volume solvers in geometrically parametrized problems. The method follows a discretize-then-project strategy: the full-order operators are first…