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We present an algorithm for minimizing the sum of a strongly convex time-varying function with a time-invariant, convex, and nonsmooth function. The proposed algorithm employs the prediction-correction scheme alongside the forward-backward…

Optimization and Control · Mathematics 2024-05-07 Nicola Bastianello , Andrea Simonetto , Ruggero Carli

In this article we develop convergence theory for a class of goal-oriented adaptive finite element algorithms for second order nonsymmetric linear elliptic equations. In particular, we establish contraction results for a method of this type…

Numerical Analysis · Mathematics 2013-08-09 Michael Holst , Sara Pollock

A method for adaptive model order reduction for nonsmooth discrete element simulation is developed and analysed in numerical experiments. Regions of the granular media that collectively move as rigid bodies are substituted with rigid bodies…

Computational Physics · Physics 2015-12-02 Martin Servin , Da Wang

In this paper, we propose a proximal gradient method and an accelerated proximal gradient method for solving composite optimization problems, where the objective function is the sum of a smooth and a convex, possibly nonsmooth, function. We…

Optimization and Control · Mathematics 2025-07-22 Raghu Bollapragada , Shagun Gupta

This work investigates an elliptic optimal control problem defined on uncertain domains and discretized by a fictitious domain finite element method and cut elements. Key ingredients of the study are to manage cases considering the usually…

Numerical Analysis · Mathematics 2022-04-06 Aikaterini Aretaki , Efthymios N. Karatzas

A general adaptive refinement strategy for solving linear elliptic partial differential equation with random data is proposed and analysed herein. The adaptive strategy extends the a posteriori error estimation framework introduced by…

Numerical Analysis · Mathematics 2022-08-23 Alex Bespalov , David Silvester , Feng Xu

For finite-dimensional problems, stochastic approximation methods have long been used to solve stochastic optimization problems. Their application to infinite-dimensional problems is less understood, particularly for nonconvex objectives.…

Optimization and Control · Mathematics 2021-01-14 Caroline Geiersbach , Teresa Scarinci

We analyze adaptive mesh-refining algorithms for conforming finite element discretizations of certain non-linear second-order partial differential equations. We allow continuous polynomials of arbitrary, but fixed polynomial order. The…

Numerical Analysis · Mathematics 2014-03-14 Michael Feischl , Thomas Führer , Dirk Praetorius

A multilevel adaptive refinement strategy for solving linear elliptic partial differential equations with random data is recalled in this work. The strategy extends the a posteriori error estimation framework introduced by Guignard and…

Numerical Analysis · Mathematics 2022-02-21 Alex Bespalov , David J. Silvester

This paper introduces Finite Elements with Switch Detection (FESD), a numerical discretization method for nonsmooth differential equations. We consider the Filippov convexification of these systems and a transformation into dynamic…

Optimization and Control · Mathematics 2024-02-13 Armin Nurkanović , Mario Sperl , Sebastian Albrecht , Moritz Diehl

This paper proposes a novel CTA (Combine-Then-Adapt)-based decentralized algorithm for solving convex composite optimization problems over undirected and connected networks. The local loss function in these problems contains both smooth and…

Optimization and Control · Mathematics 2023-03-07 Luyao Guo , Xinli Shi , Jinde Cao , Zihao Wang

We propose a nonsmooth trust-region method for solving optimization problems with locally Lipschitz continuous functions, with application to problems constrained by variational inequalities of the second kind. Under suitable assumptions on…

Optimization and Control · Mathematics 2018-01-17 Constantin Christof , Juan Carlos De Los Reyes , Christian Meyer

We present an adaptive regularization algorithm that can be effectively applied to the optimization problem in deep learning framework. Our regularization algorithm aims to take into account the fitness of data to the current state of model…

Machine Learning · Computer Science 2019-09-02 Junghee Cho , Junseok Kwon , Byung-Woo Hong

We consider a linear symmetric and elliptic PDE and a linear goal functional. We design and analyze a goal-oriented adaptive finite element method, which steers the adaptive mesh-refinement as well as the approximate solution of the arising…

Numerical Analysis · Mathematics 2024-01-12 Roland Becker , Gregor Gantner , Michael Innerberger , Dirk Praetorius

We develop adaptive discretization algorithms for locally optimal experimental design of nonlinear prediction models. With these algorithms, we refine and improve a pertinent state-of-the-art algorithm in various respects. We establish…

Optimization and Control · Mathematics 2024-06-04 Jochen Schmid , Philipp Seufert , Michael Bortz

In this paper we consider the convergence analysis of adaptive finite element method for elliptic optimal control problems with pointwise control constraints. We use variational discretization concept to discretize the control variable and…

Numerical Analysis · Mathematics 2016-08-31 Wei Gong , Ningning Yan

For solving large-scale non-convex problems, we propose inexact variants of trust region and adaptive cubic regularization methods, which, to increase efficiency, incorporate various approximations. In particular, in addition to approximate…

Optimization and Control · Mathematics 2018-02-21 Zhewei Yao , Peng Xu , Farbod Roosta-Khorasani , Michael W. Mahoney

We propose and analyze an a posteriori error estimator for a PDE-constrained optimization problem involving a nondifferentiable cost functional, fractional diffusion, and control-constraints. We realize fractional diffusion as the…

Numerical Analysis · Mathematics 2019-06-04 Enrique Otarola

We develop two adaptive discretization algorithms for convex semi-infinite optimization, which terminate after finitely many iterations at approximate solutions of arbitrary precision. In particular, they terminate at a feasible point of…

Optimization and Control · Mathematics 2022-01-14 Jochen Schmid , Miltiadis Poursanidis

Stochastic nonconvex optimization problems with nonlinear constraints have a broad range of applications in intelligent transportation, cyber-security, and smart grids. In this paper, first, we propose an inexact-proximal accelerated…

Optimization and Control · Mathematics 2021-07-08 Morteza Boroun , Afrooz Jalilzadeh