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We propose a stochastic variance-reduced cubic regularized Newton algorithm to optimize the finite-sum problem over a Riemannian submanifold of the Euclidean space. The proposed algorithm requires a full gradient and Hessian update at the…

Optimization and Control · Mathematics 2022-12-14 Dewei Zhang , Sam Davanloo Tajbakhsh

In dynamical system theory, the process of obtaining a reduced-order approximation of the high-order model is called model order reduction. The closeness of the reduced-order model to the original model is generally gauged by using system…

Systems and Control · Electrical Eng. & Systems 2023-03-07 Umair Zulfiqar , Xin Dua , Qiuyan Song , Muwahida Liaquat , Victor Sreeram

Model order reduction (MOR) techniques are often used to reduce the order of spatially-discretized (stochastic) partial differential equations and hence reduce computational complexity. A particular class of MOR techniques is balancing…

Optimization and Control · Mathematics 2019-03-29 Martin Redmann

Since optimization on Riemannian manifolds relies on the chosen metric, it is appealing to know that how the performance of a Riemannian optimization method varies with different metrics and how to exquisitely construct a metric such that a…

Optimization and Control · Mathematics 2025-02-19 Bin Gao , Renfeng Peng , Ya-xiang Yuan

Density-based topology optimization has become a powerful method for automatically generating optimized designs in a wide variety of applications. However, it comes with a large computational cost when solving the physical model requires…

Numerical Analysis · Mathematics 2026-04-22 Luis Fernando Cusicanqui Lopez , Ramadan Krasniqi , Florian Feppon , Karl Meerbergen

This paper addresses the $\mathcal{H}_2$-optimal approximation of linear dynamical systems with quadratic-output functions, also known as linear quadratic-output systems. Our major contributions are threefold. First, we derive…

Numerical Analysis · Mathematics 2025-05-07 Sean Reiter , Ion Victor Gosea , Igor Pontes Duff , Serkan Gugercin

Classical model reduction techniques project the governing equations onto linear subspaces of the high-dimensional state-space. For problems with slowly decaying Kolmogorov-n-widths such as certain transport-dominated problems, however,…

Numerical Analysis · Mathematics 2021-12-22 Patrick Buchfink , Silke Glas , Bernard Haasdonk

Optimization with orthogonality constraints frequently arises in various fields such as machine learning. Riemannian optimization offers a powerful framework for solving these problems by equipping the constraint set with a Riemannian…

Optimization and Control · Mathematics 2025-05-20 Andi Han , Pierre-Louis Poirion , Akiko Takeda

We propose a novel Riemannian method for solving the Extreme multi-label classification problem that exploits the geometric structure of the sparse low-dimensional local embedding models. A constrained optimization problem is formulated as…

Optimization and Control · Mathematics 2021-10-01 Jayadev Naram , Tanmay Kumar Sinha , Pawan Kumar

We propose a data-driven model order reduction (MOR) technique for parametrized partial differential equations that exhibit parameter-dependent jump-discontinuities. Such problems have poor-approximability in a linear space and therefore,…

Numerical Analysis · Mathematics 2021-05-04 Neeraj Sarna , Peter Benner

Kinetic equations are crucial for modeling non-equilibrium phenomena, but their computational complexity is a challenge. This paper presents a data-driven approach using reduced order models (ROM) to efficiently model non-equilibrium flows…

Fluid Dynamics · Physics 2023-10-09 Julian Koellermeier , Philipp Krah , Julius Reiss , Zachary Schellin

Traditional projection-based reduced-order modeling approximates the full-order model by projecting it onto a linear subspace. With a fast-decaying Kolmogorov $n$-width of the solution manifold, the resulting reduced-order model (ROM) can…

Numerical Analysis · Mathematics 2026-03-27 Lijie Ji , Sabrina Rashid , Yanlai Chen , Zhu Wang

In this paper, we generalize existing frameworks for $\mathcal{H}_2\otimes\mathcal{L}_2$-optimal model order reduction to a broad class of parametric linear time-invariant systems. To this end, we derive first-order necessary ptimality…

Optimization and Control · Mathematics 2022-04-04 Manuela Hund , Tim Mitchell , Petar Mlinarić , Jens Saak

Bilevel optimization has gained prominence in various applications. In this study, we introduce a framework for solving bilevel optimization problems, where the variables in both the lower and upper levels are constrained on Riemannian…

Optimization and Control · Mathematics 2024-11-05 Andi Han , Bamdev Mishra , Pratik Jawanpuria , Akiko Takeda

We provide a unifying framework for $\mathcal{L}_2$-optimal reduced-order modeling for linear time-invariant dynamical systems and stationary parametric problems. Using parameter-separable forms of the reduced-model quantities, we derive…

Numerical Analysis · Mathematics 2022-10-17 Petar Mlinarić , Serkan Gugercin

Model order reduction (MOR) techniques play a crucial role in the computer-aided design of modern integrated circuits, where they are used to reduce the size of parasitic networks. Unfortunately, the efficient reduction of passive networks…

Computational Engineering, Finance, and Science · Computer Science 2016-06-29 Denis Oyaro , Piero Triverio

In this paper, we present an adaptive framework for constructing a pseudo-optimal reduced model for the frequency-limited H2-optimal model order reduction problem. We show that the frequency-limited pseudo-optimal reduced-order model has an…

Systems and Control · Electrical Eng. & Systems 2021-09-27 Umair Zulfiqar , Victor Sreeram , Xin Du

In this paper, balancing based model order reduction (MOR) for large-scale linear discrete-time time-invariant systems in prescribed finite time intervals is studied. The first main topic is the development of error bounds regarding the…

Numerical Analysis · Mathematics 2019-02-06 Igor Pontes Duff , Patrick Kürschner

Variance parameter estimation in linear mixed models is a challenge for many classical nonlinear optimization algorithms due to the positive-definiteness constraint of the random effects covariance matrix. We take a completely novel view on…

Machine Learning · Statistics 2022-12-20 Lena Sembach , Jan Pablo Burgard , Volker H. Schulz

Model order reduction (MOR) is often applied to spatially-discretized partial differential equations to reduce their order and hence decrease computational complexity. A reduced system can be obtained, e.g., by time-limited balanced…

Optimization and Control · Mathematics 2019-07-15 Martin Redmann