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Algorithms for bilevel optimization often encounter Hessian computations, which are prohibitive in high dimensions. While recent works offer first-order methods for unconstrained bilevel problems, the constrained setting remains relatively…

最优化与控制 · 数学 2025-04-22 Guy Kornowski , Swati Padmanabhan , Kai Wang , Zhe Zhang , Suvrit Sra

In this paper we establish the interpolatory model reduction framework for optimal approximation of MIMO dynamical systems with respect to the $\mathcal{H}_2$ norm over a finite-time horizon, denoted as the $\mathcal{H}_2(t_f)$ norm. Using…

数值分析 · 数学 2019-05-21 Klajdi Sinani , Serkan Gugercin

This paper proposes a homogeneous second-order descent framework (HSODF) for nonconvex and convex optimization based on the generalized homogeneous model (GHM). In comparison to the Newton steps, the GHM can be solved by extremal symmetric…

最优化与控制 · 数学 2025-05-13 Chang He , Yuntian Jiang , Chuwen Zhang , Dongdong Ge , Bo Jiang , Yinyu Ye

This paper presents the design and analysis of a Hybrid High-Order (HHO) approximation for a distributed optimal control problem governed by the Poisson equation. We propose three distinct schemes to address unconstrained control problems…

数值分析 · 数学 2025-01-14 Gouranga Mallik , Ramesh Chandra Sau

In this article, we design and analyze a Hybrid High-Order (HHO) finite element approximation for a class of strongly nonlinear boundary value problems. We consider an HHO discretization for a suitable linearized problem and show its…

数值分析 · 数学 2023-09-26 Gouranga Mallik , Thirupathi Gudi

This paper introduces an interpolation framework for the weighted-H2 model reduction problem. We obtain a new representation of the weighted-H2 norm of SISO systems that provides new interpolatory first order necessary conditions for an…

This paper studies stability and symmetry preserving $H^2$ optimal model reduction problems of linear systems which include linear gradient systems as a special case. The problem is formulated as a nonlinear optimization problem on the…

最优化与控制 · 数学 2018-03-13 Kazuhiro Sato , Hiroyuki Sato

The higher-order guaranteed lower eigenvalue bounds of the Laplacian in the recent work by Carstensen, Ern, and Puttkammer [Numer. Math. 149, 2021] require a parameter $C_{\mathrm{st},1}$ that is found $\textit{not}$ robust as the…

数值分析 · 数学 2024-07-03 Carsten Carstensen , Benedikt Gräßle , Ngoc Tien Tran

This paper addresses the problem of the optimal $H_2$ controller design for compartmental systems. In other words, we aim to enhance system robustness while maintaining the law of mass conservation. We perform a novel problem transformation…

最优化与控制 · 数学 2025-08-07 Zhaohua Yang , Nachuan Yang , Pengyu Wang , Haishan Zhang , Xiayan Xu , Ling Shi

In this work, we consider the $\mathcal{H}_2$ optimal model reduction of dynamical systems that are linear in the state equation and up to quadratic nonlinearity in the output equation. As our primary theoretical contributions, we derive…

数值分析 · 数学 2024-05-10 Sean Reiter , Igor Pontes Duff , Ion Victor Gosea , Serkan Gugercin

We consider stochastic unconstrained bilevel optimization problems when only the first-order gradient oracles are available. While numerous optimization methods have been proposed for tackling bilevel problems, existing methods either tend…

最优化与控制 · 数学 2023-01-27 Jeongyeol Kwon , Dohyun Kwon , Stephen Wright , Robert Nowak

This paper presents a structure-preserving model reduction framework for linear systems, in which the $\mathcal{H}_2$ optimization is incorporated with the Petrov-Galerkin projection to preserve structural features of interest, including…

最优化与控制 · 数学 2023-02-20 Xiaodong Cheng

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…

系统与控制 · 电气工程与系统科学 2023-03-07 Umair Zulfiqar , Xin Dua , Qiuyan Song , Muwahida Liaquat , Victor Sreeram

A linear implicit finite difference method is proposed for the approximation of the solution to a periodic, initial value problem for a Schrodinger-Hirota equation. Optimal, second order convergence in the discrete $H^1-$norm is proved,…

数值分析 · 数学 2017-06-14 Georgios E. Zouraris

In this article, we consider a local projection stabilisation for a Hybrid High-Order (HHO) approximation of the Oseen problem. We prove an existence-uniqueness result under a stronger SUPG-like norm. We improve the stability and provide…

数值分析 · 数学 2024-10-25 Gouranga Mallik , Rahul Biswas , Thirupathi Gudi

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…

数值分析 · 数学 2022-10-17 Petar Mlinarić , Serkan Gugercin

In many applications throughout science and engineering, model reduction plays an important role replacing expensive large-scale linear dynamical systems by inexpensive reduced order models that capture key features of the original, full…

数值分析 · 数学 2023-03-24 Jeffrey M. Hokanson , Caleb C. Magruder

In this paper, we introduce a Homogeneous Second-Order Descent Method (HSODM) using the homogenized quadratic approximation to the original function. The merit of homogenization is that only the leftmost eigenvector of a gradient-Hessian…

最优化与控制 · 数学 2025-04-08 Chuwen Zhang , Dongdong Ge , Chang He , Bo Jiang , Yuntian Jiang , Chenyu Xue , Yinyu Ye

We propose and study an algorithm for computing a nearest passive system to a given non-passive linear time-invariant system (with much freedom in the choice of the metric defining `nearest', which may be restricted to structured…

数值分析 · 数学 2021-03-04 Antonio Fazzi , Nicola Guglielmi , Christian Lubich

In this paper, the problems of frequency-limited and time-limited H2-optimal model order reduction of linear time-invariant systems are considered within the oblique projection framework. It is shown that it is inherently not possible to…

系统与控制 · 电气工程与系统科学 2021-09-15 Umair Zulfiqar , Victor Sreeram , Xin Du