相关论文: Unstabilized Hybrid High-Order method for a class …
An adaptive approach to using reduced-order models as surrogates in PDE-constrained optimization is introduced that breaks the traditional offline-online framework of model order reduction. A sequence of optimization problems constrained by…
Necessary conditions for high-order optimality in smooth nonlinear constrained optimization are explored and their inherent intricacy discussed. A two-phase minimization algorithm is proposed which can achieve approximate first-, second-…
First-order methods for stochastic optimization have undeniable relevance, in part due to their pivotal role in machine learning. Variance reduction for these algorithms has become an important research topic. In contrast to common…
This paper can be seen as an attempt of rethinking the {\em Extra-Gradient Philosophy} for solving Variational Inequality Problems. We show that the properly defined {\em Reduced Gradients} can be used instead for finding approximate…
In this work, we present new simple and optimal algorithms for solving the variational inequality (VI) problem for $p^{th}$-order smooth, monotone operators -- a problem that generalizes convex optimization and saddle-point problems. Recent…
In this paper, a high-order/low-order (HOLO) method is combined with a micro-macro (MM) decomposition to accelerate iterative solvers in fully implicit time-stepping of the BGK equation for gas dynamics. The MM formulation represents a…
This thesis explores algorithmic applications and limitations of convex relaxation hierarchies for approximating some discrete and continuous optimization problems. - We show a dichotomy of approximability of constraint satisfaction…
We introduce new optimized first-order methods for smooth unconstrained convex minimization. Drori and Teboulle recently described a numerical method for computing the $N$-iteration optimal step coefficients in a class of first-order…
A stable numerical solution of the steady Stokes problem requires compatibility between the choice of velocity and pressure approximation that has traditionally proven problematic for meshless methods. In this work, we present a…
Hierarchical optimization refers to problems with interdependent decision variables and objectives, such as minimax and bilevel formulations. While various algorithms have been proposed, existing methods and analyses lack adaptivity in…
Coordinate descent methods have considerable impact in global optimization because global (or, at least, almost global) minimization is affordable for low-dimensional problems. Coordinate descent methods with high-order regularized models…
First-order stochastic methods for solving large-scale non-convex optimization problems are widely used in many big-data applications, e.g. training deep neural networks as well as other complex and potentially non-convex machine learning…
Gradient dominance property is a condition weaker than strong convexity, yet sufficiently ensures global convergence even in non-convex optimization. This property finds wide applications in machine learning, reinforcement learning (RL),…
The graduated optimization approach, also known as the continuation method, is a popular heuristic to solving non-convex problems that has received renewed interest over the last decade. Despite its popularity, very little is known in terms…
We consider simple bilevel optimization problems where the goal is to compute among the optimal solutions of a composite convex optimization problem, one that minimizes a secondary objective function. Our main contribution is threefold. (i)…
Quasi-convex optimization acts a pivotal part in many fields including economics and finance; the subgradient method is an effective iterative algorithm for solving large-scale quasi-convex optimization problems. In this paper, we…
In this paper, we study zeroth-order algorithms for minimax optimization problems that are nonconvex in one variable and strongly-concave in the other variable. Such minimax optimization problems have attracted significant attention lately…
In this paper we study the auxiliary problems that appear in $p$-order tensor methods for unconstrained minimization of convex functions with $\nu$-H\"{o}lder continuous $p$th derivatives. This type of auxiliary problems corresponds to the…
We present a consistent high-order staggered Lagrangian hydrodynamics framework designed to reconcile an underlying disparity in existing curvilinear formulations: the mismatch between quadrature-based "strong" mass conservation and the…
A low-order nonconforming finite element discretization of a smooth de Rham complex starting from the $H^2$ space in three dimensions is proposed, involving an $H^2$-nonconforming finite element space, a new tangentially continuous…