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A MATLAB implementation of the More-Sorensen sequential (MSS) method is presented. The MSS method computes the minimizer of a quadratic function defined by a limited-memory BFGS matrix subject to a two-norm trust-region constraint. This…

数值分析 · 数学 2013-07-17 Jennifer B. Erway , Roummel F. Marcia

Most of the FFT methods available for homogenization of the mechanical response use the strain/deformation gradient as unknown, imposing their compatibility using Green's functions or projection operators. This implies the allocation of…

计算工程、金融与科学 · 计算机科学 2019-08-27 Sergio Lucarini , Javier Segurado

We present an efficient and very flexible numerical fast Fourier-Laplace transform, that extends the logarithmic Fourier transform (LFT) introduced by Haines and Jones [Geophys. J. Int. 92(1):171 (1988)] for functions varying over many…

数值分析 · 数学 2019-11-05 Johannes Lang , Bernhard Frank

Physics-informed machine learning and inverse modeling require the solution of ill-conditioned non-convex optimization problems. First-order methods, such as SGD and ADAM, and quasi-Newton methods, such as BFGS and L-BFGS, have been applied…

数值分析 · 数学 2021-05-18 Kailai Xu , Eric Darve

Consider the scattering of a time-harmonic plane wave by heterogeneous media consisting of linear or nonlinear point scatterers and extended obstacles. A generalized Foldy-Lax formulation is developed to take fully into account of the…

数值分析 · 数学 2017-06-22 Jun Lai , Ming Li , Peijun Li , Wei Li

Many large-scale optimization problems arising in science and engineering are naturally defined at multiple levels of discretization or model fidelity. Multilevel methods exploit this hierarchy to accelerate convergence by combining coarse-…

最优化与控制 · 数学 2025-12-02 Robert Baraldi , Michael Hintermüller , Qi Wang

The well-known discrete Fourier transform (DFT) can easily be generalized to arbitrary nodes in the spatial domain. The fast procedure for this generalization is referred to as nonequispaced fast Fourier transform (NFFT). Various…

数值分析 · 数学 2025-06-09 Melanie Kircheis , Daniel Potts

A method to treat frictional contact problems along embedded surfaces in the finite element framework is developed. Arbitrarily shaped embedded surfaces, cutting through finite element meshes, are handled by the X-FEM. The frictional…

计算工程、金融与科学 · 计算机科学 2019-02-12 Basava Raju Akula , Julien Vignollet , Vladislav A. Yastrebov

We present an augmented Lagrangian trust-region method to efficiently solve constrained optimization problems governed by large-scale nonlinear systems with application to partial differential equation-constrained optimization. At each…

最优化与控制 · 数学 2024-05-24 Tianshu Wen , Matthew J. Zahr

Iterative algorithms based on thresholding, feedback and null space tuning (NST+HT+FB) for sparse signal recovery are exceedingly effective and fast, particularly for large scale problems. The core algorithm is shown to converge in finitely…

数值分析 · 数学 2017-11-08 Ningning Han , Shidong Li , Zhanjie Song , Hong Wang

An FFT based method is proposed to simulate chemo-mechanical problems at the microscale including fracture, specially suited to predict crack formation during the intercalation process in batteries. The method involves three fields fully…

材料科学 · 物理学 2024-11-26 Gabriel Zarzoso , Eduardo Roque , Francisco Montero-Chacón , Javier Segurado

In this work, we present a heretofore unseen application of Ising machines to perform trust region-based optimisation with box constraints. This is done by considering a specific form of opto-electronic oscillator-based coherent Ising…

新兴技术 · 计算机科学 2024-07-09 Sayantan Pramanik , Kaumudibikash Goswami , Sourav Chatterjee , M Girish Chandra

We present a globally convergent method for the solution of frictionless large deformation contact problems for hyperelastic materials. The discretisation uses the mortar method which is known to be more stable than node-to-segment…

数值分析 · 数学 2017-08-07 Jonathan Youett , Oliver Sander , Ralf Kornhuber

Machine learning (ML) problems are often posed as highly nonlinear and nonconvex unconstrained optimization problems. Methods for solving ML problems based on stochastic gradient descent are easily scaled for very large problems but may…

数值分析 · 数学 2019-05-24 Jennifer B. Erway , Joshua Griffin , Roummel F. Marcia , Riadh Omheni

Computational homogenization is the gold standard for concurrent multi-scale simulations (e.g., FE2) in scale-bridging applications. Experimental and synthetic material microstructures are often represented by 3D image data. The…

数值分析 · 数学 2022-09-07 Sanath Keshav , Felix Fritzen , Matthias Kabel

Fast Fourier Transform (FFT) is an essential tool in scientific and engineering computation. The increasing demand for mixed-precision FFT has made it possible to utilize half-precision floating-point (FP16) arithmetic for faster speed and…

分布式、并行与集群计算 · 计算机科学 2021-04-26 Binrui Li , Shenggan Cheng , James Lin

In this paper, we develop new affine-invariant algorithms for solving composite convex minimization problems with bounded domain. We present a general framework of Contracting-Point methods, which solve at each iteration an auxiliary…

最优化与控制 · 数学 2020-09-21 Nikita Doikov , Yurii Nesterov

We study the phase retrieval problem, which solves quadratic system of equations, i.e., recovers a vector $\boldsymbol{x}\in \mathbb{R}^n$ from its magnitude measurements $y_i=|\langle \boldsymbol{a}_i, \boldsymbol{x}\rangle|, i=1,..., m$.…

机器学习 · 统计学 2016-10-28 Huishuai Zhang , Yi Zhou , Yingbin Liang , Yuejie Chi

In this paper, we propose and analyze a trust-region model-based algorithm for solving unconstrained stochastic optimization problems. Our framework utilizes random models of an objective function $f(x)$, obtained from stochastic…

最优化与控制 · 数学 2016-09-26 Ruobing Chen , Matt Menickelly , Katya Scheinberg

An integrated photonic circuit architecture to perform a modified-convolution operation based on the Discrete Fractional Fourier Transform (DFrFT) is introduced. This is accomplished by utilizing two nonuniformly-coupled waveguide lattices…

光学 · 物理学 2025-02-25 Kevin Zelaya , Mohammad-Ali Miri