相关论文: Version 2.0 -- cashocs: A Computational, Adjoint-B…

An optimization algorithm for nonsmooth nonconvex constrained optimization problems with upper-C2 objective functions is proposed and analyzed. Upper-C2 is a weakly concave property that exists in difference of convex (DC) functions and…

Inverse Optimal Control (IOC) aims to infer the underlying cost functional of an agent from observations of its expert behavior. This paper focuses on the IOC problem within the continuous-time linear quadratic regulator framework,…

Stochastic optimization is an important task in many optimization problems where the tasks are not expressible as convex optimization problems. In the case of non-convex optimization problems, various different stochastic algorithms like…

This paper presents a 55-line code written in python for 2D and 3D topology optimization (TO) based on the open-source finite element computing software (FEniCS), equipped with various finite element tools and solvers. PETSc is used as the…

The PARAFAC2 model provides a flexible alternative to the popular CANDECOMP/PARAFAC (CP) model for tensor decompositions. Unlike CP, PARAFAC2 allows factor matrices in one mode (i.e., evolving mode) to change across tensor slices, which has…

For a common class of 2D mechanisms called 1-dof tree decomposable linkages, we present a software CayMos which uses new theoretical results to implement efficient algorithmic solutions for: (a) meaningfully representing and visualizing the…

It is well-known that any sum of squares (SOS) program can be cast as a semidefinite program (SDP) of a particular structure and that therein lies the computational bottleneck for SOS programs, as the SDPs generated by this procedure are…

We present a general numerical approach to shape optimization with state constraints for 2-dimensional geometries, without relaxing the constraints. To do this we reformulate the problem on a fixed reference domain using a conformal…

In recent years, optimization theory has been greatly impacted by the advent of sum of squares (SOS) optimization. The reliance of this technique on large-scale semidefinite programs however, has limited the scale of problems to which it…

When it comes to expensive black-box optimization problems, Bayesian Optimization (BO) is a well-known and powerful solution. Many real-world applications involve a large number of dimensions, hence scaling BO to high dimension is of much…

This article introduces a numerical algorithm that serves as a preliminary step toward solving continuous-time model predictive control (MPC) problems directly without explicit time-discretization. The chief ingredients of the underlying…

In computing, as in many aspects of life, changes incur cost. Many optimization problems are formulated as a one-time instance starting from scratch. However, a common case that arises is when we already have a set of prior assignments, and…

The GooFit package provides physicists a simple, familiar syntax for manipulating probability density functions and performing fits, and is highly optimized for data analysis on NVIDIA GPUs and multithreaded CPU backends. GooFit was updated…

Composite optimization offers a powerful modeling tool for a variety of applications and is often numerically solved by means of proximal gradient methods. In this paper, we consider fully nonconvex composite problems under only local…

We study the problem of optimizing expensive blackbox functions over combinatorial spaces (e.g., sets, sequences, trees, and graphs). BOCS (Baptista and Poloczek, 2018) is a state-of-the-art Bayesian optimization method for tractable…

PANOC is an algorithm for nonconvex optimization that has recently gained popularity in real-time control applications due to its fast, global convergence. The present work proposes a variant of PANOC that makes use of Gauss-Newton…

In this paper we introduce the Ameso optimization problem, a special class of discrete optimization problems. We establish its basic properties and investigate the relation between Ameso optimization and the convex optimization. Further, we…

Mixed-integer convex programming (MICP) has seen significant algorithmic and hardware improvements with several orders of magnitude solve time speedups compared to 25 years ago. Despite these advances, MICP has been rarely applied to…

In this paper we present a shape optimization scheme which utilizes the alternating direction method of multipliers (ADMM) to approximate a direction of steepest descent in $W^{1,\infty}$. The followed strategy is a combination of the…

In this contribution we develop an efficient reduced order model for solving parametrized linear-quadratic optimal control problems with linear time-varying state system. The fully reduced model combines reduced basis approximations of the…