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We consider the problem of computing an equilibrium in a class of \textit{nonlinear generalized Nash equilibrium problems (NGNEPs)} in which the strategy sets for each player are defined by equality and inequality constraints that may…

最优化与控制 · 数学 2023-02-07 Michael I. Jordan , Tianyi Lin , Manolis Zampetakis

We study the optimization of non-convex functions that are not necessarily smooth (gradient and/or Hessian are Lipschitz) using first order methods. Smoothness is a restrictive assumption in machine learning in both theory and practice,…

最优化与控制 · 数学 2025-06-27 Daniel Yiming Cao , August Y. Chen , Karthik Sridharan , Benjamin Tang

Collisions are common in many dynamical systems with real applications. They can be formulated as hybrid dynamical systems with discontinuities automatically triggered when states transverse certain manifolds. We present an algorithm for…

最优化与控制 · 数学 2025-01-20 Wei Hu , Jihao Long , Yaohua Zang , Weinan E , Jiequn Han

First-order methods for solving convex optimization problems have been at the forefront of mathematical optimization in the last 20 years. The rapid development of this important class of algorithms is motivated by the success stories…

最优化与控制 · 数学 2021-01-07 Pavel Dvurechensky , Mathias Staudigl , Shimrit Shtern

A theorem providing necessary conditions enabling one to map a nonlinear system of first order partial differential equations to an equivalent first order autonomous and homogeneous quasilinear system is given. The reduction to quasilinear…

数学物理 · 物理学 2021-08-02 Matteo Gorgone , Francesco Oliveri

We consider the leading order quasicontinuum limits of a one-dimensional granular medium governed by the Hertz contact law under precompression. The approximate model which is derived in this limit is justified by establishing asymptotic…

斑图形成与孤子 · 物理学 2013-11-14 Christopher Chong , P. G. Kevrekidis , Guido Schneider

A fast convergence in a fixed-time of solutions of nonlinear dynamical systems, for which special requirements are satisfied on the derivative of a quadratic function calculated along the solutions of the system, is proposed. The conditions…

系统与控制 · 电气工程与系统科学 2025-12-24 Igor B. Furtat

In this paper, we deal with first and second-order alignment models with non-universal interaction, time delay and possible lack of connection between the agents. More precisely, we analyze the situation in which the system's agents do not…

最优化与控制 · 数学 2025-08-26 Chiara Cicolani , Elisa Continelli , Cristina Pignotti

In this contribution, we address the numerical solutions of high-order asymptotic equivalent partial differential equations with the results of a lattice Boltzmann scheme for an inhomogeneous advection problem in one spatial dimension. We…

数值分析 · 数学 2024-12-11 Bruce M Boghosian , François Dubois , Pierre Lallemand

First-order methods for minimization and saddle point (min-max) problems are widely used for solving large-scale problems, in particular arising in machine learning. The majority of works obtain favorable complexity guarantees of such…

We study the acceleration of steady-state computation for microflow, which is modeled by the high-order moment models derived recently from the steady-state Boltzmann equation with BGK-type collision term. By using the lower-order model…

数值分析 · 数学 2016-11-23 Zhicheng Hu , Ruo Li , Zhonghua Qiao

In this paper we consider first-order logic theorem proving and model building via approximation and instantiation. Given a clause set we propose its approximation into a simplified clause set where satisfiability is decidable. The…

计算机科学中的逻辑 · 计算机科学 2015-05-22 Andreas Teucke , Christoph Weidenbach

A cutting-plane model for a nonsmooth function is the maximum of several first-order expansions centered at different points. Using such a model in a bundle method leads to linear convergence (of serious steps) to a minimum. In smooth…

最优化与控制 · 数学 2026-03-26 Bennet Gebken , Michael Ulbrich

Demand for high-performance, robust, and safe autonomous systems has grown substantially in recent years. These objectives motivate the desire for efficient safety-theoretic reasoning that can be embedded in core decision-making tasks such…

机器人学 · 计算机科学 2022-12-27 Kristoffer M. Frey , Ted J. Steiner , Jonathan P. How

The inverse first-passage time problem determines a boundary such that the first-passage time of a Wiener process to this boundary has a given distribution. An approximation which is based on the starting value of the boundary to a smooth…

概率论 · 数学 2023-09-06 Yoann Potiron

We present a new class of preconditioned iterative methods for solving linear systems of the form $Ax = b$. Our methods are based on constructing a low-rank Nystr\"om approximation to $A$ using sparse random matrix sketching. This…

数据结构与算法 · 计算机科学 2025-04-14 Michał Dereziński , Christopher Musco , Jiaming Yang

A new framework is introduced for constructing interpretable and truly reliable reduced models for multiscale problems in situations without scale separation. Hydrodynamic approximation to the kinetic equation is used as an example to…

计算物理 · 物理学 2019-10-31 Jiequn Han , Chao Ma , Zheng Ma , Weinan E

In this paper we complete the program initiated by the first and second authors and rigorously derive a Boltzmann-type equation that incorporates higher order collisions among gas particles. More precisely, starting from a finite…

偏微分方程分析 · 数学 2024-09-11 Ioakeim Ampatzoglou , Nataša Pavlović , William Warner

This study presents a method for constructing a sequence of approximate solutions of increasing accuracy to general equilibrium models on nonlocal domains. The method is based on a technique originated from dynamical systems theory. The…

经济学 · 定量金融 2015-06-16 Viktors Ajevskis

A very simple first-order algorithm is proposed for solving nonlinear optimization problems with deterministic nonlinear equality constraints. This algorithm adaptively selects steps in the plane tangent to the constraints or steps that…

最优化与控制 · 数学 2026-03-11 Serge Gratton , Philippe L. Toint