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In this paper, we present a new ellipsoid-type algorithm for solving nonsmooth problems with convex structure. Examples of such problems include nonsmooth convex minimization problems, convex-concave saddle-point problems and variational…

最优化与控制 · 数学 2021-06-28 Anton Rodomanov , Yurii Nesterov

Current state-of-the-art multi-objective optimization solvers, by computing gradients of all $m$ objective functions per iteration, produce after $k$ iterations a measure of proximity to critical conditions that is upper-bounded by…

最优化与控制 · 数学 2021-05-26 I. F. D. Oliveira , R. H. C. Takahashi

Recently there has been an increasing interest in primal-dual methods for model predictive control (MPC), which require minimizing the (augmented) Lagrangian at each iteration. We propose a novel first order primal-dual method, termed…

最优化与控制 · 数学 2020-12-21 Yue Yu , Purnanand Elango , Behçet Açikmeşe

This paper considers the analysis of continuous time gradient-based optimization algorithms through the lens of nonlinear contraction theory. It demonstrates that in the case of a time-invariant objective, most elementary results on…

最优化与控制 · 数学 2022-12-23 Patrick M. Wensing , Jean-Jacques E. Slotine

We consider the reliable implementation of an adaptive high-order unfitted finite element method on Cartesian meshes for solving elliptic interface problems with geometrically curved singularities. We extend our previous work on the…

数值分析 · 数学 2024-03-07 Zhiming Chen , Yong Liu

It is well-known that the lower bound of iteration complexity for solving nonconvex unconstrained optimization problems is $\Omega(1/\epsilon^2)$, which can be achieved by standard gradient descent algorithm when the objective function is…

最优化与控制 · 数学 2022-11-02 Jiawei Zhang , Wenqiang Pu , Zhi-Quan Luo

In the context of unfitted finite element discretizations the realization of high order methods is challenging due to the fact that the geometry approximation has to be sufficiently accurate. We consider a new unfitted finite element method…

数值分析 · 数学 2017-06-27 Christoph Lehrenfeld , Arnold Reusken

We develop a new least squares method for solving the second-order elliptic equations in non-divergence form. Two least-squares-type functionals are proposed for solving the equations in two steps. We first obtain a numerical approximation…

数值分析 · 数学 2020-04-02 Ruo Li , Fanyi Yang

We design a monotone meshfree finite difference method for linear elliptic equations in the non-divergence form on point clouds via a nonlocal relaxation method. The key idea is a novel combination of a nonlocal integral relaxation of the…

数值分析 · 数学 2023-08-08 Qihao Ye , Xiaochuan Tian

First-order methods in convex optimization offer low per-iteration cost but often suffer from slow convergence, while second-order methods achieve fast local convergence at the expense of costly Hessian inversions. In this paper, we…

机器学习 · 统计学 2025-07-08 Qiang Heng , Caixing Wang

Extrapolation is a well-known technique for solving convex optimization and variational inequalities and recently attracts some attention for non-convex optimization. Several recent works have empirically shown its success in some machine…

最优化与控制 · 数学 2019-02-06 Yi Xu , Zhuoning Yuan , Sen Yang , Rong Jin , Tianbao Yang

The problem of finding suitable point embedding or geometric configurations given only Euclidean distance information of point pairs arises both as a core task and as a sub-problem in a variety of machine learning applications. In this…

机器学习 · 计算机科学 2024-10-23 Ipsita Ghosh , Abiy Tasissa , Christian Kümmerle

This paper presents a decomposition method for solving elliptic boundary value problems in one-dimension. The method is an improvement to an existing technique for approximating elliptic systems. It is demonstrated to be computationally…

偏微分方程分析 · 数学 2024-10-10 Christian O. Bernal Zelaya , Prosper Torsu

We propose in this paper a multilevel correction method to solve optimal control problems constrained by elliptic equations with the finite element method. In this scheme, solving optimization problem on the finest finite element space is…

数值分析 · 数学 2016-08-31 Wei Gong , Hehu Xie , Ningning Yan

We introduce a new numerical method based on machine learning to approximate the solution of elliptic partial differential equations with collocation using a set of sigmoidal functions. We show that a feedforward neural network with a…

数值分析 · 数学 2023-03-24 Francesco Calabrò , Gianluca Fabiani , Constantinos Siettos

A new type of stepsize, which was recently introduced by Liu and Liu (Optimization, 67(3), 427-440, 2018), is called approximately optimal stepsize and is quit efficient for gradient method. Interestingly, all gradient methods can be…

最优化与控制 · 数学 2019-07-25 Zexian Liu , Hongwei Liu

In this paper, we propose a novel shape optimization approach for the source identification of elliptic equations. This identification problem arises from two application backgrounds: actuator placement in PDE-constrained optimal controls…

最优化与控制 · 数学 2024-07-04 Wei Gong , Ziyi Zhang

We study the convergence of the last iterate in subgradient methods applied to the minimization of a nonsmooth convex function with bounded subgradients. We first introduce a proof technique that generalizes the standard analysis of…

最优化与控制 · 数学 2023-07-24 Moslem Zamani , François Glineur

This study presents a generalised least squares based method for fitting polygons and ellipses to data points. The method is based on a trigonometric fitness function that approximates a unit shape accurately, making it applicable to…

计算机视觉与模式识别 · 计算机科学 2023-10-20 Yiming Quan , Shian Chen

Subgradient methods are the natural extension to the non-smooth case of the classical gradient descent for regular convex optimization problems. However, in general, they are characterized by slow convergence rates, and they require…

最优化与控制 · 数学 2023-11-20 Alessandro Scagliotti , Piero Colli Franzone