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Composite minimization is a powerful framework in large-scale convex optimization, based on decoupling of the objective function into terms with structurally different properties and allowing for more flexible algorithmic design. We…

最优化与控制 · 数学 2023-02-17 Jelena Diakonikolas , Cristóbal Guzmán

We devise an a posteriori error estimator for an affine optimal control problem subject to a semilinear elliptic PDE and control constraints. To approximate the problem, we consider a semidiscrete scheme based on the variational…

最优化与控制 · 数学 2025-05-08 Francisco Fuica , Nicolai Jork

We consider primal-dual mixed finite element methods for the solution of the elliptic Cauchy problem, or other related data assimilation problems. The method has a local conservation property. We derive a priori error estimates using known…

数值分析 · 数学 2018-01-01 Erik Burman , Mats. G. Larson , Lauri Oksanen

Solving equilibrium problems under constraints is an important problem in optimization and optimal control. In this context an important practical challenge is the efficient incorporation of constraints. We develop a continuous-time method…

最优化与控制 · 数学 2024-03-21 Siqi Qu , Mathias Staudigl

It is well known that the quasi-optimality of the Galerkin finite element method for the Helmholtz equation is dependent on the mesh size and the wave-number. In the literature, different criteria have been proposed to ensure uniform…

数值分析 · 数学 2024-12-31 Tim van Beeck , Umberto Zerbinati

In this work, we develop variational formulations of Petrov-Galerkin type for one-dimensional fractional boundary value problems involving either a Riemann-Liouville or Caputo derivative of order $\alpha\in(3/2, 2)$ in the leading term and…

数值分析 · 数学 2015-12-18 Bangti Jin , Raytcho Lazarov , Zhi Zhou

Tikhonov regularization is one of the most commonly used methods of regularization of ill-posed problems. In the setting of finite element solutions of elliptic partial differential control problems, Tikhonov regularization amounts to…

数值分析 · 数学 2016-09-19 Erik Burman , Peter Hansbo , Mats Larson

We establish rigorous \emph{a posteriori} error bounds for a space-time finite element method of arbitrary order discretising linear wave problems in second order formulation. The method combines standard finite elements in space and…

数值分析 · 数学 2026-04-24 Zhaonan Dong , Emmanuil H. Georgoulis , Lorenzo Mascotto , Zuodong Wang

This paper is devoted to the theoretical and numerical investigation of an augmented Lagrangian method for the solution of optimization problems with geometric constraints. Specifically, we study situations where parts of the constraints…

最优化与控制 · 数学 2022-04-20 Xiaoxi Jia , Christian Kanzow , Patrick Mehlitz , Gerd Wachsmuth

The subject of this work is an adaptive stochastic Galerkin finite element method for parametric or random elliptic partial differential equations, which generates sparse product polynomial expansions with respect to the parametric…

数值分析 · 数学 2025-03-28 Markus Bachmayr , Martin Eigel , Henrik Eisenmann , Igor Voulis

In this paper, a space-time discontinuous Galerkin finite element method for distributed optimal control problems governed by unsteady diffusion-convection-reaction equations with control constraints is studied. Time discretization is…

最优化与控制 · 数学 2013-08-09 Tuğba Akman , Bülent Karasözen

We are concerned with a new type of supermartingale decomposition in the Max-Plus algebra, which essentially consists in expressing any supermartingale of class $(\mathcal{D})$ as a conditional expectation of some running supremum process.…

证券定价 · 定量金融 2008-12-18 Nicole El Karoui , Asma Meziou

For a generalized Hodge Laplace equation, we prove the quasi-optimal convergence rate of an adaptive mixed finite element method. This adaptive method can control the error in the natural mixed variational norm when the space of harmonic…

数值分析 · 数学 2021-03-02 Yuwen Li

In this article, a new unified duality theory is developed for Petrov-Galerkin finite element methods. This novel theory is then used to motivate goal-oriented adaptive mesh refinement strategies for use with discontinuous Petrov-Galerkin…

数值分析 · 数学 2019-12-24 Brendan Keith , Ali Vaziri Astaneh , Leszek Demkowicz

We consider variational discretization of a parabolic optimal control problem governed by space-time measure controls. For the state discretization we use a Petrov-Galerkin method employing piecewise constant states and piecewise linear and…

最优化与控制 · 数学 2019-11-25 Evelyn Herberg , Michael Hinze , Henrik Schumacher

This paper investigates simple bilevel optimization problems where we minimize an upper-level objective over the optimal solution set of a convex lower-level objective. Existing methods for such problems either only guarantee asymptotic…

最优化与控制 · 数学 2024-11-05 Pengyu Chen , Xu Shi , Rujun Jiang , Jiulin Wang

In this paper, the author derives an $O(h^4)$-superconvergence for the piecewise linear Ritz-Galerkin finite element approximations for the second order elliptic equation $-\nabla \cdot(A\nabla u)= f$ equipped with Dirichlet boundary…

数值分析 · 数学 2017-06-27 Chunmei Wang

We present a formally verified global optimization framework. Given a semialgebraic or transcendental function $f$ and a compact semialgebraic domain $K$, we use the nonlinear maxplus template approximation algorithm to provide a certified…

计算机科学中的逻辑 · 计算机科学 2015-01-06 Victor Magron , Xavier Allamigeon , Stéphane Gaubert , Benjamin Werner

This paper is devoted to the convergence and optimality analysis of the adaptive Morley element method for the fourth order elliptic problem. A new technique is developed to establish a quasi-orthogonality which is crucial for the…

数值分析 · 数学 2013-09-17 Jun Hu , Zhongci Shi , Jinchao Xu

The paper concerns optimization problems with general equality and inequality constraints and with constraints expressed by a convex set. In order to solve these problems, the general constraints are treated by an exact penalty functions…

最优化与控制 · 数学 2026-05-26 Bogdan K. Jastrzębski , Radosław Pytlak