Outer Approximation With Conic Certificates For Mixed-Integer Convex Problems

JuliaOpt/Pajarito.jl 15 Aug 2018

Using properties of the conic certificates, we show that the $\mathcal{K}^*$ cuts imply certain practically-relevant guarantees about the quality of the polyhedral relaxations, and demonstrate how to maintain helpful guarantees when the LP solver uses a positive feasibility tolerance.

Optimization and Control

96
0.04 stars / hour

Universal Average-Case Optimality of Polyak Momentum

d2l-ai/d2l-en 19 Aug 2020

Polyak momentum (PM), also known as the heavy-ball method, is a widely used optimization method that enjoys an asymptotic optimal worst-case complexity on quadratic objectives.

Optimization and Control

13,811
0.04 stars / hour

Error analysis of a decoupled finite element method for quad-curl problems

lyc102/ifem 5 Feb 2021

Finite element approximation to a decoupled formulation for the quad--curl problem is studied in this paper.

Numerical Analysis Numerical Analysis 65N30, 65N12, 65N22, 65N50

89
0.03 stars / hour

A piecewise deterministic Monte Carlo method for diffusion bridges

mschauer/ZigZagBoomerang.jl 16 Jan 2020

We introduce the use of the Zig-Zag sampler to the problem of sampling conditional diffusion processes (diffusion bridges).

Statistics Theory Probability Methodology Statistics Theory

80
0.03 stars / hour

Super-Acceleration with Cyclical Step-sizes

google/jaxopt NeurIPS 2021

We develop a convergence-rate analysis of momentum with cyclical step-sizes.

Optimization and Control

506
0.02 stars / hour

A spectral-Galerkin turbulent channel flow solver for large-scale simulations

spectralDNS/spectralDNS 13 Jan 2017

A fully (pseudo-)spectral solver for direct numerical simulations of large-scale turbulent channel flows is described.

Numerical Analysis Numerical Analysis Fluid Dynamics

211
0.02 stars / hour

Differentiating through Log-Log Convex Programs

cvxgrp/cvxpy 27 Apr 2020

We use the adjoint of the derivative to implement differentiable log-log convex optimization layers in PyTorch and TensorFlow.

Optimization and Control

3,977
0.02 stars / hour

PowerModels.jl: An Open-Source Framework for Exploring Power Flow Formulations

lanl-ansi/PowerModels.jl 6 Nov 2017

This work provides a brief introduction to the design of PowerModels, validates its implementation, and demonstrates its effectiveness with a proof-of-concept study analyzing five different formulations of the Optimal Power Flow problem.

Optimization and Control Computational Engineering, Finance, and Science

270
0.02 stars / hour

Experience Implementing a Performant Category-Theory Library in Coq

HoTT/HoTT 29 Jan 2014

We describe our experience implementing a broad category-theory library in Coq.

Category Theory Logic in Computer Science

1,105
0.02 stars / hour

Sparse identification of nonlinear dynamics for model predictive control in the low-data limit

eurika-kaiser/SINDY-MPC 15 Nov 2017

These factors limit the use of these techniques for the online identification of a model in the low-data limit, for example following an abrupt change to the system dynamics.

Optimization and Control Dynamical Systems Data Analysis, Statistics and Probability

150
0.02 stars / hour