Trending Research
Outer Approximation With Conic Certificates For Mixed-Integer Convex Problems
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
Universal Average-Case Optimality of Polyak Momentum
d2l-ai/d2l-en
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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
Error analysis of a decoupled finite element method for quad-curl problems
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
A piecewise deterministic Monte Carlo method for diffusion bridges
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
Super-Acceleration with Cyclical Step-sizes
google/jaxopt
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NeurIPS 2021
We develop a convergence-rate analysis of momentum with cyclical step-sizes.
Optimization and Control
A spectral-Galerkin turbulent channel flow solver for large-scale simulations
A fully (pseudo-)spectral solver for direct numerical simulations of large-scale turbulent channel flows is described.
Numerical Analysis Numerical Analysis Fluid Dynamics
Differentiating through Log-Log Convex Programs
We use the adjoint of the derivative to implement differentiable log-log convex optimization layers in PyTorch and TensorFlow.
Optimization and Control
PowerModels.jl: An Open-Source Framework for Exploring Power Flow Formulations
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
Experience Implementing a Performant Category-Theory Library in Coq
We describe our experience implementing a broad category-theory library in Coq.
Category Theory Logic in Computer Science
Sparse identification of nonlinear dynamics for model predictive control in the low-data limit
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
