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
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
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
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
We develop a convergence-rate analysis of momentum with cyclical step-sizes.
Optimization and Control
A fully (pseudo-)spectral solver for direct numerical simulations of large-scale turbulent channel flows is described.
Numerical Analysis Numerical Analysis Fluid Dynamics
We use the adjoint of the derivative to implement differentiable log-log convex optimization layers in PyTorch and TensorFlow.
Optimization and Control
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
We describe our experience implementing a broad category-theory library in Coq.
Category Theory Logic in Computer Science
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