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Iterative methods for Stokes/Darcy coupling

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A first-order primal-dual method with adaptivity to local smoothness

Volkan Cevher, Maria-Luiza Vladarean

We consider the problem of finding a saddle point for the convex-concave objective

\min_x \max_y f(x) + \langle Ax, y\rangle - g^*(y)

, where

f

is a convex function with locally Lipschitz gradient and

g

is convex and possibly non-smooth. We propose an ...

2021

Model order reduction of flow based on a modular geometrical approximation of blood vessels

Simone Deparis, Luca Pegolotti

We are interested in a reduced order method for the efficient simulation of blood flow in arteries. The blood dynamics is modeled by means of the incompressible Navier–Stokes equations. Our algorithm is based on an approximated domain-decomposition of the ...

2021

Decentralized Proximal Gradient Algorithms With Linear Convergence Rates

Ali H. Sayed, Kun Yuan, Sulaiman A S A E Alghunaim

This article studies a class of nonsmooth decentralized multiagent optimization problems where the agents aim at minimizing a sum of local strongly-convex smooth components plus a common nonsmooth term. We propose a general primal-dual algorithmic framewor ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2021

Last iterate convergence of SGD for Least-Squares in the Interpolation regime

Aditya Vardhan Varre, Nicolas Henri Bernard Flammarion, Loucas Pillaud-Vivien

Motivated by the recent successes of neural networks that have the ability to fit the data perfectly \emph{and} generalize well, we study the noiseless model in the fundamental least-squares setup. We assume that an optimum predictor fits perfectly inputs ...

Advances in Neural Information Processing Systems 20212021

Masksembles for Uncertainty Estimation

Pascal Fua, Timur Bagautdinov, Pierre Bruno Baqué, Nikita Durasov

Deep neural networks have amply demonstrated their prowess but estimating the reliability of their predictions remains challenging. Deep Ensembles are widely considered as being one of the best methods for generating uncertainty estimates but are very expe ...

2021

Quasi-Global Momentum: Accelerating Decentralized Deep Learning on Heterogeneous Data

Martin Jaggi, Sebastian Urban Stich, Tao Lin, Sai Praneeth Reddy Karimireddy

Decentralized training of deep learning models is a key element for enabling data privacy and on-device learning over networks. In realistic learning scenarios, the presence of heterogeneity across different clients' local datasets poses an optimization ch ...

JMLR-JOURNAL MACHINE LEARNING RESEARCH2021

Substructured Two-grid and Multi-grid Domain Decomposition Methods

Tommaso Vanzan

Two-level domain decomposition methods are very powerful techniques for the efficient numerical solution of partial differential equations (PDEs). A two-level domain decomposition method requires two main components: a one-level preconditioner (or its corr ...

2022

On the nonlinear Dirichlet-Neumann method and preconditioner for Newton's method

Tommaso Vanzan

The Dirichlet-Neumann (DN) method has been extensively studied for linear partial differential equations, while little attention has been devoted to the nonlinear case. In this paper, we analyze the DN method both as a nonlinear iterative method and as a p ...

Springer-Verlag2023

Robust Differentiable SVD

Pascal Fua, Mathieu Salzmann, Wei Wang, Yinlin Hu, Zheng Dang

Eigendecomposition of symmetric matrices is at the heart of many computer vision algorithms. However, the derivatives of the eigenvectors tend to be numerically unstable, whether using the SVD to compute them analytically or using the Power Iteration (PI) ...

2021

Large Steps in Inverse Rendering of Geometry

Wenzel Alban Jakob, Baptiste Alexandre Marie Philippe Claude Nicolet

Inverse reconstruction from images is a central problem in many scientific and engineering disciplines. Recent progress on differentiable rendering has led to methods that can efficiently differentiate the full process of image formation with respect to mi ...

ASSOC COMPUTING MACHINERY2021

Analysis of the flexible boundary condition method

William Curtin, Ankit Gupta

The flexible boundary condition method (FBCM) is a well-established method for the efficient study of complex non-linear atomistic defects while avoiding finite-size effects. The method uses lattice Green's functions (LGFs) to effectively embed an atomisti ...

IOP PUBLISHING LTD2021

Optimization Methods for Control: From Embedded Programmable Hardware to Data-Driven Process Optimization

Harsh Ambarishkumar Shukla

The research community has been making significant progress in hardware implementation, numerical computing and algorithm development for optimization-based control. However, there are two key challenges that still have to be overcome for optimization-base ...

EPFL2021