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math.OC2023
Forward-backward algorithm for functions with locally Lipschitz gradient: applications to mean field games
Luis M. Briceno-Arias, Francisco José Silva, Xianjin Yang
In this paper, we provide a generalization of the forward-backward splitting algorithm for minimizing the sum of a proper convex lower semicontinuous function and a differentiable…
math.NA2023
A Mini-Batch Method for Solving Nonlinear PDEs with Gaussian Processes
Xianjin Yang, Houman Owhadi
Gaussian processes (GPs) based methods for solving partial differential equations (PDEs) demonstrate great promise by bridging the gap between the theoretical rigor of traditional…