3 papers
math.OC2023
Be greedy and learn: efficient and certified algorithms for parametrized optimal control problems
Hendrik Kleikamp, Martin Lazar, Cesare Molinari
We consider parametrized linear-quadratic optimal control problems and provide their online-efficient solutions by combining greedy reduced basis methods and machine learning algor…
math.OC2023
Regularization properties of dual subgradient flow
Vassilis Apidopoulos, Cesare Molinari, Lorenzo Rosasco +1
Dual gradient descent combined with early stopping represents an efficient alternative to the Tikhonov variational approach when the regularizer is strongly convex. However, for ma…
math.OC2021
A Stochastic Bregman Primal-Dual Splitting Algorithm for Composite Optimization
Antonio Silveti-Falls, Cesare Molinari, Jalal Fadili
We study a stochastic first order primal-dual method for solving convex-concave saddle point problems over real reflexive Banach spaces using Bregman divergences and relative smoot…