18 citations · 45 across the 14 of their papers we have counts for
3 papers · 1 filter
On the Regularization of Primal-Dual Dynamics in Time-Dependent Nonconvex Optimization
Miguel Vaquero, Jorge Cortés
We study continuous-time primal-dual dynamics for tracking solutions of time-dependent constrained optimization problems. First, for uniformly strongly convex-strongly concave sadd…
Learning Hamiltonians from Trajectory Data with Kernel Methods
Jianyu Hu, David Martin de Diego, Juan-Pablo Ortega +1
We study the recovery of a Hamiltonian from discrete trajectory observations using structure-preserving kernel methods. When exact-flow data are fitted through a symplectic one-ste…
A Unified Discrete Gradient-SAV Framework for Structure-Preserving Integration
Elena Celledoni, David Martín de Diego, Brynjulf Owren +1
We present a framework combining discrete gradient (DG) methods with the Scalar Auxiliary Variable (SAV) approach to construct structure-preserving integrators for dissipative and…