Convergence of a greedy algorithm for high-dimensional convex nonlinear problems
From MaRDI portal
Abstract: In this article, we present a greedy algorithm based on a tensor product decomposition, whose aim is to compute the global minimum of a strongly convex energy functional. We prove the convergence of our method provided that the gradient of the energy is Lipschitz on bounded sets. The main interest of this method is that it can be used for high-dimensional nonlinear convex problems. We illustrate this method on a prototypical example for uncertainty propagation on the obstacle problem.
Recommendations
- Convergence results on greedy algorithms for high-dimensional eigenvalue problems
- Sequential greedy approximation for certain convex optimization problems
- Greedy algorithms for high-dimensional non-symmetric linear problems
- Convergence and rate of convergence of some greedy algorithms in convex optimization
- Greedy strategies for convex optimization
Cites work
- A new family of solvers for some classes of multidimensional partial differential equations encountered in kinetic theory modeling of complex fluids
- Generalized spectral decomposition for stochastic nonlinear problems
- Numerical solution of parabolic equations in high dimensions
- Numerical treatment of partial differential equations. Revised translation of the 3rd German edition of `Numerische Behandlung partieller Differentialgleichungen' by Martin Stynes.
- Recent developments in spectral stochastic methods for the numerical solution of stochastic partial differential equations
- Results and questions on a nonlinear approximation approach for solving high-dimensional partial differential equations
- Sparse grids
Cited in
(36)- On the existence of a progressive variational vademecum based on the proper generalized decomposition for a class of elliptic parameterized problems
- A dynamical adaptive tensor method for the Vlasov-Poisson system
- Fast low-rank solution of the multidimensional hyperbolic problems
- Greedy approximation of high-dimensional Ornstein-Uhlenbeck operators
- On minimal subspaces in tensor representations
- A non linear approximation method for solving high dimensional partial differential equations: application in finance
- Adaptive force biasing algorithms: new convergence results and tensor approximations of the bias
- Quasioptimality of maximum-volume cross interpolation of tensors
- On the computation of proper generalized decomposition modes of parametric elliptic problems
- Iterative methods based on soft thresholding of hierarchical tensors
- An empirical interpolation approach to reduced basis approximations for variational inequalities
- A literature survey of low-rank tensor approximation techniques
- Simultaneous state-time approximation of the chemical master equation using tensor product formats.
- Greedy algorithms for high-dimensional non-symmetric linear problems
- Convergence results on greedy algorithms for high-dimensional eigenvalue problems
- Truncated low-rank methods for solving general linear matrix equations.
- On the convergence of a greedy rank-one update algorithm for a class of linear systems
- Micro-macro models for viscoelastic fluids: modelling, mathematics and numerics
- Tensor-based methods for numerical homogenization from high-resolution images
- A new algorithm of proper generalized decomposition for parametric symmetric elliptic problems
- Greedy algorithms for high-dimensional eigenvalue problems
- A tensor optimization algorithm for Bézier shape deformation
- Random field representations for stochastic elliptic boundary value problems and statistical inverse problems
- Analysis of a greedy reconstruction algorithm
- Tensor networks and hierarchical tensors for the solution of high-dimensional partial differential equations
- A Perturbative Approach to Control Variates in Molecular Dynamics
- Low-rank approximation of linear parabolic equations by space-time tensor Galerkin methods
- Weakly Intrusive Low-Rank Approximation Method for Nonlinear Parameter-Dependent Equations
- To be or not to be intrusive? The solution of parametric and stochastic equations -- proper generalized decomposition
- Iterative polynomial approximation adapting to arbitrary probability distribution
- Least-squares proper generalized decompositions for weakly coercive elliptic problems
- Global convergence of rank-one PGD approximations by alternate minimization
- Low-rank tensor methods for partial differential equations
- Numerical Approximation of PGD Modes to Parameterized Elliptic Problems
- A low-rank solver for conforming multipatch isogeometric analysis
- Adaptive near-optimal rank tensor approximation for high-dimensional operator equations
This page was built for publication: Convergence of a greedy algorithm for high-dimensional convex nonlinear problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2892231)
