arXiv subjects

Brendan Keith

Publications and source records attributed to Brendan Keith.

At least 19 recordsLinked to original sources

arXiv2026

Exponential Adaptive Smoothing and Importance Sampling for Optimization of the Conditional Value-at-Risk

We present a novel method for solving conditional value-at-risk (CVaR) optimization problems based on the dual representation of CVaR, which is defined as the worst-case expectation over a risk envelope. The method is based on the Bregman proximal point algorithm and alternates between stochastic primal and dual stages. Every (inner) primal stage involves a subproblem solved by sampling from a probability distribution updated at each dual stage (outer iteration). The likelihood ratio of the dual probability distributions relative to the distribution underlying the original problem converges to the risk identifier of the solution's CVaR. Thus, the dual distribution provides the algorithm with a built-in importance sampling mechanism that draws from the tail of the underlying distribution. Because only samples in the tail influence the CVaR, and samples outside the tail are drawn with decreasing probability, the algorithm delivers exceptional performance over other stochastic approximation methods. We prove the convergence of the algorithm for convex objective functions. Our numerical experiments target representative problems in financial mathematics and machine learning, focusing on portfolio optimization and support-vector machines, respectively.

math.OC↗

arXiv2026

The SiMPL Method for Multi-Material Topology Optimization

We introduce an efficient and scalable method for density-based multi-material topology optimization, integrating classical mirror descent techniques with point-wise polytopal design constraints. Such constraints arise naturally in this class of problems, wherein the vertices of convex polytopes correspond to distinct design states, only one of which should be occupied at each point in space. The framework generates a descending sequence of iterates by penalizing the design space around the previous iterate with a generalized distance function tailored to the convex geometry of the $n$-dimensional polytope. This distance function, called a Bregman divergence, smooths the optimization landscape, ensuring that each iterate strictly satisfies the point-wise constraints. Subsequently, global constraints (e.g., bounds on the structural mass) can be enforced easily by solving a small, finite-dimensional dual problem. The resulting method is simple to implement and demonstrates robustness and efficiency when combined with an Armijo-type line search algorithm. We validate the method in structural design problems involving the optimal arrangement of both isotropic and anisotropic materials, as well as magnetic flux optimization in electric motors.

math.NA↗

arXiv2026

Proximal Galerkin for the isometry constraint

We resolve a longstanding open problem in the computational modeling of nonlinear plates by introducing a numerical method that exactly enforces the isometry constraint, namely, that the first fundamental form of the mid-surface coincides with the identity tensor. Several numerical methods have been proposed to approximate solutions of such manifold-constrained variational problems using gradient flows with tangent space updates. However, this class of methods presents two main challenges. First, a preprocessing step is required to enforce the boundary conditions and generate an initial guess sufficiently close to an isometry. Second, each step of the gradient flow typically increases the isometry defect. We adopt an alternative approach based on the proximal Galerkin framework, originally introduced for variational problems with convex inequality constraints. The resulting method preserves the geometric structure of the feasible set and yields an efficient algorithm in which each iterate is an exact isometry at the barycenter of every mesh cell. In contrast to existing methods, no preprocessing step is required, enabling broader applicability of this important category of mathematical models. Numerical experiments on standard benchmarks demonstrate that the method converges to a prescribed error tolerance in an asymptotically mesh-independent number of iterations and requires substantially fewer iterations than previous methods, even on coarse meshes.

math.NA↗

arXiv2026

Proximal Galerkin for Phase Field Fracture

The phase-field method has emerged as a powerful tool for simulating fracture mechanics, yet it presents significant numerical challenges, particularly regarding the enforcement of physical constraints such as irreversibility and boundedness of the phase-field variable. This work proposes the proximal Galerkin (PG) methodology as a robust and efficient framework for solving phase-field fracture problems. By reformulating the inequality-constrained optimization problem into a sequence of saddle-point problems involving latent variables, the PG method rigorously enforces the physical bounds of the phase-field variable and naturally handles the irreversibility condition. This approach is directly applicable to both static and dynamic phase-field fracture problems. The numerical results demonstrate that the PG framework accurately reproduces theoretical predictions and experimental observations, while offering a unified, mathematically consistent treatment of the constraints inherent to phase-field fracture modeling.

math.NA↗

arXiv2026

Proximal Discontinuous Galerkin Methods for Variational Inequalities

We introduce a family of proximal discontinuous Galerkin methods for variational inequalities, focusing on the obstacle problem as a didactic example. Each member of this family is born from applying a different well-known nonconforming finite element discretization to the Bregman proximal point method. We explicitly treat four examples: the symmetric interior penalty discontinuous Galerkin, the enriched Galerkin, the hybridizable interior penalty and the hybrid high-order methods. We formulate a unified analysis framework for this family of methods and prove the existence and uniqueness of solutions, energy dissipation, and error estimates for both the primal and dual variables. Remarkably, the proximal hybrid high-order method with piecewise constant cell unknowns and piecewise affine facet unknowns leads to the first higher-order convergence result for any proximal Galerkin method.

math.NA↗

arXiv2026

The proximal Galerkin method for non-symmetric variational inequalities

We introduce the proximal Galerkin (PG) method for non-symmetric variational inequalities. The proposed approach is asymptotically mesh-independent and yields constraint-preserving approximations. We present both a conforming PG formulation and a hybrid mixed first-order system variant (FOSPG). We establish optimal a priori error estimates for each variant, which are verified numerically. We conclude by applying the method to American option pricing, free boundary problems in porous media, advection-diffusion with a semipermeable boundary, and the enforcement of discrete maximum principles.

math.NA↗

arXiv2025

A priori error analysis of the proximal Galerkin method

The proximal Galerkin (PG) method is a finite element method for solving variational problems with inequality constraints. It has several advantages, including constraint-preserving approximations and mesh independence. This paper presents the first abstract a priori error analysis of PG methods, providing a general framework to establish convergence and error estimates. As applications of the framework, we demonstrate optimal convergence rates for both the obstacle and Signorini problems using various finite element subspaces.

math.NA↗

arXiv2025

Learning thermodynamic master equations for open quantum systems

The characterization of Hamiltonians and other components of open quantum dynamical systems plays a crucial role in quantum computing and other applications. Scientific machine learning techniques have been applied to this problem in a variety of ways, including by modeling with deep neural networks. However, the majority of mathematical models describing open quantum systems are linear, and the natural nonlinearities in learnable models have not been incorporated using physical principles. We present a data-driven model for open quantum systems that includes learnable, thermodynamically consistent terms. The trained model is interpretable, as it directly estimates the system Hamiltonian and linear components of coupling to the environment. We validate the model on synthetic two and three-level data, as well as experimental two-level data collected from a quantum device at Lawrence Livermore National Laboratory.

quant-ph↗

arXiv2025

The latent variable proximal point algorithm for variational problems with inequality constraints

The latent variable proximal point (LVPP) algorithm is a framework for solving infinite-dimensional variational problems with pointwise inequality constraints. The algorithm is a saddle point reformulation of the Bregman proximal point algorithm. At the continuous level, the two formulations are equivalent, but the saddle point formulation is more amenable to discretization because it introduces a structure-preserving transformation between a latent function space and the feasible set. Working in this latent space is much more convenient for enforcing inequality constraints than the feasible set, as discretizations can employ general linear combinations of suitable basis functions, and nonlinear solvers can involve general additive updates. LVPP yields numerical methods with observed mesh-independence for obstacle problems, contact, fracture, plasticity, and others besides; in many cases, for the first time. The framework also extends to more complex constraints, providing means to enforce convexity in the Monge--Amp\`ere equation and handling quasi-variational inequalities, where the underlying constraint depends implicitly on the unknown solution. In this paper, we describe the LVPP algorithm in a general form and apply it to ten problems from across mathematics.

math.OC↗

arXiv2024

A locally-conservative proximal Galerkin method for pointwise bound constraints

We introduce the first-order system proximal Galerkin (FOSPG) method, a locally mass-conserving, hybridizable finite element method for solving heterogeneous anisotropic diffusion and obstacle problems. Like other proximal Galerkin methods, FOSPG finds solutions by solving a recursive sequence of smooth, discretized, nonlinear subproblems. We establish the well-posedness and convergence of these nonlinear subproblems along with stability and error estimates under low regularity assumptions for the linearized equations obtained by solving each subproblem using Newton's method. The FOSPG method exhibits several advantages, including high-order accuracy, discrete maximum principle or bound-preserving discrete solutions, and local mass conservation. It also achieves prescribed solution accuracy within asymptotically mesh-independent numbers of subproblems and linear solves per subproblem iteration. Numerical experiments on benchmarks for anisotropic diffusion and obstacle problems confirm these attributes. Furthermore, an open-source implementation of the method is provided to facilitate broader adoption and reproducibility.

math.NA↗

arXiv2024

A Simple Introduction to the SiMPL Method for Density-Based Topology Optimization

We introduce a novel method for solving density-based topology optimization problems: Sigmoidal Mirror descent with a Projected Latent variable (SiMPL). The SiMPL method (pronounced as ``the simple method'') optimizes a design using only first-order derivative information of the objective function. The bound constraints on the density field are enforced with the help of the (negative) Fermi--Dirac entropy, which is also used to define a non-symmetric distance function called a Bregman divergence on the set of admissible designs. This Bregman divergence leads to a simple update rule that is further simplified with the help of a so-called latent variable. Because the SiMPL method involves discretizing the latent variable, it produces a sequence of pointwise-feasible iterates, even when high-order finite elements are used in the discretization. Numerical experiments demonstrate that the method outperforms other popular first-order optimization algorithms. To outline the general applicability of the technique, we include examples with (self-load) compliance minimization and compliant mechanism optimization problems.

math.OC↗

arXiv2024

Analysis of the SiMPL method for density-based topology optimization

We present a rigorous convergence analysis of a new method for density-based topology optimization that provides point-wise bound preserving design updates and faster convergence than other popular first-order topology optimization methods. Due to its strong bound preservation, the method is exceptionally robust, as demonstrated in numerous examples here and in the companion article [31]. Furthermore, it is easy to implement with clear structure and analytical expressions for the updates. Our analysis covers two versions of the method, characterized by the employed line search strategies. We consider a modified Armijo backtracking line search and a Bregman backtracking line search. For both line search algorithms, our algorithm delivers a strict monotone decrease in the objective function and further intuitive convergence properties, e.g., strong and pointwise convergence of the density variables on the active sets, norm convergence to zero of the increments, convergence of the Lagrange multipliers, and more. In addition, the numerical experiments demonstrate apparent mesh-independent convergence of the algorithm. We refer to the new algorithm as the SiMPL method, pronounced like ``simple", which stands for {Si}gmoidal {M}irror descent with a {P}rojected {L}atent variable.

math.OC↗

arXiv2024

Improving Explainability of Softmax Classifiers Using a Prototype-Based Joint Embedding Method

We propose a prototype-based approach for improving explainability of softmax classifiers that provides an understandable prediction confidence, generated through stochastic sampling of prototypes, and demonstrates potential for out of distribution detection (OOD). By modifying the model architecture and training to make predictions using similarities to any set of class examples from the training dataset, we acquire the ability to sample for prototypical examples that contributed to the prediction, which provide an instance-based explanation for the model's decision. Furthermore, by learning relationships between images from the training dataset through relative distances within the model's latent space, we obtain a metric for uncertainty that is better able to detect out of distribution data than softmax confidence.

cs.LG↗

arXiv2024

Finite elements for Mat\'ern-type random fields: Uncertainty in computational mechanics and design optimization

This work highlights an approach for incorporating realistic uncertainties into scientific computing workflows based on finite elements, focusing on applications in computational mechanics and design optimization. We leverage Mat\'ern-type Gaussian random fields (GRFs) generated using the SPDE method to model aleatoric uncertainties, including environmental influences, variating material properties, and geometric ambiguities. Our focus lies on delivering practical GRF realizations that accurately capture imperfections and variations and understanding how they impact the predictions of computational models and the topology of optimized designs. We describe a numerical algorithm based on solving a generalized SPDE to sample GRFs on arbitrary meshed domains. The algorithm leverages established techniques and integrates seamlessly with the open-source finite element library MFEM and associated scientific computing workflows, like those found in industrial and national laboratory settings. Our solver scales efficiently for large-scale problems and supports various domain types, including surfaces and embedded manifolds. We showcase its versatility through biomechanics and topology optimization applications. The flexibility and efficiency of SPDE-based GRF generation empower us to run large-scale optimization problems on 2D and 3D domains, including finding optimized designs on embedded surfaces, and to generate topologies beyond the reach of conventional techniques. Moreover, these capabilities allow us to model geometric uncertainties of reconstructed submanifolds, such as the surfaces of cerebral aneurysms. In addition to offering benefits in these specific domains, the proposed techniques transcend specific applications and generalize to arbitrary forward and backward problems in uncertainty quantification involving finite elements.

cs.CE↗

arXiv2024

High-performance finite elements with MFEM

The MFEM (Modular Finite Element Methods) library is a high-performance C++ library for finite element discretizations. MFEM supports numerous types of finite element methods and is the discretization engine powering many computational physics and engineering applications across a number of domains. This paper describes some of the recent research and development in MFEM, focusing on performance portability across leadership-class supercomputing facilities, including exascale supercomputers, as well as new capabilities and functionality, enabling a wider range of applications. Much of this work was undertaken as part of the Department of Energy's Exascale Computing Project (ECP) in collaboration with the Center for Efficient Exascale Discretizations (CEED).

cs.MS↗

arXiv2023

Learning robust marking policies for adaptive mesh refinement

In this work, we revisit the marking decisions made in the standard adaptive finite element method (AFEM). Experience shows that a naïve marking policy leads to inefficient use of computational resources for adaptive mesh refinement (AMR). Consequently, using AFEM in practice often involves ad-hoc or time-consuming offline parameter tuning to set appropriate parameters for the marking subroutine. To address these practical concerns, we recast AMR as a Markov decision process in which refinement parameters can be selected on-the-fly at run time, without the need for pre-tuning by expert users. In this new paradigm, the refinement parameters are also chosen adaptively via a marking policy that can be optimized using methods from reinforcement learning. We use the Poisson equation to demonstrate our techniques on $h$- and $hp$-refinement benchmark problems, and our experiments suggest that superior marking policies remain undiscovered for many classical AFEM applications. Furthermore, an unexpected observation from this work is that marking policies trained on one family of PDEs are sometimes robust enough to perform well on problems far outside the training family. For illustration, we show that a simple $hp$-refinement policy trained on 2D domains with only a single re-entrant corner can be deployed on far more complicated 2D domains, and even 3D domains, without significant performance loss. For reproduction and broader adoption, we accompany this work with an open-source implementation of our methods.

math.NA↗

arXiv2023

An Adaptive Sampling Augmented Lagrangian Method for Stochastic Optimization with Deterministic Constraints

The primary goal of this paper is to provide an efficient solution algorithm based on the augmented Lagrangian framework for optimization problems with a stochastic objective function and deterministic constraints. Our main contribution is combining the augmented Lagrangian framework with adaptive sampling, resulting in an efficient optimization methodology validated with practical examples. To achieve the presented efficiency, we consider inexact solutions for the augmented Lagrangian subproblems, and through an adaptive sampling mechanism, we control the variance in the gradient estimates. Furthermore, we analyze the theoretical performance of the proposed scheme by showing equivalence to a gradient descent algorithm on a Moreau envelope function, and we prove sublinear convergence for convex objectives and linear convergence for strongly convex objectives with affine equality constraints. The worst-case sample complexity of the resulting algorithm, for an arbitrary choice of penalty parameter in the augmented Lagrangian function, is $O(ε^{-3-δ})$, where $ε> 0$ is the expected error of the solution and $δ> 0$ is a user-defined parameter. If the penalty parameter is chosen to be $O(ε^{-1})$, we demonstrate that the result can be improved to $O(ε^{-2})$, which is competitive with the other methods employed in the literature. Moreover, if the objective function is strongly convex with affine equality constraints, we obtain $O(ε^{-1}\log(1/ε))$ complexity. Finally, we empirically verify the performance of our adaptive sampling augmented Lagrangian framework in machine learning optimization and engineering design problems, including topology optimization of a heat sink with environmental uncertainty.

math.OC↗

arXiv2023

DynAMO: Multi-agent reinforcement learning for dynamic anticipatory mesh optimization with applications to hyperbolic conservation laws

We introduce DynAMO, a reinforcement learning paradigm for Dynamic Anticipatory Mesh Optimization. Adaptive mesh refinement is an effective tool for optimizing computational cost and solution accuracy in numerical methods for partial differential equations. However, traditional adaptive mesh refinement approaches for time-dependent problems typically rely only on instantaneous error indicators to guide adaptivity. As a result, standard strategies often require frequent remeshing to maintain accuracy. In the DynAMO approach, multi-agent reinforcement learning is used to discover new local refinement policies that can anticipate and respond to future solution states by producing meshes that deliver more accurate solutions for longer time intervals. By applying DynAMO to discontinuous Galerkin methods for the linear advection and compressible Euler equations in two dimensions, we demonstrate that this new mesh refinement paradigm can outperform conventional threshold-based strategies while also generalizing to different mesh sizes, remeshing and simulation times, and initial conditions.

math.NA↗