arXiv subjects

Hailin Sun

Publications and source records attributed to Hailin Sun.

9 recordsLinked to original sources

arXiv2026

RealSimLoop: Online Real-to-Sim Adaptation via Differentiable Reduced-Order Simulation with Vision Feedback

Real-world observations of deformable objects are often sparse or surface-level, while downstream tasks require hidden physical quantities such as internal deformation, stress fields, and interaction forces. Physics-based simulation can recover these quantities, but online real-to-sim adaptation remains challenging due to costly full-space optimization, limited feedback, and time-varying material properties. To address these challenges, we propose RealSimLoop, a differentiable framework for online real-to-sim adaptation using vision data as physical feedback. Our approach achieves quasi-real-time performance by executing differentiable simulation within a reduced-order neural subspace, drastically accelerating the optimization loop. We couple this efficient dynamics model with differentiable rendering, enabling direct gradient backpropagation that leverages high-fidelity pixel data to refine physical parameters such as material stiffness. Furthermore, by employing a sliding-window objective function, RealSimLoop enables robust online adaptation, allowing the system to track time-varying material properties and effectively bridge the real-to-sim gap arising from model reduction or unmodeled dynamics. Extensive experiments demonstrate that our method outperforms conventional offline methods, and we validate the framework's versatility in downstream applications, including external force prediction and 3D stress field reconstruction with novel view synthesis.

cs.GR↗

arXiv2026

WildFab: Multi-Axis 3D Printing from Models in the Wild

Multi-axis 3D printing enables support-free fabrication and improved part quality, but robustly processing real-world geometries remains challenging. Models from design workflows or direct data acquisition often contain solid--shell combinations and non-manifold structures. Handling such models in the wild typically requires time-consuming geometry repair, which may alter the intended geometry. In this work, we present WildFab, a computational framework for multi-axis 3D printing that directly computes spatial toolpath and global collision-free motion from input models. Our pipeline builds on a hybrid query representation that combines a neural unsigned distance field (UDF) with a regularized generalized winding number field (reg-GWN). The UDF supplies differentiable surface-distance and direction queries, while the reg-GWN resolves near-surface ambiguity in the fitted UDF by providing reliable surface localization and a solid-void indicator. Based on this representation, we introduce a high-precision spatial toolpath computation algorithm that iteratively projects points between optimized guidance-field level sets and reg-GWN gradient-magnitude ridges. Subsequently, we develop an efficient and robust coarse-to-fine collision checking scheme for motion planning: UDF-based rejection first identifies potential collisions, while time-varying reg-GWN verification accurately resolves collision pairs for both solid and shell components. We validate WildFab on diverse inputs, demonstrating successful computation from non-manifold parametric surfaces, voxelized topology-optimization results, implicit models, raw scanned point clouds, and non-watertight meshes. The fabrication results highlight our method's ability to advance end-to-end design-to-3DP workflows.

cs.GR↗

arXiv2026

A Single-Loop Minorized Dual Decomposition Method for Nonsmooth Multi-Stage Stochastic Programming

In this paper, we study multi-stage stochastic programming (MSP) problems with nonsmooth composite objectives. Tailored to their intrinsic stage-wise and scenario-wise structure, we develop a single-loop minorized dual decomposition method, in which each iteration constructs a minorized problem and its restricted Wolfe dual, and then performs \textit{one iteration} of the symmetric Gauss--Seidel based inexact alternating direction method of multipliers on the resulting dual problem to generate the next iterate. A key feature of the proposed optimization framework is that the resulting updates preserve the stage-wise and scenario-wise decomposable structure of the MSP problem and are suitable for parallel implementation. We establish global convergence of the generated iterates for the three-stage case and further establish the corresponding global convergence theorem for the general multi-stage setting. Numerical experiments illustrate the computational viability of the proposed framework and its favorable scaling behavior with respect to the stage-wise and scenario-wise structure.

math.OC↗

arXiv2025

The G\"uler-type acceleration for proximal gradient, linearized augmented Lagrangian and linearized alternating direction method of multipliers

In this paper, we introduce the G\"uler-type acceleration technique and utilize it to propose three acceleration algorithms: the G\"uler-type accelerated proximal gradient method (GPGM), the G\"uler-type accelerated linearized augmented Lagrangian method (GLALM) and the G\"uler-type accelerated linearized alternating direction method of multipliers (GLADMM). The key idea behind these algorithms is to fully leverage the information of negative term \bm{$-\|x^k-\hat{x}^{k-1}\|^2$} in order to design the extrapolation step. This concept of using negative terms to improve acceleration can be extended to other algorithms as well. Moreover, the proposed GLALM and GLADMM enable simultaneous acceleration of both primal and dual variables. Additionally, GPGM and GLALM achieve the same convergence rate of $O(\frac{1}{k^2})$ with some existing results. Although GLADMM achieves the same total convergence rate of $O(\frac{1}{N})$ as in existing results, the partial convergence rate is improved from $O(\frac{1}{N^{3/2}})$ to $O(\frac{1}{N^2})$. To validate the effectiveness of our algorithms, we conduct numerical experiments on various problem instances, including the $\ell_1$ regularized logistic regression, quadratic programming, and compressive sensing. The experimental results indicate that our algorithms outperform existing methods in terms of efficiency. This also demonstrates the potential of the stochastic algorithmic versions of these algorithms in application areas such as statistics, machine learning, and data mining. Finally, it is worth noting that this paper aims to introduce how G\"uler's acceleration technique can be applied to gradient-based algorithms and to provide a unified and concise framework for their construction.

math.OC↗

arXiv2025

Solutions of Two-stage Stochastic Minimax Problems

This paper introduces a class of two-stage stochastic minimax problems where the first-stage objective function is nonconvex-concave while the second-stage objective function is strongly convex-concave. We establish properties of the second-stage minimax value function and solution functions, and characterize the existence and relationships among saddle points, minimax points, and KKT points. We apply the sample average approximation (SAA) to the class of two-stage stochastic minimax problems and prove the convergence of the KKT points as the sample size tends to infinity. An inexact parallel proximal gradient descent ascent algorithm is proposed to solve this class of problems with the SAA. Numerical experiments demonstrate the effectiveness of the proposed algorithm and validate the convergence properties of the SAA approach.

math.OC↗

arXiv2025

INF-3DP: Implicit Neural Fields for Collision-Free Multi-Axis 3D Printing

We introduce a general, scalable computational framework for multi-axis 3D printing based on implicit neural fields (INFs) that unifies all stages of toolpath generation and global collision-free motion planning. In our pipeline, input models are represented as signed distance fields, with fabrication objectives such as support-free printing, surface finish quality, and extrusion control being directly encoded in the optimization of an implicit guidance field. This unified approach enables toolpath optimization across both surface and interior domains, allowing shell and infill paths to be generated via implicit field interpolation. The printing sequence and multi-axis motion are then jointly optimized over a continuous quaternion field. Our continuous formulation constructs the evolving printing object as a time-varying SDF, supporting differentiable global collision handling throughout INF-based motion planning. Compared to explicit-representation-based methods, INF-3DP achieves up to two orders of magnitude speedup and significantly reduces waypoint-to-surface error. We validate our framework on diverse, complex models and demonstrate its efficiency with physical fabrication experiments using a robot-assisted multi-axis system.

cs.RO↗

arXiv2024

Statistical Robustness of Kernel Learning Estimator with Respect to Data Perturbation

Inspired by the recent work [28] on the statistical robustness of empirical risks in reproducing kernel Hilbert space (RKHS) where the training data are potentially perturbed or even corrupted, we take a step further in this paper to investigate the statistical robustness of the kernel learning estimator (the regularized empirical risk minimizer or stationary point). We begin by deriving qualitative statistical robustness of the estimator of the regularized empirical risk minimizer for a broad class of convex cost functions when all of the training data are potentially perturbed under some topological structures, and then move on to consider the quantitative statistical robustness of the stationary solution for a specific case that the cost function is continuously differentiable but not necessarily convex. In the latter case, we derive the first-order optimality condition of the regularized expected risk minimization problem, which is essentially a stochastic variational inequality problem (SVIP) in RKHS, and then use the SVIP as a platform to investigate local and global Lipschitz continuity of the stationary solution against perturbation of the probability distribution under the Fortet-Mourier metric. A crucial assumption in the analysis is that the perturbed data are independent and identically distributed (iid). In some practical applications, this assumption may not be fulfilled when a small proportion of perceived data is seriously perturbed/contaminated. In this case, we use the influence function to investigate the impact of single data perturbation on the expected risk minimizer. Differing from [64, Chapter 10], we concentrate on constrained expected risk minimization problems. The research is essentially down to the derivation of the implicit function theorem of the SVIP in RKHS. Finally, we illustrate our theoretical analysis with a couple of academic examples.

math.OC↗

arXiv2018

Convergence Analysis of Sample Average Approximation of Two-stage Stochastic Generalized Equations

A solution of two-stage stochastic generalized equations is a pair: a first stage solution which is independent of realization of the random data and a second stage solution which is a function of random variables.This paper studies convergence of the sample average approximation of two-stage stochastic nonlinear generalized equations. In particular an exponential rate of the convergence is shown by using the perturbed partial linearization of functions. Moreover, sufficient conditions for the existence, uniqueness, continuity and regularity of solutions of two-stage stochastic generalized equations are presented under an assumption of monotonicity of the involved functions. These theoretical results are given without assuming relatively complete recourse, and are illustrated by two-stage stochastic non-cooperative games of two players.

math.OC↗

arXiv2017

Discrete Approximation of Two-Stage Stochastic and Distributionally Robust Linear Complementarity Problems

In this paper, we propose a discretization scheme for the two-stage stochastic linear complementarity problem (LCP) where the underlying random data are continuously distributed. Under some moderate conditions, we derive qualitative and quantitative convergence for the solutions obtained from solving the discretized two-stage stochastic LCP (SLCP). We explain how the discretized two-stage SLCP may be solved by the well-known progressive hedging method (PHM). Moreover, we extend the discussion by considering a two-stage distributionally robust LCP (DRLCP) with moment constraints and proposing a discretization scheme for the DRLCP. As an application, we show how the SLCP and DRLCP models can be used to study equilibrium arising from two-stage duopoly game where each player plans to set up its optimal capacity at present with anticipated competition for production in future.

math.OC↗