arXiv subjects

Michael Hintermüller

Publications and source records attributed to Michael Hintermüller.

At least 19 recordsLinked to original sources

arXiv2026

Mesh-dependent iteration count growth in primal-dual active set strategies

Primal-dual active set strategies (PDAS) are popular iterative solvers for mixed complementarity problems such as constrained optimization problems with pointwise inequality constraints. Examples include the reduced-space active set algorithm vinewtonrsls found in PETSc. When applied to discretized infinite-dimensional problems, PDAS exhibit local superlinear convergence thanks to their equivalence to a semismooth Newton method (SSN). However, for many problem classes the number of iterations, to reach convergence, grows without bound under mesh refinement. In this paper we numerically study PDAS iteration counts on uniformly refined meshes for obstacle problems, Signorini problems, and related models. As the mesh size tends to zero, PDAS applied to Signorini-type problems lose their local superlinear convergence, resulting in linear growth of the iteration count (adding some iterations with each refinement). For obstacle problems, PDAS stagnates, leading to exponential iteration growth (asymptotically doubling with each refinement). We explain these phenomena by (i) proving that, for obstacle problems, nodal degrees of freedom only peel away from the obstacle layer-by-layer during the deactivation phase, (ii) deriving a general global convergence rate for PDAS that depends on the magnitude of dual feasibility violation, and (iii) demonstrating why, in the infinite-dimensional setting, this leads to a well-defined solver, but without local superlinear convergence, for some problems yet divergence for others.

math.OC↗

arXiv2026

State constrained convex Nash equilibrium problems coupled with linear hyperbolic PDEs

We study the existence of equilibria for state constrained, convex generalized Nash equilibrium problems (GNEPs) coupled with hyperbolic partial differential equations (PDEs). Analogous problems have been addressed for state constrained GNEPs coupled with elliptic and parabolic PDEs, respectively, but the problematic regularity of the set-valued constraint maps has been a barrier for development of an existence theory in the hyperbolic case. This is mainly due to compactness issues with the strategy-to-state maps. Beyond existence, we also provide first-order optimality conditions for a class of fairly general linear hyperbolic PDEs and show its relevance for applications such as the wave equation, advertising dynamics, and the linearized isothermal Euler system on networks.

math.OC↗

arXiv2026

Noisy quantum circuit simulation with the tensor jump method

Classical simulation of noisy quantum circuits is essential for validating algorithms, benchmarking hardware, and assessing error-mitigation strategies, but remains limited by the exponential cost of density-matrix methods and the high variance of standard trajectory sampling. We introduce a variance-aware tensor network framework that combines the tensor jump method with local TDVP gate evolution on matrix product states and sparse Pauli-Lindblad hardware noise models. Gates are applied as short variational evolutions on the MPS manifold, while noise is sampled per circuit window from Pauli-Lindblad jump sets with state-independent hazards and dissipative contractions that reduce to irrelevant global factors after renormalization. The method supports correlated multi-qubit Lindblad noise consistent with hardware connectivity, including long-range operators on non-adjacent qubits, enabling direct simulation of crosstalk and other connectivity-induced errors beyond local noise models. We develop two unbiased variance-aware unravelings. An analog unitary-mixture unraveling matches the Lindblad generator exactly under symmetric Gaussian or two-point angle laws, while a projector-jump unraveling yields state-independent hazards and closed-form variance laws. Both retain the standard 1/sqrt(N) Monte Carlo convergence but with reduced prefactors. Empirically, projector sampling strongly reduces trajectory variance and bond-dimension growth across many circuit architectures, whereas analog sampling is most effective at weak noise. We demonstrate accurate, scalable noisy-circuit simulation on a 25-qubit noisy XY quench and IBM's 127-qubit kicked-Ising benchmark with long-range depolarizing noise, achieving reduced Monte Carlo variance and favorable MPS bond-dimension growth compared with standard Kraus-insertion baselines.

quant-ph↗

arXiv2026

Constrained Neural Parameterization for Optimization in Function Spaces

We propose constrained neural parameterization schemes for several classes of constraints arising in optimization problems in function spaces. This is achieved by constructing smooth neural parameterizations whose image lies entirely in the admissible set while remaining asymptotically dense. In this way, the original constrained optimization problem is transformed into a smooth unconstrained problem in parameter space, enabling efficient gradient-based optimization without penalty parameters or Lagrange multipliers. We develop geometric constructions for polyhedral constraint sets in Hilbert spaces, propose smooth neural architectures for some pointwise constraints, and introduce an exact reduced neural formulation for PDE constraints that admit a separable structure. Numerical experiments demonstrate the effectiveness of the proposed methods.

math.OC↗

arXiv2026

Layerwise goal-oriented adaptivity for neural ODEs: an optimal control perspective

In this work, we propose a novel layerwise adaptive construction method for neural network architectures. Our approach is based on a goal--oriented dual-weighted residual technique for the optimal control of neural differential equations. This leads to an ordinary differential equation constrained optimization problem with controls acting as coefficients and a specific loss function. We implement our approach on the basis of a DG(0) Galerkin discretization of the neural ODE, leading to an explicit Euler time marching scheme. The resulting optimization problem is solved using the Adam algorithm and a BFGS method adapted to the $H^1$ topology induced by the regularization term. Finally, we apply our method to the construction of neural networks for the classification of data sets, where we present results for a selection of well known examples from the literature.

math.OC↗

arXiv2025

Structure versus regularity of set-valued maps in convex generalized Nash equilibrium problems in Banach spaces

A generalized Nash equilibrium problem (GNEP) in Banach space consists of $N>1$ optimal control problems with couplings in both the objective functions and, most importantly, in the feasible sets. We address the existence of equilibria for convex GNEPs in Banach space. We show that the standard assumption of lower semicontinuity of the set-valued constraint maps - foundational in the current literature on GNEPs - can be replaced by graph convexity or the so-called Knaster-Kuratowski-Mazurkiewicz (KKM) property. Lower semicontinuity is often essential for obtaining upper semicontinuity of best response maps, crucial for the existence theory based on Kakutani-Fan fixed-point arguments. However, in function spaces or in settings with partial differential equation (PDE) constraints, verifying lower semicontinuity becomes much more challenging (even in convex cases), whereas graph convexity, for example, is often straightforward to check. Our results unify several existence theorems in the literature and clarify the structural role of constraint maps. We also extend Rosen's uniqueness condition to Banach spaces using a multiplier bias framework.

math.OC↗

arXiv2025

A multilevel proximal trust-region method for nonsmooth optimization with applications

Many large-scale optimization problems arising in science and engineering are naturally defined at multiple levels of discretization or model fidelity. Multilevel methods exploit this hierarchy to accelerate convergence by combining coarse- and fine-level information, a strategy that has proven highly effective in the numerical solution of partial differential equations and related optimization problems. It turns out that many applications in PDE-constrained optimization and data science require minimizing the sum of smooth and nonsmooth functions. For example, training neural networks may require minimizing a mean squared error plus an $L^1$-regularization to induce sparsity in the weights. Correspondingly, we introduce a multilevel proximal trust-region method to minimize the sum of a nonconvex, smooth and a convex, nonsmooth function. Exploiting ideas from the multilevel literature allows us to reduce the cost of the step computation, which is a major bottleneck in single level procedures. Our work unifies theory behind the proximal trust-region methods and multilevel recursive strategies. We prove global convergence of our method in finite dimensional space and provide an efficient nonsmooth subproblem solver. We show the efficiency and robustness of our algorithm by means of numerical examples in PDE constrained optimization and machine-learning.

math.OC↗

arXiv2025

Quantum circuit simulation with a local time-dependent variational principle

Classical simulations of quantum circuits are vital for assessing potential quantum advantage and benchmarking devices, yet they require sophisticated methods to avoid the exponential growth of resources. Tensor network approaches, in particular matrix product states (MPS) combined with the time-evolving block decimation (TEBD) algorithm, currently dominate large-scale circuit simulations. These methods scale efficiently when entanglement is limited but suffer rapid bond dimension growth with increasing entanglement and handle long-range gates via costly SWAP insertions. Motivated by the success of the time-dependent variational principle (TDVP) in many-body physics, we reinterpret quantum circuits as a series of discrete time evolutions, using gate generators to construct an MPS-based circuit simulation via a local TDVP formulation. This addresses TEBD's key limitations by (1) naturally accommodating long-range gates and (2) optimally representing states on the MPS manifold. By diffusing entanglement more globally, the method suppresses local bond growth and reduces memory and runtime costs. We benchmark the approach on five 49-qubit circuits: three Hamiltonian circuits (1D open and periodic Heisenberg, 2D 7x7 Ising) and two algorithmic ones (quantum approximate optimization, hardware-efficient ansatz). Across all cases, our method yields substantial resource reductions over standard tools, establishing a new state-of-the-art for circuit simulation and enabling advances across quantum computing, condensed matter, and beyond.

quant-ph↗

arXiv2025

Dictionary Learning Based Regularization in Quantitative MRI: A Nested Alternating Optimization Framework

In this article, we propose a novel regularization method for a class of nonlinear inverse problems that is inspired by an application in quantitative magnetic resonance imaging (qMRI). The latter is a special instance of a general dynamical image reconstruction technique, wherein a radio-frequency pulse sequence gives rise to a time-discrete physics-based mathematical model which acts as a side constraint in our inverse problem. To enhance reconstruction quality, we employ dictionary learning as a data-adaptive regularizer, capturing complex tissue structures beyond handcrafted priors. For computing a solution of the resulting non-convex and non-smooth optimization problem, we alternate between updating the physical parameters of interest via a Levenberg-Marquardt approach and performing several iterations of a dictionary learning algorithm. This process falls under the category of nested alternating optimization schemes. We develop a general overall algorithmic framework whose convergence theory is not directly available in the literature. Global sub-linear and local strong linear convergence in infinite dimensions under certain regularity conditions for the sub-differentials are investigated based on the Kurdyka-Lojasiewicz inequality. Eventually, numerical experiments demonstrate the practical potential and unresolved challenges of the method.

math.OC↗

arXiv2025

Hybrid machine learning based scale bridging framework for permeability prediction of fibrous structures

This study introduces a hybrid machine learning-based scale-bridging framework for predicting the permeability of fibrous textile structures. By addressing the computational challenges inherent to multiscale modeling, the proposed approach evaluates the efficiency and accuracy of different scale-bridging methodologies combining traditional surrogate models and even integrating physics-informed neural networks (PINNs) with numerical solvers, enabling accurate permeability predictions across micro- and mesoscales. Four methodologies were evaluated: Single Scale Method (SSM), Simple Upscaling Method (SUM), Scale-Bridging Method (SBM), and Fully Resolved Model (FRM). SSM, the simplest method, neglects microscale permeability and exhibited permeability values deviating by up to 150\% of the FRM model, which was taken as ground truth at an equivalent lower fiber volume content. SUM improved predictions by considering uniform microscale permeability, yielding closer values under similar conditions, but still lacked structural variability. The SBM method, incorporating segment-based microscale permeability assignments, showed significant enhancements, achieving almost equivalent values while maintaining computational efficiency and modeling runtimes of ~45 minutes per simulation. In contrast, FRM, which provides the highest fidelity by fully resolving microscale and mesoscale geometries, required up to 270 times more computational time than SSM, with model files exceeding 300 GB. Additionally, a hybrid dual-scale solver incorporating PINNs has been developed and shows the potential to overcome generalization errors and the problem of data scarcity of the data-driven surrogate approaches. The hybrid framework advances permeability modelling by balancing computational cost and prediction reliability, laying the foundation for further applications in fibrous composite manufacturing.

cs.LG↗

arXiv2025

Large-scale stochastic simulation of open quantum systems

Understanding the precise interaction mechanisms between quantum systems and their environment is crucial for advancing stable quantum technologies, designing reliable experimental frameworks, and building accurate models of real-world phenomena. However, simulating open quantum systems, which feature complex non-unitary dynamics, poses significant computational challenges that require innovative methods to overcome. In this work, we introduce the tensor jump method (TJM), a scalable, embarrassingly parallel algorithm for stochastically simulating large-scale open quantum systems, specifically Markovian dynamics captured by Lindbladians. This method is built on three core principles where, in particular, we extend the Monte Carlo wave function (MCWF) method to matrix product states, use a dynamic time-dependent variational principle (TDVP) to significantly reduce errors during time evolution, and introduce what we call a sampling MPS to drastically reduce the dependence on the simulation's time step size. We demonstrate that this method scales more effectively than previous methods and ensures convergence to the Lindbladian solution independent of system size, which we show both rigorously and numerically. Finally, we provide evidence of its utility by simulating Lindbladian dynamics of XXX Heisenberg models up to a thousand spins using a consumer-grade CPU. This work represents a significant step forward in the simulation of large-scale open quantum systems, with the potential to enable discoveries across various domains of quantum physics, particularly those where the environment plays a fundamental role, and to both dequantize and facilitate the development of more stable quantum hardware.

quant-ph↗

arXiv2024

A neural network approach to learning solutions of a class of elliptic variational inequalities

We develop a weak adversarial approach to solving obstacle problems using neural networks. By employing (generalised) regularised gap functions and their properties we rewrite the obstacle problem (which is an elliptic variational inequality) as a minmax problem, providing a natural formulation amenable to learning. Our approach, in contrast to much of the literature, does not require the elliptic operator to be symmetric. We provide an error analysis for suitable discretisations of the continuous problem, estimating in particular the approximation and statistical errors. Parametrising the solution and test function as neural networks, we apply a modified gradient descent ascent algorithm to treat the problem and conclude the paper with various examples and experiments. Our solution algorithm is in particular able to easily handle obstacle problems that feature biactivity (or lack of strict complementarity), a situation that poses difficulty for traditional numerical methods.

math.OC↗

arXiv2024

A Cournot-Nash Model for a Coupled Hydrogen and Electricity Market

We present a novel model of a coupled hydrogen and electricity market on the intraday time scale, where hydrogen gas is used as a storage device for the electric grid. Electricity is produced by renewable energy sources or by extracting hydrogen from a pipeline that is shared by non-cooperative agents. The resulting model is a generalized Nash equilibrium problem. Under certain mild assumptions, we prove that an equilibrium exists. Perspectives for future work are presented.

math.OC↗

arXiv2024

A Globalized Inexact Semismooth Newton Method for Nonsmooth Fixed-point Equations involving Variational Inequalities

We develop a semismooth Newton framework for the numerical solution of fixed-point equations that are posed in Banach spaces. The framework is motivated by applications in the field of obstacle-type quasi-variational inequalities and implicit obstacle problems. It is discussed in a general functional analytic setting and allows for inexact function evaluations and Newton steps. Moreover, if a certain contraction assumption holds, we show that it is possible to globalize the algorithm by means of the Banach fixed-point theorem and to ensure $q$-superlinear convergence to the problem solution for arbitrary starting values. By means of a localization technique, our Newton method can also be used to determine solutions of fixed-point equations that are only locally contractive and not uniquely solvable. We apply our algorithm to a quasi-variational inequality which arises in thermoforming and which not only involves the obstacle problem as a source of nonsmoothness but also a semilinear PDE containing a nondifferentiable Nemytskii operator. Our analysis is accompanied by numerical experiments that illustrate the mesh-independence and $q$-superlinear convergence of the developed solution algorithm.

math.NA↗

arXiv2024

A hybrid physics-informed neural network based multiscale solver as a partial differential equation constrained optimization problem

In this work, we study physics-informed neural networks (PINNs) constrained by partial differential equations (PDEs) and their application in approximating PDEs with two characteristic scales. From a continuous perspective, our formulation corresponds to a non-standard PDE-constrained optimization problem with a PINN-type objective. From a discrete standpoint, the formulation represents a hybrid numerical solver that utilizes both neural networks and finite elements. For the problem analysis, we introduce a proper function space, and we develop a numerical solution algorithm. The latter combines an adjoint-based technique for the efficient gradient computation with automatic differentiation. This new multiscale method is then applied exemplarily to a heat transfer problem with oscillating coefficients. In this context, the neural network approximates a fine-scale problem, and a coarse-scale problem constrains the associated learning process. We demonstrate that incorporating coarse-scale information into the neural network training process via a weak convergence-based regularization term is beneficial. Indeed, while preserving upscaling consistency, this term encourages non-trivial PINN solutions and also acts as a preconditioner for the low-frequency component of the fine-scale PDE, resulting in improved convergence properties of the PINN method.

math.OC↗

arXiv2024

Data-driven methods for quantitative imaging

In the field of quantitative imaging, the image information at a pixel or voxel in an underlying domain entails crucial information about the imaged matter. This is particularly important in medical imaging applications, such as quantitative Magnetic Resonance Imaging (qMRI), where quantitative maps of biophysical parameters can characterize the imaged tissue and thus lead to more accurate diagnoses. Such quantitative values can also be useful in subsequent, automatized classification tasks in order to discriminate normal from abnormal tissue, for instance. The accurate reconstruction of these quantitative maps is typically achieved by solving two coupled inverse problems which involve a (forward) measurement operator, typically ill-posed, and a physical process that links the wanted quantitative parameters to the reconstructed qualitative image, given some underlying measurement data. In this review, by considering qMRI as a prototypical application, we provide a mathematically-oriented overview on how data-driven approaches can be employed in these inverse problems eventually improving the reconstruction of the associated quantitative maps.

math.OC↗

arXiv2023

Minimal and maximal solution maps of elliptic QVIs of obstacle type: Lipschitz stability, differentiability and optimal control

Quasi-variational inequalities (QVIs) of obstacle type in many cases have multiple solutions that can be ordered. We study a multitude of properties of the operator mapping the source term to the minimal or maximal solution of such QVIs. We prove that the solution maps are locally Lipschitz continuous and directionally differentiable and show existence of optimal controls for problems that incorporate these maps as the control-to-state operator. We also consider a Moreau--Yosida-type penalisation for the QVI wherein we show that it is possible to approximate the minimal and maximal solutions by sequences of minimal and maximal solutions (respectively) of certain PDEs, which have a simpler structure and offer a convenient characterisation in particular for computation. For solution mappings of these penalised problems, we prove a number of properties including Lipschitz and differential stability. Making use of the penalised equations, we derive (in the limit) C-stationarity conditions for the control problem, in addition to the Bouligand stationarity we get from the differentiability result.

math.OC↗

arXiv2023

Optimal boundary control of the isothermal semilinear Euler equation for gas dynamics on a network

The analysis and boundary optimal control of the nonlinear transport of gas on a network of pipelines is considered. The evolution of the gas distribution on a given pipe is modeled by an isothermal semilinear compressible Euler system in one space dimension. On the network, solutions satisfying (at nodes) the so called Kirchhoff flux continuity conditions are shown to exist in a neighborhood of an equilibrium state. The associated nonlinear optimization problem then aims at steering such dynamics to a given target distribution by means of suitable (network) boundary controls while keeping the distribution within given (state) constraints. The existence of local optimal controls is established and a corresponding Karush-Kuhn-Tucker (KKT) stationarity system with an almost surely non-singular Lagrange multiplier is derived.

math.OC↗