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Award Abstract # 2012465
Fast Optimization Methods and Application to Data Science and Nonlinear Partial Differential Equations

NSF Org: DMS
Division Of Mathematical Sciences
Recipient: UNIVERSITY OF CALIFORNIA IRVINE
Initial Amendment Date: July 28, 2020
Latest Amendment Date: July 28, 2020
Award Number: 2012465
Award Instrument: Standard Grant
Program Manager: Yuliya Gorb
ygorb@nsf.gov
 (703)292-2113
DMS
 Division Of Mathematical Sciences
MPS
 Directorate for Mathematical and Physical Sciences
Start Date: August 1, 2020
End Date: July 31, 2024 (Estimated)
Total Intended Award Amount: $249,999.00
Total Awarded Amount to Date: $249,999.00
Funds Obligated to Date: FY 2020 = $249,999.00
History of Investigator:
  • Long Chen (Principal Investigator)
    chenlong@math.uci.edu
Recipient Sponsored Research Office: University of California-Irvine
160 ALDRICH HALL
IRVINE
CA  US  92697-0001
(949)824-7295
Sponsor Congressional District: 47
Primary Place of Performance: University of California-Irvine
Rowland Hall room 510F
Irvine
CA  US  92697-3875
Primary Place of Performance
Congressional District:
47
Unique Entity Identifier (UEI): MJC5FCYQTPE6
Parent UEI: MJC5FCYQTPE6
NSF Program(s): COMPUTATIONAL MATHEMATICS
Primary Program Source: 01002021DB NSF RESEARCH & RELATED ACTIVIT
Program Reference Code(s): 079Z, 9263
Program Element Code(s): 127100
Award Agency Code: 4900
Fund Agency Code: 4900
Assistance Listing Number(s): 47.049

ABSTRACT

This projects incorporates several recent developments in optimization methods and nonlinear multigrid methods to provide a new technique to improve the computational efficiency of practical applications. Successful integration of our fast optimization methods will open a wide new area of applications ranging from numerical solution of partial differential equations to optimization methods for large-scale machine learning. Social media such as Facebook and GitHub will be used to disseminate basics on applied and computational mathematics and promote the research to a wider audience in both academia and industry, as well as increase the public awareness of how computational mathematics help the advancement of research in other physical and data sciences. This project will provide training opportunities for graduate students.

The project focuses on a particular nonlinear multigrid method, the fast subspace descent (FASD) method, for solving optimization problems arising from various applications such as numerical solution of partial differential equations and data science problems. For example, the nonlinear multigrid methods to be studied can address the challenging problems in engineering applications including gradient flow in phase field models, Poisson-Boltzmann equation in math biology, and convex composite optimization problems in data science. Acceleration has been one of the most productive ideas in modern optimization theory. This framework brings more insight and mathematical tools for the design and analysis of old and new optimization methods, especially the accelerated gradient descent methods. Another important aspect of this project will be the rigorous theoretical foundation for a large class of optimization methods.

This award reflects NSF's statutory mission and has been deemed worthy of support through evaluation using the Foundation's intellectual merit and broader impacts review criteria.

PUBLICATIONS PRODUCED AS A RESULT OF THIS RESEARCH

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(Showing: 1 - 10 of 27)
Cao, S. and Chen, L. and Guo, R "Virtual finite element method for two-dimensional Maxwell interface problems with a background unfitted mesh" Mathematical models and methods in applied sciences , v.31 , 2021 https://doi.org/https://doi.org/10.1142/S0218202521500652 Citation Details
Cao, Shuhao and Chen, Long and Guo, Ruchi "A virtual finite element method for two-dimensional Maxwell interface problems with a background unfitted mesh" Mathematical Models and Methods in Applied Sciences , v.31 , 2021 https://doi.org/10.1142/S0218202521500652 Citation Details
Cao, Shuhao and Chen, Long and Guo, Ruchi "Immersed virtual element methods for electromagnetic interface problems in three dimensions" Mathematical Models and Methods in Applied Sciences , v.33 , 2023 https://doi.org/10.1142/S0218202523500112 Citation Details
Cao, Shuhao and Chen, Long and Guo, Ruchi and Lin, Frank "Immersed Virtual Element Methods for Elliptic Interface Problems in Two Dimensions" Journal of Scientific Computing , v.93 , 2022 https://doi.org/10.1007/s10915-022-01949-x Citation Details
Cao, Shuhao and Chen, Long and Huang, Xuehai "Error Analysis of a Decoupled Finite Element Method for Quad-Curl Problems" Journal of Scientific Computing , v.90 , 2022 https://doi.org/10.1007/s10915-021-01705-7 Citation Details
Chen, Chunyu and Chen, Long and null, Xuehai Huang and Wei, Huayi "Geometric Decomposition and Efficient Implementation of High Order Face and Edge Elements" Communications in Computational Physics , v.35 , 2023 https://doi.org/10.4208/cicp.OA-2023-0249 Citation Details
Chen, Long and Guo, Ruchi and Zou, Jun "A Family of Immersed Finite Element Spaces and Applications to Three-Dimensional \(\bf{H}(\operatorname{curl})\) Interface Problems" SIAM Journal on Scientific Computing , v.45 , 2023 https://doi.org/10.1137/22M1505360 Citation Details
Chen, Long and Huang, Xuehai "A finite element elasticity complex in three dimensions" Mathematics of Computation , v.91 , 2022 https://doi.org/10.1090/mcom/3739 Citation Details
Chen, Long and Huang, Xuehai "A new div-div-conforming symmetric tensor finite element space with applications to the biharmonic equation" Mathematics of Computation , 2024 https://doi.org/10.1090/mcom/3957 Citation Details
Chen, Long and Huang, Xuehai "Finite element de Rham and Stokes complexes in three dimensions" Mathematics of Computation , v.93 , 2024 https://doi.org/10.1090/mcom/3859 Citation Details
Chen, Long and Huang, Xuehai "Finite Elements for div- and divdiv-Conforming Symmetric Tensors in Arbitrary Dimension" SIAM Journal on Numerical Analysis , v.60 , 2022 https://doi.org/10.1137/21M1433708 Citation Details
(Showing: 1 - 10 of 27)

PROJECT OUTCOMES REPORT

Disclaimer

This Project Outcomes Report for the General Public is displayed verbatim as submitted by the Principal Investigator (PI) for this award. Any opinions, findings, and conclusions or recommendations expressed in this Report are those of the PI and do not necessarily reflect the views of the National Science Foundation; NSF has not approved or endorsed its content.

Overview

This project made significant advances in optimization methods, data science applications, and the resolution of complex mathematical problems. Key achievements include:

  1. Novel Convergence Analysis: Conducted a novel convergence analysis of the Fast Subspace Descent Methods (FASD) for convex optimization problems, enhancing the robustness and applicability of these methods.

  2. Unified Framework for Acceleration: Developed a unified framework for designing and analyzing accelerated optimization methods, strengthening their theoretical foundation and efficiency.

  3. Accelerated Over-Relaxation Heavy-Ball (AOR-HB) Method: Created the AOR-HB method, which enables global and accelerated convergence for solving optimization problems with superior generalization ability.

  4. Transformed Primal-Dual with Variable Preconditioners (TPDv) Algorithm: Introduced a transformed primal-dual gradient flow technique and developed the TPDv algorithm, which demonstrates superior performance in solving nonlinear problems compared to existing methods.

  5. Deep Learning Method for Real-Time Simulations: Created a deep learning method (structure-conforming operator learning) that provides real-time solutions for data science problems, enhancing the speed and accuracy of predictions based on data.

Intellectual Merit

The integration of advanced optimization and computational algorithms has been a crucial intellectual development, particularly in data science and machine learning. This project contributed new insights and mathematical tools for designing and analyzing optimization methods, particularly in accelerated optimization techniques. Additionally, the project established a rigorous theoretical foundation for a broad class of optimization methods, significantly advancing the field of modern optimization theory.

 

Broader Impacts

The project’s contributions have broad applications, ranging from the numerical solution of PDEs to machine learning optimization methods. The developed nonlinear multigrid methods are applicable to engineering challenges, mathematical biology, and data science. Furthermore, the project played a vital role in educating the next generation of computational mathematicians through its integration into the iFEM package and a course on numerical methods. The research was also promoted through social media platforms, increasing public awareness of the role of computational mathematics in advancing physical and data sciences.

 


Last Modified: 08/15/2024
Modified by: Long Chen

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