2021
DOI: 10.1145/3470005
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SGN: Sparse Gauss-Newton for Accelerated Sensitivity Analysis

Abstract: We present a sparse Gauss-Newton solver for accelerated sensitivity analysis with applications to a wide range of equilibrium-constrained optimization problems. Dense Gauss-Newton solvers have shown promising convergence rates for inverse problems, but the cost of assembling and factorizing the associated matrices has so far been a major stumbling block. In this work, we show how the dense Gauss-Newton Hessian can be transformed into an equivalent sparse matrix that can be assembled and factorized much more ef… Show more

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Cited by 10 publications
(12 citation statements)
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“…We solve this problem using a Sparse Gauss‐Newton solver [ZCT22]. Using this technique, the problem is reduced to solving the sparse system …”
Section: Methodsmentioning
confidence: 99%
See 1 more Smart Citation
“…We solve this problem using a Sparse Gauss‐Newton solver [ZCT22]. Using this technique, the problem is reduced to solving the sparse system …”
Section: Methodsmentioning
confidence: 99%
“…Developing an automatic method to optimise the treatment plan from a given target promises to simplify the way the tool is used in practice. Differentiable simulation offers a methodology for solving such problems, with many recent examples in graphics and robotics [IKKP17,KK19,SWR*21,HHD*21, ZKBT17,ZCT22].…”
Section: Introductionmentioning
confidence: 99%
“…[CS21; ZLZ*21] further verified various network models with classical tasks. [ZLCT21] proposed the converse density space objective, which applies the step‐wise predicted structure to guide the network fitting.…”
Section: Related Workmentioning
confidence: 99%
“…Second, the optimization convergence was unsatisfactory, as hundreds of iterations were required for a classic benchmark task [ZLZ*21] (Messerschmitt‐Bölkow‐Blohm beam), while conventional explicit methods cost dozens of iterations [HX07; FS20]. Although several studies have demonstrated exciting progress, such as with the mesh‐independent FEA solver (still tradeoff with the computation time) [ZLCT21], the overall effects are doubted due to the deficiency in the verification and comparison of the optimization‐performance under complex tasks.…”
Section: Related Workmentioning
confidence: 99%
“…We describe the system dynamics as a function of a control input vector evolving over a time horizon and a time-invariant set of footholds. We solve the resulting OCP using a second-order numerical solver [8] that leverages sensitivity analysis (SA) [9,10,11,12] to compute the exact values of the required derivatives efficiently. This approach significantly improves the robustness of the controller while ensuring real-time execution.…”
Section: Introductionmentioning
confidence: 99%