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In this work, we show that for linearly constrained optimization problems the primal-dual hybrid gradient algorithm, analyzed by Chambolle and Pock [3], can be written as an entirely primal algorithm. This allows us to prove convergence of…

Optimization and Control · Mathematics 2019-05-27 Yura Malitsky

We present an iterative algorithm for computing an invariant subspace associated with the algebraically smallest eigenvalues of a large sparse or structured Hermitian matrix A. We are interested in the case in which the dimension of the…

Numerical Analysis · Mathematics 2015-06-22 Eugene Vecharynski , Chao Yang , John E. Pask

We present an iterative scheme, reminiscent of the Multigrid method, to solve large boundary value problems with Probabilistic Domain Decomposition (PDD). In it, increasingly accurate approximations to the solution are used as control…

Numerical Analysis · Mathematics 2017-01-06 Francisco Bernal , Juan A. Acebrón

We develop multilevel methods for interface-driven multiphysics problems that can be coupled across dimensions and where complexity and strength of the interface coupling deteriorates the performance of standard methods. We focus on solvers…

Numerical Analysis · Mathematics 2023-05-11 Ana Budisa , Xiaozhe Hu , Miroslav Kuchta , Kent-Andre Mardal , Ludmil Tomov Zikatanov

We propose an algorithm for the adaptation of the learning rate for stochastic gradient descent (SGD) that avoids the need for validation set use. The idea for the adaptiveness comes from the technique of extrapolation: to get an estimate…

Machine Learning · Statistics 2020-08-28 Antti Koskela , Antti Honkela

In this manuscript, we present a collective multigrid algorithm to solve efficiently the large saddle-point systems of equations that typically arise in PDE-constrained optimization under uncertainty, and develop a novel convergence…

Optimization and Control · Mathematics 2024-05-20 Gabriele Ciaramella , Fabio Nobile , Tommaso Vanzan

This research presents a novel method using an adversarial neural network to solve the eigenvalue topology optimization problems. The study focuses on optimizing the first eigenvalues of second-order elliptic and fourth-order biharmonic…

Optimization and Control · Mathematics 2024-05-13 Xindi Hu , Jiaming Weng , Shengfeng Zhu

This paper proposes a harmonic Lanczos bidiagonalization method for computing some interior singular triplets of large matrices. It is shown that the approximate singular triplets are convergent if a certain Rayleigh quotient matrix is…

Numerical Analysis · Mathematics 2010-01-20 Datian Niu , Xuegang Yuan

The classification of one parameter local Coulomb branch solution of theories with eight supercharges is given by assuming that it is given by a genus $g$ fiberation of Riemann surfaces. The crucial point is the fact that certain conjugacy…

High Energy Physics - Theory · Physics 2023-04-27 Dan Xie

We investigate the performance of algebraic multigrid methods for the solution of the linear system of equations arising from a Virtual Element discretization. We provide numerical experiments on very general polygonal meshes for a model…

Numerical Analysis · Mathematics 2018-12-06 Daniele Prada , Micol Pennacchio

We present and analyze a multigrid algorithm for the acoustic single layer equation in two dimensions. The boundary element formulation of the equation is based on piecewise constant test functions and we make use of a weak inner product in…

Numerical Analysis · Mathematics 2012-02-29 Simon Gemmrich , Jay Gopalakrishnan , Nilima Nigam

This paper studies how to train machine-learning models that directly approximate the optimal solutions of constrained optimization problems. This is an empirical risk minimization under constraints, which is challenging as training must…

Machine Learning · Computer Science 2022-11-24 Seonho Park , Pascal Van Hentenryck

With the increasing number of components and further miniaturization the mean time between faults in supercomputers will decrease. System level fault tolerance techniques are expensive and cost energy, since they are often based on…

Computational Engineering, Finance, and Science · Computer Science 2015-01-30 Markus Huber , Björn Gmeiner , Ulrich Rüde , Barbara Wohlmuth

Multigrid methods have proven to be an invaluable tool to efficiently solve large sparse linear systems arising in the discretization of partial differential equations (PDEs). Algebraic multigrid methods and in particular adaptive algebraic…

Numerical Analysis · Mathematics 2020-04-27 Hanno Gottschalk , Karsten Kahl

Multilevel optimization has gained renewed interest in machine learning due to its promise in applications such as hyperparameter tuning and continual learning. However, existing methods struggle with the inherent difficulty of efficiently…

Machine Learning · Computer Science 2024-10-16 Yuntian Gu , Xuzheng Chen

In the present work, we study how to develop an efficient solver for the fast resolution of large and sparse linear systems that occur while discretizing elliptic partial differential equations using isogeometric analysis. Our new approach…

Numerical Analysis · Mathematics 2024-12-31 Abdellatif Mouhssine , Ahmed Ratnani , Hassane Sadok

This work uniquely combines an affine linear decision rule known from adjustable robustness with min-max-regret robustness. By doing so, the advantages of both concepts can be obtained with an adjustable solution that is not…

Optimization and Control · Mathematics 2024-12-02 Kerstin Schneider , Helene Krieg , Dimitri Nowak , Karl-Heinz Küfer

Multi-sourced datasets are common in studies of variable interactions, for example, individual-level fMRI integration, cross-domain recommendation, etc, where each source induces a related but distinct dependency structure. Joint learning…

Methodology · Statistics 2025-12-08 Shixiang Liu , Yanhang Zhang , Zhifan Li , Jianxin Yin

Some novel strategies have recently been proposed for single hidden layer neural network training that set randomly the weights from input to hidden layer, while weights from hidden to output layer are analytically determined by…

Machine Learning · Computer Science 2015-08-26 R. Cancelliere , R. Deluca , M. Gai , P. Gallinari , L. Rubini

The computation of the dominant eigenpair for symmetric positive semidefinite matrices is fundamental in numerical optimization. This work shifts the paradigm from the classical Rayleigh quotient to an unconstrained difference formulation,…

Optimization and Control · Mathematics 2026-05-26 Xiaozhi Liu , Mengmeng Song , Yong Xia