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This work presents a multigrid preconditioned high order immersed finite difference solver to accurately and efficiently solve the Poisson equation on complex 2D and 3D domains. The solver employs a low order Shortley-Weller multigrid…

Numerical Analysis · Mathematics 2025-03-31 James Gabbard , Andrea Paris , Wim M. van Rees

Pre-conditioning is a well-known concept that can significantly improve the convergence of optimization algorithms. For noise-free problems, where good pre-conditioners are not known a priori, iterative linear algebra methods offer one way…

Machine Learning · Computer Science 2019-02-21 Filip de Roos , Philipp Hennig

We present a specific-purpose globalized and preconditioned Newton-CG solver to minimize a metric-aware curved high-order mesh distortion. The solver is specially devised to optimize curved high-order meshes for high polynomial degrees with…

Computational Engineering, Finance, and Science · Computer Science 2024-03-21 Guillermo Aparicio-Estrems , Abel Gargallo-Peiró , Xevi Roca

We study first-order methods with preconditioning for solving structured nonlinear convex optimization problems. We propose a new family of preconditioners generated by symmetric polynomials. They provide first-order optimization methods…

Optimization and Control · Mathematics 2023-01-31 Nikita Doikov , Anton Rodomanov

In this paper, the authors constructed an auxiliary space multigrid preconditioner for the weak Galerkin finite element method for second-order diffusion equations, discretized on simplicial 2D or 3D meshes. The idea of the auxiliary space…

Numerical Analysis · Mathematics 2014-10-07 Long Chen , Junping Wang , Yanqiu Wang , Xiu Ye

In this article we propose a scalable shape optimization algorithm which is tailored for large scale problems and geometries represented by hierarchically refined meshes. Weak scalability and grid independent convergence is achieved via a…

Optimization and Control · Mathematics 2022-05-09 Jose Pinzon , Martin Siebenborn

This paper is devoted to studying an augmented Lagrangian method for solving a class of manifold optimization problems, which have nonsmooth objective functions and nonlinear constraints. Under the constant positive linear dependence…

Optimization and Control · Mathematics 2022-07-20 Yuhao Zhou , Chenglong Bao , Chao Ding , Jun Zhu

We study a preconditioner for a Hermitian positive definite linear system, which is obtained as the solution of a matrix nearness problem based on the Bregman log determinant divergence. The preconditioner is of the form of a Hermitian…

Numerical Analysis · Mathematics 2023-12-15 Andreas Bock , Martin S. Andersen

In recent years, topology optimization has been developed sufficiently and many researchers have concentrated on enhancing to computationally numerical algorithms for computational effectiveness of this method. Along with the development of…

Numerical Analysis · Mathematics 2023-01-19 Nam G. Luu , Thanh T. Banh

In this paper, we address the efficient numerical solution of linear and quadratic programming problems, often of large scale. With this aim, we devise an infeasible interior point method, blended with the proximal method of multipliers,…

Numerical Analysis · Mathematics 2021-01-18 Luca Bergamaschi , Jacek Gondzio , Ángeles Martínez , John W. Pearson , Spyridon Pougkakiotis

This article presents a method for solving large-scale linear inverse problems regular- ized with a nonlinear, edge-preserving penalty term such as the total variation or Perona-Malik. In the proposed scheme, the nonlinearity is handled…

Numerical Analysis · Mathematics 2013-09-02 Simon R. Arridge , Marta M. Betcke , Lauri Harhanen

Large-scale contact mechanics simulations are crucial in many engineering fields such as structural design and manufacturing. In the frictionless case, contact can be modeled by minimizing an energy functional; however, these problems are…

We present a modified version of the PRESB preconditioner for two-by-two block system of linear equations with the coefficient matrix $$\textbf{A}=\left(\begin{array}{cc} F & -G^* G & F \end{array}\right),$$ where $F\in\mathbb{C}^{n\times…

Numerical Analysis · Mathematics 2024-05-15 Owe Axelsson , Dovod Khojasteh Slakuyeh

Despite their popularity in the field of continuous optimisation, second-order quasi-Newton methods are challenging to apply in machine learning, as the Hessian matrix is intractably large. This computational burden is exacerbated by the…

Machine Learning · Computer Science 2024-02-28 Elre T. Oldewage , Ross M. Clarke , José Miguel Hernández-Lobato

In this paper, we carry out the analysis of the semismooth Newton method for bilinear control problems related to semilinear elliptic PDEs. We prove existence, uniqueness and regularity for the solution of the state equation, as well as…

Optimization and Control · Mathematics 2025-06-25 Eduardo Casas , Konstantinos Chrysafinos , Mariano Mateos

In the past decade, a combination of unfitted finite elements (or XFEM) with the Nitsche method has become a popular discretization method for elliptic interface problems. This development started with the introduction and analysis of this…

Numerical Analysis · Mathematics 2014-08-14 Christoph Lehrenfeld , Arnold Reusken

We investigate the performance of multigrid preconditioners for solving linear systems arising from finite element discretizations of elliptic interface problems using the Fictitious Domain with Distributed Lagrange Multipliers (FD-DLM)…

Numerical Analysis · Mathematics 2025-03-04 Najwa Alshehri , Daniele Boffi , Chayapol Chaoveeraprasit

Linear systems arise in generating samples and in calculating observables in lattice quantum chromodynamics~(QCD). Solving the Hermitian positive definite systems, which are sparse but ill-conditioned, involves using iterative methods, such…

High Energy Physics - Lattice · Physics 2025-09-15 Yixuan Sun , Srinivas Eswar , Yin Lin , William Detmold , Phiala Shanahan , Xiaoye Li , Yang Liu , Prasanna Balaprakash

We address the solution of the distributed control problem for the steady, incompressible Navier--Stokes equations. We propose an inexact Newton linearization of the optimality conditions. Upon discretization by a finite element scheme, we…

Numerical Analysis · Mathematics 2025-04-16 Santolo Leveque , Michele Benzi , Patrick E. Farrell

In this paper, we develop a novel primal-dual semismooth Newton method for solving linearly constrained multi-block convex composite optimization problems. First, a differentiable augmented Lagrangian (AL) function is constructed by…

Optimization and Control · Mathematics 2024-05-17 Zhanwang Deng , Kangkang Deng , Jiang Hu , Zaiwen Wen