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Combinatorial optimization (CO) problems arise across a broad spectrum of domains, including medicine, logistics, and manufacturing. While exact solutions are often computationally infeasible, many practical applications require…

Machine Learning · Computer Science 2025-05-27 Arman Mielke , Uwe Bauknecht , Thilo Strauss , Mathias Niepert

This note considers the momentum method by Polyak and the accelerated gradient method by Nesterov, both without line search but with fixed step length applied to strictly convex quadratic functions assuming that exact gradients are used and…

Optimization and Control · Mathematics 2022-12-14 Melinda Hagedorn , Florian Jarre

We introduce a method based on auxiliary master equation for solving the problem of an impurity with local electron-electron and electron-phonon interaction embedded between two conduction leads with a finite bias voltage. The…

Strongly Correlated Electrons · Physics 2025-02-27 D. Werner , R. Žitko , E. Arrigoni

This paper presents an iteration method for solving linear particle transport problems in binary stochastic mixtures. It is based on nonlinear projection approach. The method is defined by a hierarchy of equations consisting of the…

Numerical Analysis · Mathematics 2026-03-18 Dmitriy Y. Anistratov

We solve the Anderson localization problem on a two-leg ladder by the Fokker-Planck equation approach. The solution is exact in the weak disorder limit at a fixed inter-chain coupling. The study is motivated by progress in investigating the…

Disordered Systems and Neural Networks · Physics 2012-07-19 Hong-Yi Xie , Vladimir E. Kravtsov , Markus Müller

In this article we consider the iterative solution of the linear system of equations arising from the discretisation of the poly-energetic linear Boltzmann transport equation using a discontinuous Galerkin finite element approximation in…

Numerical Analysis · Mathematics 2023-10-24 Paul Houston , Matthew E. Hubbard , Thomas J. Radley

Multilinear systems play an important role in scientific calculations of practical problems. In this paper, we consider a tensor splitting method with a relaxed Anderson acceleration for solving multilinear systems. The new method preserves…

Numerical Analysis · Mathematics 2024-10-18 Dongdong Liu Ting Hua nd Xifu Liu

In this paper, we propose and analyze an inexact version of the symmetric proximal alternating direction method of multipliers (ADMM) for solving linearly constrained optimization problems. Basically, the method allows its first subproblem…

Optimization and Control · Mathematics 2020-06-05 Vando A. Adona , Max L. N. Gonçalves

For linear problems, domain decomposition methods can be used directly as iterative solvers, but also as preconditioners for Krylov methods. In practice, Krylov acceleration is almost always used, since the Krylov method finds a much better…

Numerical Analysis · Mathematics 2016-05-17 V. Dolean , M. J. Gander , F. Kwok , R. Masson , W. Kheriji

The extended form of the classical polynomial cubic B-spline function is used to set up a collocation method for some initial boundary value problems derived for the Korteweg-de Vries-Burgers equation. Having nonexistence of third order…

Numerical Analysis · Mathematics 2017-01-12 Ozlem Ersoy Hepson , Alper Korkmaz , Idris Dag

We present a convergence theory for Anderson acceleration (AA) applied to perturbed Newton methods (pNMs) for computing roots of nonlinear problems. Two important special cases are the classical Newton method and the Levenberg-Marquardt…

Numerical Analysis · Mathematics 2025-12-03 Matt Dallas

We propose the use of mixing strategies to accelerate the convergence of the common iterative algorithms utilized in Quantum Optimal Control Theory (QOCT). We show how the non-linear equations of QOCT can be viewed as a "fixed-point"…

Computational Physics · Physics 2009-03-31 Alberto Castro , E. K. U. Gross

We develop two new variants of alternating direction methods of multipliers (ADMM) and two parallel primal-dual decomposition algorithms to solve a wide range class of constrained convex optimization problems. Our approach relies on a novel…

Optimization and Control · Mathematics 2018-06-15 Quoc Tran-Dinh , Yuzixuan Zhu

Constrained least squares problems arise in a variety of applications, and many iterative methods are already available to compute their solutions. This paper proposes a new efficient approach to solve nonnegative linear least squares…

Numerical Analysis · Mathematics 2017-01-09 Silvia Gazzola , Yves Wiaux

We present a numerical method for the approximation of solutions for the class of stochastic differential equations driven by Brownian motions which induce stochastic variation in fixed directions. This class of equations arises naturally…

Numerical Analysis · Mathematics 2010-06-15 David F. Anderson , Jonathan C. Mattingly

In this work, we develop and analyse a novel Hybrid High-Order discretisation of the Brinkman problem. The method hinges on hybrid discrete velocity unknowns at faces and elements and on discontinuous pressures. Based on the discrete…

Numerical Analysis · Mathematics 2018-10-09 Lorenzo Botti , Daniele A. Di Pietro , Jérôme Droniou

We propose a discrete Darboux-Lax scheme for deriving auto-B\"acklund transformations and constructing solutions to quad-graph equations that do not necessarily possess the 3D consistency property. As an illustrative example we use the…

Exactly Solvable and Integrable Systems · Physics 2022-04-27 Xenia Fisenko , Sotiris Konstantinou-Rizos , Pavlos Xenitidis

In this paper, a new variant of accelerated gradient descent is proposed. The pro-posed method does not require any information about the objective function, usesexact line search for the practical accelerations of convergence, converges…

Optimization and Control · Mathematics 2019-05-14 Yurii Nesterov , Alexander Gasnikov , Sergey Guminov , Pavel Dvurechensky

A new approach is introduced for deriving a mixed variational formulation for Kirchhoff plate bending problems with mixed boundary conditions involving clamped, simply supported, and free boundary parts. Based on a regular decomposition of…

Numerical Analysis · Mathematics 2017-12-21 Katharina Rafetseder , Walter Zulehner

Anderson Acceleration (AA) has been widely used to solve nonlinear fixed-point problems due to its rapid convergence. This work focuses on a variant of AA in which multiple Picard iterations are performed between each AA step, referred to…

Numerical Analysis · Mathematics 2025-07-15 Xue Feng , M. Paul Laiu , Thomas Strohmer