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This paper describes the implementation of a new interior point solver for linear programming for the open-source optimization library HiGHS. The solver uses a direct factorisation to solve the Newton systems, choosing the best approach…

Optimization and Control · Mathematics 2025-08-07 Filippo Zanetti , Jacek Gondzio

A discretisation method with the $H_{\rm div}$ inner product for the electric field integral equation~(EFIE) is proposed. The EFIE with the conventional Galerkin discretisation shows bad accuracy for problems with a small frequency, a…

Numerical Analysis · Mathematics 2017-06-22 Kazuki Niino , Sho Akagi , Naoshi Nishimura

We introduce a novel neural operator architecture designed to approximate solutions of linear elliptic partial differential equations with high-contrast, spatially varying coefficients. The network, termed the Iterated V-shaped Net…

Numerical Analysis · Mathematics 2026-05-26 Shan Zhong , George Biros

In this paper, we propose a unified framework, the Hessian discretisation method (HDM), which is based on four discrete elements (called altogether a Hessian discretisation) and a few intrinsic indicators of accuracy, independent of the…

Numerical Analysis · Mathematics 2018-08-28 Jérôme Droniou , Bishnu P. Lamichhane , Devika Shylaja

We present a hierarchical computation approach for solving finite-time optimal control problems using operator splitting methods. The first split is performed over the time index and leads to as many subproblems as the length of the…

Optimization and Control · Mathematics 2013-04-09 Georgios Stathopoulos , Tamás Keviczky , Yang Wang

We derive a CUR matrix factorization based on the Discrete Empirical Interpolation Method (DEIM). For a given matrix $A$, such a factorization provides a low rank approximate decomposition of the form $A \approx C U R$, where $C$ and $R$…

Numerical Analysis · Mathematics 2015-09-22 D. C. Sorensen , M. Embree

In this paper we investigate an adaptive discretization strategy for ill-posed linear prob- lems combined with a regularization from a class of semiiterative methods. We show that such a discretization approach in combination with a…

Numerical Analysis · Mathematics 2014-07-22 Wolfgang Erb , Evgeniya V. Semenova

We present a general method for analytically factorizing the n-fold form factor integrals $f^{(n)}_{N,N}(t)$ for the correlation functions of the Ising model on the diagonal in terms of the hypergeometric functions…

Mathematical Physics · Physics 2015-05-27 M. Assis , J-M. Maillard , B. M. McCoy

Several researchers have developed a rich toolbox of matrix compression techniques that exploit structure and redundancy in large matrices. Classical methods such as the block low-rank format and the Fast Multipole Method make it possible…

Numerical Analysis · Mathematics 2025-12-05 Arthur Saunier , Leo Agelas , Ani Anciaux Sedrakian , Ibtihel Ben Gharbia , Xavier Claeys

In this paper, we study numerical homogenization methods based on integral equations. Our work is motivated by materials such as concrete, modeled as composites structured as randomly distributed inclusions imbedded in a matrix. We…

Analysis of PDEs · Mathematics 2014-01-03 Paul Cazeaux , Olivier Zahm

We present a systematically improvable tensor hypercontraction (THC) factorization based on interpolative separable density fitting (ISDF). We illustrate algorithmic details to achieve this within the framework of Becke's atom-centered…

Chemical Physics · Physics 2020-01-15 Joonho Lee , Lin Lin , Martin Head-Gordon

Factorization of large dense matrices are ubiquitous in engineering and data science applications, e.g. preconditioners for iterative boundary integral solvers, frontal matrices in sparse multifrontal solvers, and computing the determinant…

Numerical Analysis · Mathematics 2022-08-24 Qianxiang Ma , Sameer Deshmukh , Rio Yokota

The matrix formation associated to high-order discretizations is known to be numerically demanding. Based on the existing procedure of interpolation and lookup, we design a multiscale assembly procedure to reduce the exorbitant assembly…

Numerical Analysis · Mathematics 2021-07-21 Thibaut Hirschler , Pablo Antolin , Annalisa Buffa

Iterative regularization exploits the implicit bias of an optimization algorithm to regularize ill-posed problems. Constructing algorithms with such built-in regularization mechanisms is a classic challenge in inverse problems but also in…

Optimization and Control · Mathematics 2022-02-02 Cesare Molinari , Mathurin Massias , Lorenzo Rosasco , Silvia Villa

Boundary integral equations lead to dense system matrices when discretized, yet they are data-sparse. Using the $\mathcal{H}$-matrix format, this sparsity is exploited to achieve $\mathcal{O}(N\log N)$ complexity for storage and…

Numerical Analysis · Mathematics 2025-05-22 Kobe Bruyninckx , Daan Huybrechs , Karl Meerbergen

Motivated by Pryce's structural index reduction method for differential algebraic equations (DAEs), we show the complexity of the fixed-point iteration algorithm and propose a fixed-point iteration method with parameters. It leads to a…

Numerical Analysis · Computer Science 2014-12-22 Juan Tang , Wenyuan Wu , Xiaolin Qin , Yong Feng

An algorithm for generating interpolants for formulas which are conjunctions of quadratic polynomial inequalities (both strict and nonstrict) is proposed. The algorithm is based on a key observation that quadratic polynomial inequalities…

Logic in Computer Science · Computer Science 2016-11-14 Ting Gan , Liyun Dai , Bican Xia , Naijun Zhan , Deepak Kapur , Mingshuai Chen

Pose graph optimization is a non-convex optimization problem encountered in many areas of robotics perception. Its convergence to an accurate solution is conditioned by two factors: the non-linearity of the cost function in use and the…

Robotics · Computer Science 2022-07-05 Tiziano Guadagnino , Luca Di Giammarino , Giorgio Grisetti

A new fast algebraic method for obtaining an $\mathcal{H}^2$-approximation of a matrix from its entries is presented. The main idea behind the method is based on the nested representation and the maximum-volume principle to select…

Numerical Analysis · Mathematics 2015-11-17 A. Yu Mikhalev , I. V. Oseledets

Matrix Factorization (MF) has found numerous applications in Machine Learning and Data Mining, including collaborative filtering recommendation systems, dimensionality reduction, data visualization, and community detection. Motivated by the…

Machine Learning · Computer Science 2023-09-26 Ioannis Kordonis , Emmanouil Theodosis , George Retsinas , Petros Maragos