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We investigate the convergence properties of a stochastic primal-dual splitting algorithm for solving structured monotone inclusions involving the sum of a cocoercive operator and a composite monotone operator. The proposed method is the…
This paper treats the global stabilization problem of continuous-time switched affine systems that have rank-deficient convex combinations of their dynamic matrices. For these systems, the already known set of attainable equilibrium points…
This paper explores a family of generalized sweeping preconditionners for Helmholtz problems with non-overlapping checkerboard partition of the computational domain. The domain decomposition procedure relies on high-order transmission…
In this paper, we construct and analyze preconditioners for the interior penalty discontinuous Galerkin discretization posed in the space $H(\mathrm{div})$. These discretizations are used as one component in exactly divergence-free…
Prior to the parallel solution of a large linear system, it is required to perform a partitioning of its equations/unknowns. Standard partitioning algorithms are designed using the considerations of the efficiency of the parallel…
We develop a first-order accelerated algorithm for a class of constrained bilinear saddle-point problems with applications to network systems. The algorithm is a modified time-varying primal-dual version of an accelerated mirror-descent…
Large-scale saddle-point problems arise in such machine learning tasks as GANs and linear models with affine constraints. In this paper, we study distributed saddle-point problems (SPP) with strongly-convex-strongly-concave smooth…
The main focus of this paper is the characterization and exploitation of the asymptotic spectrum of the saddle--point matrix sequences arising from the discretization of optimization problems constrained by elliptic partial differential…
We introduce an adaptive element-based domain decomposition (DD) method for solving saddle point problems defined as a block two by two matrix. The algorithm does not require any knowledge of the constrained space. We assume that all sub…
The phase separation processes are typically modeled by Cahn-Hilliard equations. This equation was originally introduced to model phase separation in binary alloys, where phase stands for concentration of different components in alloy. When…
In this paper we propose a new method to stabilise non-symmetric indefinite problems. The idea is to solve a forward and an adjoint problem simultaneously using a suitable stabilised finite element method. Both stabilisation of the element…
Stochastic gradient descent (SGD) still is the workhorse for many practical problems. However, it converges slow, and can be difficult to tune. It is possible to precondition SGD to accelerate its convergence remarkably. But many attempts…
Recently, saddle point problems have received much attention due to their powerful modeling capability for a lot of problems from diverse domains. Applications of these problems occur in many applied areas, such as robust optimization,…
This work considers the iterative solution of large-scale problems subject to non-symmetric matrices or operators arising in discretizations of (port-)Hamiltonian partial differential equations. We consider problems governed by an operator…
This paper provides a direct method of establishing the existence and uniqueness of saddle-node bifurcations for nonlinear equations in general domains. The method employs the scaled extended quotient whose saddle points correspond to the…
The paper focuses on numerical solution of parametrized diffusion equations with scalar parameter-dependent coefficient function by the stochastic (spectral) Galerkin method. We study preconditioning of the related discretized problems…
In this paper, we consider flow simulation in highly heterogeneous media that has many practical applications in industry. To enhance mass conservation, we write the elliptic problem in a mixed formulation and introduce a robust two-grid…
This paper formulates a semidefinite programming relaxation for a long horizon direct-torque finite-control-set model predictive control problem. In parallel with this relaxation, a conventional branch-and-bound algorithm tailored for the…
This paper introduces a novel Transformed Primal-Dual with variable-metric/preconditioner (TPDv) algorithm, designed to efficiently solve affine constrained optimization problems common in nonlinear partial differential equations (PDEs).…
We propose two variants of the Primal Dual Hybrid Gradient (PDHG) algorithm for saddle point problems with block decomposable duals, hereafter called Multi-Timescale PDHG (MT-PDHG) and its accelerated variant (AMT-PDHG). Through novel…