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We describe a framework for reformulating and solving optimization problems that generalizes the well-known framework originally introduced by Benders. We discuss details of the application of the procedures to several classes of…

Optimization and Control · Mathematics 2023-07-14 Suresh Bolusani , Ted K. Ralphs

This work introduces a methodology to solve ordinary differential equations using the Schur decomposition of the linear representation of the differential equation. This is done by first transforming the system into an upper triangular…

Dynamical Systems · Mathematics 2021-11-16 David Arnas

We consider the use of multipreconditioning to solve linear systems when more than one preconditioner is available but the optimal choice is not known. In particular, we consider a selective multipreconditioned GMRES algorithm where we…

Numerical Analysis · Mathematics 2021-07-08 Niall Bootland , Andrew Wathen

The relaxed physical factorization (RPF) preconditioner is a recent algorithm allowing for the efficient and robust solution to the block linear systems arising from the three-field displacement-velocity-pressure formulation of coupled…

Numerical Analysis · Mathematics 2021-08-10 Matteo Frigo , Nicola Castelletto , Massimiliano Ferronato

In this paper, we develop a (preconditioned) GMRES solver based on integer arithmetic, and introduce an iterative refinement framework for the solver. We describe the data format for the coefficient matrix and vectors for the solver that is…

Numerical Analysis · Mathematics 2021-03-04 Takeshi Iwashita , Kengo Suzuki , Takeshi Fukaya

Multiscale methods for second order elliptic equations based on non-overlapping domain decomposition schemes have great potential to take advantage of multi-core, state-of-the-art parallel computers. These methods typically involve solving…

Numerical Analysis · Mathematics 2020-09-18 E. Abreu , P. Ferraz , A. M. Espírito Santo , F. Pereira , L. G. C. Santos , F. S. Sousa

The Helmholtz equation poses significant computational challenges due to its oscillatory solutions, particularly for large wavenumbers. Inspired by the Schur complement system for elliptic problems, this paper presents a novel…

Numerical Analysis · Mathematics 2025-05-02 Yi Yu , Marcus Sarkis , Guanglian Li , Zhiwen Zhang

In this paper we propose and analyze a preconditioner for a system arising from a finite element approximation of second order elliptic problems describing processes in highly het- erogeneous media. Our approach uses the technique of…

Numerical Analysis · Mathematics 2016-01-14 Johannes Kraus , Raytcho Lazarov , Maria Lymbery , Svetozar Margenov , Ludmil Zikatanov

This paper introduces inexact versions of several block-splitting preconditioners for solving the three-by-three block linear systems arising from a special class of indefinite least squares problems. We first establish the convergence…

Numerical Analysis · Mathematics 2026-05-26 Mohaddese Kaveh Shaldehi , Davod Khojasteh Salkuyeh

When given a generalized matrix separation problem, which aims to recover a low rank matrix $L_0$ and a sparse matrix $S_0$ from $M_0=L_0+HS_0$, the work \cite{CW25} proposes a novel convex optimization problem whose objective function is…

Optimization and Control · Mathematics 2026-05-05 Xuemei Chen , Owen Deen

In this paper, we propose and evaluate the performance of a unified computational framework for preconditioning systems of linear equations resulting from the solution of coupled problems with monolithic schemes. The framework is composed…

Numerical Analysis · Mathematics 2016-08-24 Francesc Verdugo , Wolfgang A. Wall

In this paper we consider a general matrix factorization model which covers a large class of existing models with many applications in areas such as machine learning and imaging sciences. To solve this possibly nonconvex, nonsmooth and…

Optimization and Control · Mathematics 2018-05-16 Lei Yang , Ting Kei Pong , Xiaojun Chen

This paper proposes a matrix-free residual evaluation technique for the hybridizable discontinuous Galerkin method requiring a number of operations scaling only linearly with the number of degrees of freedom. The method results from…

Numerical Analysis · Mathematics 2020-07-24 Immo Huismann , Jörg Stiller , Jochen Fröhlich

The aim of this paper is to solve linear semidefinite programs arising from higher-order Lasserre relaxations of unconstrained binary quadratic optimization problems. For this we use an interior point method with a preconditioned conjugate…

Optimization and Control · Mathematics 2024-12-30 Soodeh Habibi , Michal Kocvara , Michael Stingl

In this brief, we discuss the implementation of a third order semi-implicit differentiator as a complement of the recent work by the author that proposes an interconnected semi-implicit Euler double differentiators algorithm through Taylor…

Numerical Analysis · Mathematics 2024-08-02 Loïc Michel , Jean-Pierre Barbot

Due to its optimal complexity, the multigrid (MG) method is one of the most popular approaches for solving large-scale linear systems arising from the discretization of partial differential equations. However, the parallel implementation of…

Numerical Analysis · Mathematics 2025-02-27 Hardik Kothari , Maria Giuseppina Chiara Nestola , Marco Favino , Rolf Krause

A symmetric and a nonsymmetric variant of the additive Schwarz preconditioner are proposed for the solution of a nonsymmetric system of algebraic equations arising from a general finite volume element discretization of symmetric elliptic…

Numerical Analysis · Mathematics 2018-06-14 Leszek Marcinkowski , Talal Rahman , Atle Loneland , Jan Valdman

An algebraic multilevel iteration method for solving system of linear algebraic equations arising in $H(\mathrm{curl})$ and $H(\mathrm{div})$ spaces are presented. The algorithm is developed for the discrete problem obtained by using the…

Numerical Analysis · Mathematics 2013-12-02 S. K. Tomar

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…

Numerical Analysis · Mathematics 2013-11-19 Eugene Vecharynski , Yousef Saad , Masha Sosonkina

We study the solution of block-structured linear algebra systems arising in optimization by using iterative solution techniques. These systems are the core computational bottleneck of many problems of interest such as parameter estimation,…

Optimization and Control · Mathematics 2019-09-10 Jose S. Rodriguez , Carl D. Laird , Victor M. Zavala