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In this article, we study the convergence of Mirror Descent (MD) and Optimistic Mirror Descent (OMD) for saddle point problems satisfying the notion of coherence as proposed in Mertikopoulos et al. We prove convergence of OMD with exact…

Optimization and Control · Mathematics 2019-08-06 Yanting Ma , Shuchin Aeron , Hassan Mansour

In this paper we propose three $p$-th order tensor methods for $\mu$-strongly-convex-strongly-concave saddle point problems (SPP). The first method is based on the assumption of $p$-th order smoothness of the objective and it achieves a…

Optimization and Control · Mathematics 2021-04-14 Petr Ostroukhov , Rinat Kamalov , Pavel Dvurechensky , Alexander Gasnikov

The solution of parameter-dependent linear systems, by classical methods, leads to an arithmetic effort that grows exponentially in the number of parameters. This renders the multigrid method, which has a well understood convergence theory,…

Numerical Analysis · Mathematics 2020-08-04 Lars Grasedyck , Maren Klever , Christian Löbbert , Tim A. Werthmann

We propose V--cycle multigrid methods for vector field problems arising from the lowest order hexahedral N\'{e}d\'{e}lec finite element. Since the conventional scalar smoothing techniques do not work well for the problems, a new type of…

Numerical Analysis · Mathematics 2022-05-13 Duk-Soon Oh

This work focuses on the development of efficient solvers for the pseudo-stress formulation of the unsteady Stokes problem, discretised by means of a discontinuous Galerkin method on polytopal grids (PolyDG). The introduction of the…

Numerical Analysis · Mathematics 2026-02-04 Paola F. Antonietti , Alessandra Cancrini , Gabriele Ciaramella

We derive a new parallel-in-time approach for solving large-scale optimization problems constrained by time-dependent partial differential equations arising from fluid dynamics. The solver involves the use of a block circulant approximation…

Numerical Analysis · Mathematics 2024-05-30 Bernhard Heinzelreiter , John W. Pearson

We search saddle points for a large class of convex-concave Lagrangian. A generalized explicit iterative scheme based on Arrow-Hurwicz method converges to a saddle point of the problem. We also propose in this work, a convergent…

Optimization and Control · Mathematics 2017-12-12 Minh Phan , Cedric Galusinski

In this paper, we consider two types of problems that have some similarity in their structure, namely, min-min problems and min-max saddle-point problems. Our approach is based on considering the outer minimization problem as a minimization…

Optimization and Control · Mathematics 2021-09-29 Egor Gladin , Abdurakhmon Sadiev , Alexander Gasnikov , Pavel Dvurechensky , Aleksandr Beznosikov , Mohammad Alkousa

In this paper we construct and analyse a level-dependent coarsegrid correction scheme for indefinite Helmholtz problems. This adapted multigrid method is capable of solving the Helmholtz equation on the finest grid using a series of…

Numerical Analysis · Mathematics 2013-09-09 Siegfried Cools , Bram Reps , Wim Vanroose

Block coordinate descent is an optimization paradigm that iteratively updates one block of variables at a time, making it quite amenable to big data applications due to its scalability and performance. Its convergence behavior has been…

Optimization and Control · Mathematics 2023-10-13 Liangzu Peng , René Vidal

We consider multigrid methods for finite volume discretizations of the Reynolds Averaged Navier-Stokes (RANS) equations for both steady and unsteady flows. We analyze the effect of different smoothers based on pseudo time iterations, such…

Numerical Analysis · Mathematics 2017-10-16 Philipp Birken , Jonathan Bull , Antony Jameson

Efficient solution of 3D elasticity problems is an important part of many industrial and scientific applications. Smoothed aggregation algebraic multigrid using rigid body modes for the tentative prolongation operator construction is an…

Mathematical Software · Computer Science 2022-02-21 Denis Demidov

We propose a Nested BDDC for a class of saddle-point problems. The method solves for both flux and pressure variables. The fluxes are resolved in three-steps: the coarse solve is followed by subdomain solves, and last we look for a…

Numerical Analysis · Mathematics 2014-07-17 Bedřich Sousedík

The min-max problem, also known as the saddle point problem, is a class of optimization problems which minimizes and maximizes two subsets of variables simultaneously. This class of problems can be used to formulate a wide range of signal…

Optimization and Control · Mathematics 2021-03-17 Songtao Lu , Ioannis Tsaknakis , Mingyi Hong , Yongxin Chen

In this paper we consider multiple saddle point problems with block tridiagonal Hessian in a Hilbert space setting. Well-posedness and the related issue of preconditioning are discussed. We give a characterization of all block structured…

Numerical Analysis · Mathematics 2019-12-23 Alexander Beigl , Jarle Sogn , Walter Zulehner

In this paper, we introduce three new iterative methods for finding a common point of the set of fixed points of a symmetric generalized hybrid mapping and the set of solutions of an equilibrium problem in a real Hilbert space. Each method…

Optimization and Control · Mathematics 2018-05-08 Bui Van Dinh , Nguyen Ngoc Hai , Do Sang Kim

Multigrid methods were invented for the solution of discretized partial differential equations in ordered systems. The slowness of traditional algorithms is overcome by updates on various length scales. In this article we discuss…

High Energy Physics - Lattice · Physics 2011-04-15 Thomas Kalkreuter

The principle underlying this paper is the basic observation that the problem of simultaneously solving a large class of composite monotone inclusions and their duals can be reduced to that of finding a zero of the sum of a maximally…

Optimization and Control · Mathematics 2010-11-29 L. Briceno-Arias , P. L. Combettes

In this work we are interested in general linear inverse problems where the corresponding forward problem is solved iteratively using fixed point methods. Then one-shot methods, which iterate at the same time on the forward problem solution…

Numerical Analysis · Mathematics 2024-05-15 Marcella Bonazzoli , Houssem Haddar , Tuan Anh Vu

Topology optimization problems generally support multiple local minima, and real-world applications are typically three-dimensional. In previous work [I. P. A. Papadopoulos, P. E. Farrell, and T. M. Surowiec, Computing multiple solutions of…

Numerical Analysis · Mathematics 2022-11-23 Ioannis P. A. Papadopoulos , Patrick E. Farrell
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