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This paper presents a novel backtracking strategy for additive Schwarz methods for general convex optimization problems as an acceleration scheme. The proposed backtracking strategy is independent of local solvers, so that it can be applied…

Numerical Analysis · Mathematics 2022-03-30 Jongho Park

The use of Hirschberg algorithm reduces the spatial cost of recovering the Longest Common Subsequence to linear space. The same technique can be applied to similar problems like Sequence Alignment. However, the price to pay is a duplication…

Data Structures and Algorithms · Computer Science 2022-04-28 David Llorens , Juan Miguel Vilar

This paper presents a novel accelerated distributed algorithm for unconstrained consensus optimization over static undirected networks. The proposed algorithm combines the benefits of acceleration from momentum, the robustness of the…

Optimization and Control · Mathematics 2024-05-15 Eduardo Sebastián , Mauro Franceschelli , Andrea Gasparri , Eduardo Montijano , Carlos Sagüés

This review is focused on the borderline region of theoretical physics and mathematics. First, we describe numerical methods for the acceleration of the convergence of series. These provide a useful toolbox for theoretical physics which has…

Computational Physics · Physics 2013-09-10 E. Caliceti , M. Meyer-Hermann , P. Ribeca , A. Surzhykov , U. D. Jentschura

This paper presents a family of rapidly convergent summation formulas for various finite sums of analytic functions. These summation formulas are obtained by applying a series acceleration transformation involving Stirling numbers of the…

Number Theory · Mathematics 2016-02-02 Raphael Schumacher

Recently, the anchor acceleration, an acceleration mechanism distinct from Nesterov's, has been discovered for minimax optimization and fixed-point problems, but its mechanism is not understood well, much less so than Nesterov acceleration.…

Optimization and Control · Mathematics 2023-11-03 Jaewook J. Suh , Jisun Park , Ernest K. Ryu

We discuss an elementary derivation of variational symmetries and corresponding integrals of motion for the Lagrangian systems depending on acceleration. Providing several examples, we make the manuscript accessible to a wide range of…

Mathematical Physics · Physics 2023-07-18 Ege Coban , Ilmar Gahramanov , Dilara Kosva

We present a numerical method for convergence acceleration for multifidelity models of parameterized ordinary differential equations. The hierarchy of models is defined as trajectories computed using different timesteps in a time…

Numerical Analysis · Mathematics 2018-08-13 Vahid Keshavarzzadeh , Robert M. Kirby , Akil Narayan

Acceleration of first order methods is mainly obtained via inertial techniques \`a la Nesterov, or via nonlinear extrapolation. The latter has known a recent surge of interest, with successful applications to gradient and proximal gradient…

Machine Learning · Statistics 2021-10-29 Quentin Bertrand , Mathurin Massias

We give sufficient conditions under which the convergence of finite difference approximations in the space variable of possibly degenerate second order parabolic and elliptic equations can be accelerated to any given order of convergence by…

Analysis of PDEs · Mathematics 2009-05-21 I. Gyongy , N. Krylov

The Alternating Direction Method of Multipliers (ADMM) is widely used for linearly constrained convex problems. It is proven to have an $o(1/\sqrt{K})$ nonergodic convergence rate and a faster $O(1/K)$ ergodic rate after ergodic averaging,…

Numerical Analysis · Mathematics 2018-12-13 Huan Li , Zhouchen Lin

Sequence transformations are valuable numerical tools that have been used with considerable success for the acceleration of convergence and the summation of diverging series. However, our understanding of their theoretical properties is far…

Mathematical Physics · Physics 2014-05-13 Riccardo Borghi , Ernst Joachim Weniger

We propose NAMA (Newton-type Alternating Minimization Algorithm) for solving structured nonsmooth convex optimization problems where the sum of two functions is to be minimized, one being strongly convex and the other composed with a linear…

Optimization and Control · Mathematics 2019-11-11 Lorenzo Stella , Andreas Themelis , Panagiotis Patrinos

Fourier acceleration is a technique used in Hybrid Monte Carlo simulations to decrease the autocorrelation between subsequent field configurations in the generated ensemble. It has been shown, in the perturbative limit, to eliminate the…

High Energy Physics - Lattice · Physics 2025-04-25 Cameron Cianci , Luchang Jin , Joshua Swaim

This survey of alternating permutations and Euler numbers includes refinements of Euler numbers, other occurrences of Euler numbers, longest alternating subsequences, umbral enumeration of classes of alternating permutations, and the…

Combinatorics · Mathematics 2009-12-22 Richard P. Stanley

In this paper, we propose an inertial alternating direction method of multipliers for solving a class of non-convex multi-block optimization problems with \emph{nonlinear coupling constraints}. Distinctive features of our proposed method,…

Optimization and Control · Mathematics 2024-02-22 Le Thi Khanh Hien , Dimitri Papadimitriou

Most recently, He and Yuan [arXiv:2108.08554, 2021] have proposed a balanced augmented Lagrangian method (ALM) for the canonical convex programming problem with linear constraints, which advances the original ALM by balancing its…

Optimization and Control · Mathematics 2021-12-30 Shengjie Xu

In this paper, we introduce a new iteration method and show that this iteration method can be used to approximate fixed point of almost contraction mappings. Furthermore, we prove that the new iteration method is equivalent to both Mann…

Functional Analysis · Mathematics 2019-11-05 Vatan Karakaya , Yunus Atalan , Kadri Dogan , Nour El Houda Bouzara

Anderson Acceleration (AA) is a method to accelerate the convergence of fixed point iterations for nonlinear, algebraic systems of equations. Due to the requirement of solving a least squares problem at each iteration and a reliance on…

Numerical Analysis · Mathematics 2023-05-08 Shelby Lockhart , David J. Gardner , Carol S. Woodward , Stephen Thomas , Luke N. Olson

We present an acceleration method for sequences of large-scale linear systems, such as the ones arising from the numerical solution of time-dependent partial differential equations coupled with algebraic constraints. We discuss different…

Numerical Analysis · Mathematics 2024-03-29 Margherita Guido , Daniel Kressner , Paolo Ricci