Related papers: Sparsify and sweep: an efficient preconditioner fo…
In this paper we present an efficient active-set method for the solution of convex quadratic programming problems with general piecewise-linear terms in the objective, with applications to sparse approximations and risk-minimization. The…
In this paper, we study fast iterative solvers for the solution of fourth order parabolic equations discretized by mixed finite element methods. We propose to use consistent mass matrix in the discretization and use lumped mass matrix to…
High-performance TSP solvers like LKH search within a sparsified candidate graph rather than over all possible edges. Graph sparsification is non-trivial: keep too many edges and the solver wastes time; cut too many and it loses edges that…
First-order optimization solvers, such as the Fast Gradient Method, are increasingly being used to solve Model Predictive Control problems in resource-constrained environments. Unfortunately, the convergence rate of these solvers is…
We present an efficient preconditioner for the orbital minimization method when the Hamiltonian is discretized using planewaves (i.e., pseudospectral method). This novel preconditioner is based on an approximate Fermi operator projection by…
This paper proposes a new preconditioning scheme for a linear system with a saddle-point structure arising from a hybrid approximation scheme on the sphere, an approximation scheme that combines (local) spherical radial basis functions and…
We present a fast direct solver for two dimensional scattering problems, where an incident wave impinges on a penetrable medium with compact support. We represent the scattered field using a volume potential whose kernel is the outgoing…
This paper investigates the scattering of biharmonic waves by a one-dimensional periodic array of cavities embedded in an infinite elastic thin plate. The transparent boundary conditions are introduced to formulate the problem from an…
In this work we propose a simple but effective high order polynomial correction allowing to enhance the consistency of all kind of boundary conditions for the Euler equations (Dirichlet, characteristic far-field and slip-wall), both in 2D…
We investigate several robust preconditioners for solving the saddle-point linear systems that arise from spatial discretization of unsteady and steady variable-coefficient Stokes equations on a uniform staggered grid. Building on the…
The discretization of the double-layer potential integral equation for the interior Dirichlet Laplace problem in a domain with smooth boundary results in a linear system that has a bounded condition number. Thus, the number of iterations…
Relying on the classical connection between Backward Stochastic Differential Equations (BSDEs) and non-linear parabolic partial differential equations (PDEs), we propose a new probabilistic learning scheme for solving high-dimensional…
Numerical discretization of the large-scale Maxwell's equations leads to an ill-conditioned linear system that is challenging to solve. The key requirement for successive solutions of this linear system is to choose an efficient solver. In…
We study pathwise approximation of strong solutions of scalar stochastic differential equations (SDEs) at a single time in the presence of discontinuities of the drift coefficient. Recently, it has been shown by M\"uller-Gronbach and…
Data-sensitive metrics adapt distances locally based the density of data points with the goal of aligning distances and some notion of similarity. In this paper, we give the first exact algorithm for computing a data-sensitive metric called…
Motivated by recent progress on stochastic matching with few queries, we embark on a systematic study of the sparsification of stochastic packing problems (SPP) more generally. Specifically, we consider SPPs where elements are independently…
The Lippmann--Schwinger--Lanczos (LSL) algorithm has recently been shown to provide an efficient tool for imaging and direct inversion of synthetic aperture radar data in multi-scattering environments [17], where the data set is limited to…
The convergence rate of domain decomposition methods (DDMs) strongly depends on the transmission condition at the interfaces between subdomains. Thus, an important aspect in improving the efficiency of such solvers is careful design of…
We investigate the application of the additive overlapping Schwarz domain decomposition method as a preconditioner for the large sparse linear systems arising in graph-based nonlinear least-squares problems, specifically the pose-graph…
This paper presents an efficient high-order sharp-interface method for solving the three-dimensional (3D) Poisson equation with Dirichlet boundary conditions on a nonuniform Cartesian grid with irregular domain boundaries. The new approach…