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We study preconditioned proximal point methods for a class of saddle point problems, where the preconditioner decouples the overall proximal point method into an alternating primal--dual method. This is akin to the Chambolle--Pock method or…

Optimization and Control · Mathematics 2020-02-13 Tuomo Valkonen

Recently a new algorithm for model reduction of second order linear dynamical systems with proportional damping, the Adaptive Iterative Rational Global Arnoldi (AIRGA) algorithm, has been proposed. The main computational cost of the AIRGA…

Numerical Analysis · Mathematics 2017-02-15 Navneet Pratap Singh , Kapil Ahuja , Heike Fassbender

The theory of mixed finite element methods for solving different types of elliptic partial differential equations in saddle point formulation is well established since many decades. This topic was mostly studied for variational formulations…

Numerical Analysis · Mathematics 2024-03-04 Vitoriano Ruas

For the nonsymmetric saddle point problems with nonsymmetric positive definite (1,1) parts, the modified generalized shift-splitting (MGSSP) preconditioner as well as the MGSSP iteration method are derived in this paper, which generalize…

Numerical Analysis · Mathematics 2017-01-17 Zhengge Huang , Ligong Wang , Zhong Xu , Jingjing Cui

We analyze optimal complexity of adaptive finite element methods (AFEMs) for general second-order linear elliptic partial differential equations (PDEs) in the Lax-Milgram setting. To this end, we formulate an adaptive algorithm which steers…

Numerical Analysis · Mathematics 2026-04-21 Thomas Führer , Paula Hilbert , Ani Miraçi , Dirk Praetorius

We consider L-scheme and Newton based solvers for Biot model under small or large deformation. The mechanical deformation follows the Saint Venant-Kirchoff constitutive law. Further, the fluid compressibility is assumed to be nonlinear. A…

Numerical Analysis · Mathematics 2019-05-31 Manuel Antonio Borregales , Kundan Kumar , Jan Martin Nordbotten , Florin Adrian Radu

In this paper, preconditioning the saddle point problem arising from the elliptic boundary optimal control problem with mixed boundary conditions is considered. A block triangular reconditioning method is proposed based on permutations of…

Optimization and Control · Mathematics 2024-07-17 Chaojie Wang

We analyse a coupled 3D-2D model with a free fluid governed by Stokes flow in the bulk and a poroelastic plate described by the Biot-Kirchhoff equations on the surface. Assuming the form of a double perturbed saddle-point problem, the…

Numerical Analysis · Mathematics 2026-03-11 Franco Dassi , Rekha Khot , Andres E. Rubiano , Ricardo Ruiz-Baier

We develop a novel iterative solution method for the incompressible Navier-Stokes equations with boundary conditions coupled with reduced models. The iterative algorithm is designed based on the variational multiscale formulation and the…

Numerical Analysis · Mathematics 2020-06-24 Ju Liu , Weiguang Yang , Melody Dong , Alison L. Marsden

Adaptive methods such as Adam and RMSProp are widely used in deep learning but are not well understood. In this paper, we seek a crisp, clean and precise characterization of their behavior in nonconvex settings. To this end, we first…

Machine Learning · Computer Science 2020-02-04 Matthew Staib , Sashank J. Reddi , Satyen Kale , Sanjiv Kumar , Suvrit Sra

Many problems in machine learning and game theory can be formulated as saddle-point problems, for which various first-order methods have been developed and proven efficient in practice. Under the general convex-concave assumption, most…

Machine Learning · Computer Science 2020-06-16 Yuan Gao , Christian Kroer , Donald Goldfarb

In this work, in the context of Linear and Quadratic Programming, we interpret Primal Dual Regularized Interior Point Methods (PDR-IPMs) in the framework of the Proximal Point Method. The resulting Proximal Stabilized IPM (PS-IPM) is…

Optimization and Control · Mathematics 2022-05-05 Stefano Cipolla , Jacek Gondzio

We propose four-field and five-field Hu--Washizu-type mixed formulations for nonlinear poroelasticity -- a coupled fluid diffusion and solid deformation process -- considering that the permeability depends on a linear combination between…

Numerical Analysis · Mathematics 2025-02-20 Bishnu P. Lamichhane , Ricardo Ruiz-Baier , Segundo Villa-Fuentes

In this work, we introduce a novel algorithm for the Biot problem based on a Hybrid High-Order discretization of the mechanics and a Symmetric Weighted Interior Penalty discretization of the flow. The method has several assets, including,…

Numerical Analysis · Mathematics 2016-02-25 Daniele Boffi , Michele Botti , Daniele A. Di Pietro

Recently, inverse problems have attracted more and more attention in computational mathematics and become increasingly important in engineering applications. After the discretization, many of inverse problems are reduced to linear systems.…

Numerical Analysis · Mathematics 2022-04-07 Gong Rongfang , Huang Qin

This paper treats iterative solution methods to the generalized Lyapunov equation. Specifically it expands the existing theoretical justification for the alternating linear scheme (ALS) from the stable Lyapunov equation to the stable…

Numerical Analysis · Mathematics 2019-06-18 Tobias Breiten , Emil Ringh

In this paper we propose an approach for solving systems of nonlinear equations without computing function derivatives. Motivated by the application area of tomographic absorption spectroscopy, which is a highly-nonlinear problem with…

Optimization and Control · Mathematics 2024-05-15 F. J. Aragón-Artacho , W. Cai , Y. Censor , A. Gibali , C. Shui , D. Torregrosa-Belén

In this paper, we introduce a new iterative method to find a common solution of a generalized mixed equilibrium problem, a variational inequality problem and a hierarchical fixed point problem for a demicontinuous nearly nonexpansive…

Functional Analysis · Mathematics 2014-09-17 Ibrahim Karahan

When an iterative method is applied to solve the linear equation system in interior point methods (IPMs), the attention is usually placed on accelerating their convergence by designing appropriate preconditioners, but the linear solver is…

Optimization and Control · Mathematics 2023-04-28 Filippo Zanetti , Jacek Gondzio

This Paper conducts a thorough simulation study to assess the effectiveness of various acceleration techniques designed to enhance the conjugate gradient algorithm, which is used for solving large linear systems to accelerate Bayesian…

Computation · Statistics 2025-05-06 Zhihao Zhou
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