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The conic bundle implementation of the spectral bundle method for large scale semidefinite programming solves in each iteration a semidefinite quadratic subproblem by an interior point approach. For larger cutting model sizes the limiting…

Optimization and Control · Mathematics 2023-08-25 Christoph Helmberg

In this article, we derive a new, fast, and robust preconditioned iterative solution strategy for the all-at-once solution of optimal control problems with time-dependent PDEs as constraints, including the heat equation and the non-steady…

Numerical Analysis · Mathematics 2020-07-17 Santolo Leveque , John W. Pearson

Scaling hyperparameter optimisation to very large datasets remains an open problem in the Gaussian process community. This paper focuses on iterative methods, which use linear system solvers, like conjugate gradients, alternating…

Machine Learning · Computer Science 2025-01-14 Jihao Andreas Lin , Shreyas Padhy , Bruno Mlodozeniec , Javier Antorán , José Miguel Hernández-Lobato

We present two minimum residual methods for solving sequences of shifted linear systems, the right-preconditioned shifted GMRES and shifted recycled GMRES algorithms which use a seed projection strategy often employed to solve multiple…

Numerical Analysis · Mathematics 2016-02-04 Kirk M. Soodhalter

In this paper, a fast solver is studied for saddle point system arising from a second-order Crank-Nicolson discretization of an initial-valued parabolic PDE constrained optimal control problem, which is indefinite and ill-conditioned.…

Numerical Analysis · Mathematics 2023-12-21 Xue-Lei Lin , Shu-Lin Wu

In this paper, we propose a new multiphysics finite element method for a Biot model with secondary consolidation in soil dynamics. To better describe the processes of deformation and diffusion underlying in the original model, we…

Numerical Analysis · Mathematics 2022-04-08 Zhihao Ge , Wenlong He

In this paper, we propose a generalized shift-splitting (GSS) preconditioner, along with its two relaxed variants to solve the double saddle point problem (DSPP). The convergence of the associated GSS iterative method is analyzed, and…

Numerical Analysis · Mathematics 2025-07-08 Sk. Safique Ahmad , Pinki Khatun

A general regularization strategy is considered for the efficient iterative solution of the lowest-order weak Galerkin approximation of singular Stokes problems. The strategy adds a rank-one regularization term to the zero (2,2) block of…

Numerical Analysis · Mathematics 2025-05-16 Weizhang Huang , Zhuoran Wang

We consider the iterative solution of large linear systems of equations in which the coefficient matrix is the sum of two terms, a sparse matrix $A$ and a possibly dense, rank deficient matrix of the form $\gamma UU^T$, where $\gamma > 0$…

Numerical Analysis · Mathematics 2022-11-08 Michele Benzi , Chiara Faccio

We propose and analyze several inexact regularized Newton-type methods for finding a global saddle point of convex-concave unconstrained min-max optimization problems. Compared to first-order methods, our understanding of second-order…

Optimization and Control · Mathematics 2026-05-27 Tianyi Lin , Panayotis Mertikopoulos , Michael I. Jordan

The finite cell method is a highly flexible discretization technique for numerical analysis on domains with complex geometries. By using a non-boundary conforming computational domain that can be easily meshed, automatized computations on a…

We present and analyze a new iterative solver for implicit discretizations of a simplified Boltzmann-Poisson system. The algorithm builds on recent work that incorporated a sweeping algorithm for the Vlasov-Poisson equations as part of…

Numerical Analysis · Mathematics 2020-09-15 Victor P. DeCaria , Cory D. Hauck , M. Paul Laiu

In this paper, to solve a broad class of complex symmetric linear systems, we recast the complex system in a real formulation and apply the generalized successive overrelaxation (GSOR) iterative method to the equivalent real system. We then…

Numerical Analysis · Mathematics 2014-03-25 Davod Khojasteh Salkuyeh , Davod Hezari , Vahid Edalatpour

In recent years, solvers for finite-element discretizations of linear or linearized saddle-point problems, like the Stokes and Oseen equations, have become well established. There are two main classes of preconditioners for such systems:…

Numerical Analysis · Mathematics 2024-01-15 Lukas Spies , Luke Olson , Scott MacLachlan

We discuss the construction of robust preconditioners for finite element approximations of Biot's consolidation model in poroelasticity. More precisely, we study finite element methods based on generalizations of the Hellinger-Reissner…

Numerical Analysis · Mathematics 2017-03-24 Trygve Baerland , Jeonghun J. Lee , Kent-Andre Mardal , Ragnar Winther

Multistep matrix splitting iterations serve as preconditioning for Krylov subspace methods for solving singular linear systems. The preconditioner is applied to the generalized minimal residual (GMRES) method and the flexible GMRES (FGMRES)…

Numerical Analysis · Mathematics 2021-11-09 Keiichi Morikuni

We proposed an iterate scheme for solving convex-concave saddle-point problems associated with general convex-concave functions. We demonstrated that when our iterate scheme is applied to a special class of convex-concave functions, which…

Optimization and Control · Mathematics 2023-11-01 Hui Ouyang

We proposed a parallel-in-time method based on preconditioner for Biot's consolidation model in poroelasticity. In order to achieve a fast and stable convergence for the matrix system of the Biot's model, we design two preconditioners with…

Numerical Analysis · Mathematics 2023-10-17 Zeyuan Zhou , Huipeng Gu , Guoliang Ju , Wei Xing

Recently, saddle point problems have received much attention due to their powerful modeling capability for a lot of problems from diverse domains. Applications of these problems occur in many applied areas, such as robust optimization,…

Optimization and Control · Mathematics 2022-02-15 Mohammad Alkousa , Alexander Gasnikov , Pavel Dvurechensky , Abdurakhmon Sadiev , Lama Razouk

This paper is concerned with numerical algorithms for Biot model. By introducing an intermediate variable, the classical 2-field Biot model is written into a 3-field formulation. Based on such a 3-field formulation, we propose a coupled…

Numerical Analysis · Mathematics 2022-04-19 Huipeng Gu , Mingchao Cai , Jingzhi Li
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