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Primal-Dual Hybrid Gradient (PDHG) and Alternating Direction Method of Multipliers (ADMM) are two widely-used first-order optimization methods. They reduce a difficult problem to simple subproblems, so they are easy to implement and have…
A popular approach in combinatorial optimization is to model problems as integer linear programs. Ideally, the relaxed linear program would have only integer solutions, which happens for instance when the constraint matrix is totally…
This paper concerns robust numerical treatment of an elliptic PDE with high contrast coefficients, for which classical finite-element discretizations yield ill-conditioned linear systems. This paper introduces a procedure by which the…
This paper explores preconditioning the normal equation for non-symmetric square linear systems arising from PDE discretization, focusing on methods like CGNE and LSQR. The concept of ``normal'' preconditioning is introduced and a strategy…
Adversarial training is one of the most effective defenses against adversarial attacks, but it incurs a high computational cost. In this study, we present the first theoretical analysis suggesting that adversarially pretrained transformers…
We propose a preconditioner to accelerate the convergence of the GMRES iterative method for solving the system of linear equations obtained from discretize-then-optimize approach applied to optimal control problems constrained by a partial…
This paper deals with the fast solution of linear systems associated with the mass matrix, in the context of isogeometric analysis. We propose a preconditioner that is both efficient and easy to implement, based on a diagonal-scaled…
The novel contribution of this paper relies in the proposal of a fully implicit numerical method designed for nonlinear degenerate parabolic equations, in its convergence/stability analysis, and in the study of the related computational…
In the past decade, there are many works on the finite element methods for the fully nonlinear Hamilton--Jacobi--Bellman (HJB) equations with Cordes condition. The linearised systems have large condition numbers, which depend not only on…
In this paper, a second order finite difference scheme is investigated for time-dependent one-side space fractional diffusion equations with variable coefficients. The existing schemes for the equation with variable coefficients have…
We present a robust and scalable preconditioner for the solution of large-scale linear systems that arise from the discretization of elliptic PDEs amenable to rank compression. The preconditioner is based on hierarchical low-rank…
To ensure the discrete maximum principle or solution positivity in finite volume schemes, diffusive flux is sometimes discretized as a conical combination of finite differences. Such a combination may be impossible to construct along…
We study the high-contrast biharmonic plate equation with HCT and Morley discretizations. We construct a preconditioner that is robust with respect to contrast size and mesh size simultaneously based on the preconditioner proposed by…
The iterative diagonalization of a sequence of large ill-conditioned generalized eigenvalue problems is a computational bottleneck in quantum mechanical methods employing a nonorthogonal basis for {\em ab initio} electronic structure…
Polynomial preconditioning is an important tool in solving large linear systems and eigenvalue problems. A polynomial from GMRES can be used to precondition restarted GMRES and restarted Arnoldi. Here we give methods for indefinite matrices…
We introduce a new general purpose multiresolution preconditioner for symmetric linear systems. Most existing multiresolution preconditioners use some standard wavelet basis that relies on knowledge of the geometry of the underlying domain.…
The method of monotonization of difference schemes is being considered in the paper. The method was earlier proposed by the author for stationary problems. It is investigated in the paper more profoundly. The idea of the method is to build…
A simple variant of the BDDC preconditioner in which constraints are imposed on a selected set of subobjects (subdomain subedges, subfaces and vertices between pairs of subedges) is presented. We are able to show that the condition number…
We discuss the ill conditioning of the matrix for the discretised Poisson equation in the small aspect ratio limit, and motivate this problem in the context of nonhydrostatic ocean modelling. Efficient iterative solvers for the Poisson…
In this paper, we investigate the preconditioned AOR method for solving linear systems. We study two general preconditioners and propose some lower triangular, upper triangular and combination preconditioners. For $A$ being an L-matrix, a…