Related papers: Ideal Preconditioners for Saddle Point Systems wit…
We develop a family of reformulations of an arbitrary consistent linear system into a stochastic problem. The reformulations are governed by two user-defined parameters: a positive definite matrix defining a norm, and an arbitrary discrete…
A DualTPD method is proposed for solving nonlinear partial differential equations. The method is characterized by three main features. First, decoupling via Fenchel--Rockafellar duality is achieved, so that nonlinear terms are discretized…
We consider stochastic strongly-convex-strongly-concave (SCSC) saddle point (SP) problems which frequently arise in applications ranging from distributionally robust learning to game theory and fairness in machine learning. We focus on the…
We consider the use of multipreconditioning to solve linear systems when more than one preconditioner is available but the optimal choice is not known. In particular, we consider a selective multipreconditioned GMRES algorithm where we…
We revisit gradient-based optimization for infinite projected entangled pair states (iPEPS), a tensor network ansatz for simulating many-body quantum systems. This approach is hindered by two major challenges: the high computational cost of…
Convergence analysis of a nested iterative scheme proposed by Bank,Welfert and Yserentant (BWY) ([Numer. Math., 666: 645-666, 1990]) for solving saddle point system is presented. It is shown that this scheme converges under weaker…
The article is devoted to the development of numerical methods for solving saddle point problems and variational inequalities with simplified requirements for the smoothness conditions of functionals. Recently there were proposed some…
Adversarial neural networks solve many important problems in data science, but are notoriously difficult to train. These difficulties come from the fact that optimal weights for adversarial nets correspond to saddle points, and not…
This paper considers a class of distributed resource allocation problems where each agent privately holds a smooth, potentially non-convex local objective, subject to a globally coupled equality constraint. Built upon the existing method,…
We analyze the behavior of randomized coordinate gradient descent for nonconvex optimization, proving that under standard assumptions, the iterates almost surely escape strict saddle points. By formulating the method as a nonlinear random…
We show that preconditioners constructed by random sampling can perform well without meeting the standard requirements of iterative methods. When applied to graph Laplacians, this leads to ultra-sparsifiers that in expectation behave as the…
The low-rank matrix completion problem can be solved by Riemannian optimization on a fixed-rank manifold. However, a drawback of the known approaches is that the rank parameter has to be fixed a priori. In this paper, we consider the…
We introduce a unified framework for computing approximately-optimal preconditioners for solving linear and non-linear systems of equations. We demonstrate that the condition number minimization problem, under structured transformations…
This article presents a multi-robot trajectory planning method which not only guarantees optimization feasibility and but also resolves deadlocks in obstacle-dense environments. The method is proposed via formulating a recursive…
We generalize the well-known primal-dual algorithm proposed by Chambolle and Pock for saddle point problems, and improve the condition for ensuring its convergence. The improved convergence-guaranteeing condition is effective for the…
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…
We derive parameter-robust quasi-optimal error estimates for mixed finite element methods for the nonlinear Darcy--Forchheimer equations with mixed boundary conditions. Using the framework of operator preconditioning, we also design…
Saddle-point problems have recently gained increased attention from the machine learning community, mainly due to applications in training Generative Adversarial Networks using stochastic gradients. At the same time, in some applications…
We propose a regularized saddle-point algorithm for convex networked optimization problems with resource allocation constraints. Standard distributed gradient methods suffer from slow convergence and require excessive communication when…
The paper presents an algorithm for topological classification of nondegenerate saddle-focus singularities of integrable Hamiltonian systems with three degrees of freedom up to semi-local equivalence. In particular, we prove that any…