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We investigate the convergence of the primal-dual algorithm for composite optimization problems when the objective functions are weakly convex. We introduce a modified duality gap function, which is a lower bound of the standard duality gap…

Optimization and Control · Mathematics 2024-10-29 Ewa Bednarczuk , The Hung Tran , Monika Syga

Lower a posteriori error bounds obtained using the standard bubble function approach are reviewed in the context of anisotropic meshes. A numerical example is given that clearly demonstrates that the short-edge jump residual terms in such…

Numerical Analysis · Mathematics 2020-03-03 Natalia Kopteva

This paper is devoted to the study of an inertial accelerated primal-dual algorithm, which is based on a second-order differential system with time scaling, for solving a non-smooth convex optimization problem with linear equality…

Optimization and Control · Mathematics 2026-04-30 Huan Zhang , Xiangkai Sun , Shengjie Li , Kok Lay Teo

We use the elliptic reconstruction technique in combination with a duality approach to prove aposteriori error estimates for fully discrete back- ward Euler scheme for linear parabolic equations. As an application, we com- bine our result…

Numerical Analysis · Mathematics 2015-06-30 Omar Lakkis , Charalambos Makridakis , Tristan Pryer

We propose an algorithm-independent framework to equip existing optimization methods with primal-dual certificates. Such certificates and corresponding rate of convergence guarantees are important for practitioners to diagnose progress, in…

Machine Learning · Computer Science 2016-06-06 Celestine Dünner , Simone Forte , Martin Takáč , Martin Jaggi

A posteriori error estimator is derived for an elliptic interface problem in the fictitious domain formulation with distributed Lagrange multiplier considering a discontinuous Lagrange multiplier finite element space. A posteriori error…

Numerical Analysis · Mathematics 2024-07-02 Najwa Alshehri , Daniele Boffi , Lucia Gastaldi

We study the problem of super-resolution, where we recover the locations and weights of non-negative point sources from a few samples of their convolution with a Gaussian kernel. It has been recently shown that exact recovery is possible by…

Optimization and Control · Mathematics 2019-05-09 Stephane Chretien , Andrew Thompson , Bogdan Toader

In this article we develop a new primal dual variational formulation suitable for a large class of non-convex problems in the calculus of variations. The results are obtained through basic tools of convex analysis, duality theory, the…

Optimization and Control · Mathematics 2019-09-05 Fabio Botelho

For the model problem of the heat equation discretized by an implicit Euler method in time and a conforming finite element method in space, we prove the efficiency of a posteriori error estimators with respect to the energy norm of the…

Numerical Analysis · Mathematics 2026-03-12 Iain Smears

Error bound analysis, which estimates the distance of a point to the solution set of an optimization problem using the optimality residual, is a powerful tool for the analysis of first-order optimization algorithms. In this paper, we use…

Optimization and Control · Mathematics 2020-07-01 Jiawei Zhang , Zhiquan Luo

We establish guaranteed and practically computable a posteriori error bounds for source problems and eigenvalue problems involving linear Schr{\"o}dinger operators with atom-centered potentials discretized with linear combinations of atomic…

Numerical Analysis · Mathematics 2025-09-03 Geneviève Dusson , Mi-Song Dupuy , Ioanna-Maria Lygatsika

We propose a new first-order primal-dual optimization framework for a convex optimization template with broad applications. Our optimization algorithms feature optimal convergence guarantees under a variety of common structure assumptions…

Optimization and Control · Mathematics 2018-02-23 Quoc Tran-Dinh , Olivier Fercoq , Volkan Cevher

We consider a Markov chain approximation scheme for utility maximization problems in continuous time, which uses, in turn, a piecewise constant policy approximation, Euler-Maruyama time stepping, and a Gauss-Hermite approximation of the…

Optimization and Control · Mathematics 2020-01-07 Athena Picarelli , Christoph Reisinger

We derive a posteriori error estimators for an optimal control problem governed by a convection-reaction-diffusion equation; control constraints are also considered. We consider a family of low-order stabilized finite element methods to…

Numerical Analysis · Mathematics 2017-04-24 Alejandro Allendes , Enrique Otarola , Richard Rankin

Dual first-order methods are powerful techniques for large-scale convex optimization. Although an extensive research effort has been devoted to studying their convergence properties, explicit convergence rates for the primal iterates have…

Optimization and Control · Mathematics 2015-02-24 Jie Lu , Mikael Johansson

This work is motivated by the need of efficient numerical simulations of gas flows in the serpentine channels used in proton-exchange membrane fuel cells. In particular, we consider the Poisson problem in a 2D domain composed of several…

Numerical Analysis · Mathematics 2023-12-14 Hussein Albazzal , Alexei Lozinski , Roberta Tittarelli

We consider energy norm a posteriori error analysis of conforming finite element approximations of singularly perturbed reaction-diffusion problems on simplicial meshes in arbitrary space dimension. Using an equilibrated flux…

Numerical Analysis · Mathematics 2020-11-25 Iain Smears , Martin Vohralík

We verify functional a posteriori error estimate proposed by S. Repin for a class of obstacle problems. The obstacle problem is formulated as a quadratic minimization problem with constrains equivalently formulated as a variational…

Numerical Analysis · Mathematics 2014-03-27 Petr Harasim , Jan Valdman

We introduce and explain key relations between a posteriori error estimates and subspace correction methods viewed as preconditioners for problems in infinite dimensional Hilbert spaces. We set the stage using the Finite Element Exterior…

Numerical Analysis · Mathematics 2025-04-16 Yuwen Li , Ludmil T. Zikatanov

We develop a novel a posteriori error estimator for the $L^2$ error committed by the finite element discretization of the solution of the fractional Laplacian. Our a posteriori error estimator takes advantage of the semi-discretization…

Numerical Analysis · Mathematics 2023-03-14 Raphaël Bulle , Olga Barrera , Stéphane P. A. Bordas , Franz Chouly , Jack S. Hale