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In various applications, the effect of errors in gradient-based iterations is of particular importance when seeking saddle points of the Lagrangian function associated with constrained convex optimization problems. Of particular interest…
In the d-Euclidean Distance Matrix Completion (d-EDMC) problem, one aims to determine whether a given partial matrix of pairwise distances can be extended to a full Euclidean distance matrix in d dimensions. This problem is a cornerstone of…
Solutions of partial differential equations (PDEs) on manifolds have provided important applications in different fields in science and engineering. Existing methods are majorly based on discretization of manifolds as implicit functions,…
In this paper, the generalized finite element method (GFEM) for solving second order elliptic equations with rough coefficients is studied. New optimal local approximation spaces for GFEMs based on local eigenvalue problems involving a…
To study the nonlinear properties of complex natural phenomena, the evolution of the quantity of interest can be often represented by systems of coupled nonlinear stochastic differential equations (SDEs). These SDEs typically contain…
In this paper we consider the problem of finding an evolution of a dynamical system that originates and terminates in given sets of states. However, if such an evolution exists then it is usually not unique. We investigate this problem and…
We introduce an adaptive element-based domain decomposition (DD) method for solving saddle point problems defined as a block two by two matrix. The algorithm does not require any knowledge of the constrained space. We assume that all sub…
The spectral and localization properties of $\mathcal{PT}$-symmetric optical superlattices, either infinitely extended or truncated at one side, are theoretically investigated, and the criteria that ensure a real energy spectrum are…
We consider the solution of linear saddle-point problems, using the alternating direction method-of-multipliers (ADMM) as a preconditioner for the generalized minimum residual method (GMRES). We show, using theoretical bounds and empirical…
Recently, Bai and Benzi proposed a class of regularized Hermitian and skew-Hermitian splitting methods (RHSS) iteration methods for solving the nonsingular saddle point problem. In this paper, we apply this method to solve the singular…
In this paper we examine iterative methods for solving the forward ($A{\bf x}={\bf b}$) and adjoint ($A^{T}{\bf y}={\bf g}$) systems of linear equations used to approximate the scattering amplitude, defined by ${\bf g}^{T}{\bf x}={\bf…
We consider strongly-convex-strongly-concave saddle-point problems with general non-bilinear objective and different condition numbers with respect to the primal and the dual variables. First, we consider such problems with smooth composite…
The proliferation of saddle points, rather than poor local minima, is increasingly understood to be a primary obstacle in large-scale non-convex optimization for machine learning. Variable elimination algorithms, like Variable Projection…
This paper is concerned with the adaptive numerical treatment of stochastic partial differential equations. Our method of choice is Rothe's method. We use the implicit Euler scheme for the time discretization. Consequently, in each step, an…
The first part of this paper deals with electrical networks and symplectic reductions. We consider two operations on electrical networks (the "trace map" and the "gluing map") and show that they correspond to symplectic reductions. We also…
This paper addresses structured normwise, mixed, and componentwise condition numbers (CNs) for a linear function of the solution to the generalized saddle point problem (GSPP). We present a general framework that enables us to measure the…
In this paper, we propose a low rank approximation method for efficiently solving stochastic partial differential equations. Specifically, our method utilizes a novel low rank approximation of the stiffness matrices, which can significantly…
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,…
We study the essential spectra of formally self-adjoint elliptic systems on doubly periodic planar domains perturbed by a semi-infinite periodic row of foreign inclusions. We show that the essential spectrum of the problem consists of the…
We develop a family of stabilized backward differentiation formula (sBDF) schemes of orders one through four for semilinear parabolic equations. The proposed methods are designed to achieve three properties that are rarely available…