Related papers: Robust Preconditioners for Multiple Saddle Point P…

In this paper we develop a family of preconditioners for the linear algebraic systems arising from the arbitrary Lagrangian-Eulerian discretization of some fluid-structure interaction models. After the time discretization, we formulate the…

A finite-element discretization of such an equation yields a linear system whose conditioning worsens as the variations in the values of PDE coefficients becomes large. This paper introduces a procedure by which the discrete system obtained…

We prove strong stationarity conditions for optimal control problems that are governed by a prototypical rate-independent evolution variational inequality, i.e., first-order necessary optimality conditions in the form of a primal-dual…

In this paper we consider a nonlinear system of PDEs coupling the viscous Cahn-Hilliard-Oono equation with dynamic boundary conditions enjoying a similar structure on the boundary. After proving well-posedness of the corresponding initial…

This paper continues the investigations from [7] and is concerned with the derivation of first-order conditions for a control constrained optimization problem governed by a non-smooth elliptic PDE. The control enters the state equation not…

For a prescribed porosity, the coupled magma/mantle flow equations can be formulated as a two-field system of equations with velocity and pressure as unknowns. Previous work has shown that while optimal preconditioners for the two-field…

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…

We consider the finite element discretization and the iterative solution of singularly perturbed elliptic reaction-diffusion equations in three-dimensional computational domains. These equations arise from the optimality conditions for…

We present a novel block-preconditioner for the elastic Helmholtz equation, based on a reduction to acoustic Helmholtz equations. Both versions of the Helmholtz equations are challenging numerically. The elastic Helmholtz equation is…

In this paper, we present novel randomized algorithms for solving saddle point problems whose dual feasible region is given by the direct product of many convex sets. Our algorithms can achieve an ${\cal O}(1/N)$ and ${\cal O}(1/N^2)$ rate…

The primal-dual hybrid gradient (PDHG) method is one of the most popular algorithms for solving saddle point problems. However, when applying the PDHG method and its many variants to some real-world models commonly encountered in signal…

The focus of this work is on the construction and analysis of optimal-order multigrid preconditioners to be used in the Newton-Krylov method for a distributed optimal control problem constrained by the stationary Navier-Stokes equations. As…

We consider convex-concave saddle point problems with a separable structure and non-strongly convex functions. We propose an efficient stochastic block coordinate descent method using adaptive primal-dual updates, which enables flexible…

This paper proposes a new preconditioning scheme for a linear system with a saddle-point structure arising from a hybrid approximation scheme on the sphere, an approximation scheme that combines (local) spherical radial basis functions and…

We consider (stochastic) convex-concave saddle point (SP) problems with high-dimensional decision variables, arising in various applications including machine learning problems. To contend with the challenges in computing full gradients, we…

We derive stability criteria for saddle points of a class of nonsmooth optimization problems in Hilbert spaces arising in PDE-constrained optimization, using metric regularity of infinite-dimensional set-valued mappings. A main ingredient…

A central challenge to using first-order methods for optimizing nonconvex problems is the presence of saddle points. First-order methods often get stuck at saddle points, greatly deteriorating their performance. Typically, to escape from…

We discuss initial-boundary value problems of arbitrary spatial order subject to arbitrary boundary conditions. We formalise the concept of the conditioning of such a problem and show that it represents a necessary criterion for…

We consider a stochastic optimal control problem for an heat equation with boundary noise and boundary controls. Under suitable assumptions on the coefficients, we prove existence of optimal controls in strong sense by solving the…

In this paper, we propose a preconditioner based on the shift-splitting method for generalized saddle point problems with nonsymmetric positive definite (1,1)-block and symmetric positive semidefinite $(2,2)$-block. The proposed…