English
Related papers

Related papers: Dimensionally Consistent Preconditioning for Saddl…

200 papers

Based on the needs of convergence proofs of preconditioned proximal point methods, we introduce notions of partial strong submonotonicity and partial (metric) subregularity of set-valued maps. We study relationships between these two…

Optimization and Control · Mathematics 2020-03-02 Tuomo Valkonen

We construct mesh-independent and parameter-robust monolithic solvers for the coupled primal Stokes-Darcy problem. Three different formulations and their discretizations in terms of conforming and non-conforming finite element methods and…

Numerical Analysis · Mathematics 2021-10-15 Wietse M. Boon , Timo Koch , Miroslav Kuchta , Kent-Andre Mardal

We present a preconditioner for saddle point problems. The proposed preconditioner is extracted from a stationary iterative method which is convergent under a mild condition. Some properties of the preconditioner as well as the eigenvalues…

Numerical Analysis · Mathematics 2016-06-23 Davod Khojasteh Salkuyeh , Mohsen Masoudi

In this work, we present scalable balancing domain decomposition by constraints methods for linear systems arising from arbitrary order edge finite element discretizations of multi-material and heterogeneous 3D problems. In order to enforce…

Computational Engineering, Finance, and Science · Computer Science 2024-12-20 Santiago Badia , Alberto F. Martín , Marc Olm

We consider a generic convex-concave saddle point problem with separable structure, a form that covers a wide-ranged machine learning applications. Under this problem structure, we follow the framework of primal-dual updates for saddle…

Machine Learning · Statistics 2015-06-15 Zhanxing Zhu , Amos J. Storkey

We consider the iterative solution of symmetric saddle-point matrices with a singular leading block. We develop a new ideal positive definite block diagonal preconditioner that yields a preconditioned operator with four distinct…

Numerical Analysis · Mathematics 2022-06-29 Susanne Bradley , Chen Greif

This paper develops a new approach to the estimation of the degree of boundedness or stability of multidimensional nonlinear systems with time-dependent nonperiodic coefficients-an essential task in various engineering and natural science…

Dynamical Systems · Mathematics 2022-06-16 Mark A. Pinsky

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…

Optimization and Control · Mathematics 2017-02-13 Christian Clason , Tuomo Valkonen

Robustness of linear systems with constant coefficients is considered. There exist methods and tools for analyzing the stability of systems with random or deterministic uncertainties. At the same time, there are no approaches for the…

Optimization and Control · Mathematics 2020-12-08 Andrey Tremba

Recently, the problem of local minima in very high dimensional non-convex optimization has been challenged and the problem of saddle points has been introduced. This paper introduces a dynamic type of normalization that forces the system to…

Machine Learning · Computer Science 2017-02-08 Armen Aghajanyan

In this paper, the generalized shift-splitting preconditioner is implemented for saddle point problems with symmetric positive definite (1,1)-block and symmetric positive semidefinite (2,2)-block. The proposed preconditioner is extracted…

Numerical Analysis · Mathematics 2015-03-03 Davod Khojasteh Salkuyeh , Mohsen Masoudi , Davod Hezari

Preconditioning has long been a staple technique in optimization, often applied to reduce the condition number of a matrix and speed up the convergence of algorithms. Although there are many popular preconditioning techniques in practice,…

Optimization and Control · Mathematics 2022-11-08 Zhaonan Qu , Wenzhi Gao , Oliver Hinder , Yinyu Ye , Zhengyuan Zhou

Interior point methods solve small to medium sized problems to high accuracy in a reasonable amount of time. However, for larger problems as well as stochastic problems, one needs to use first-order methods such as stochastic gradient…

Optimization and Control · Mathematics 2016-10-14 Reza Takapoui , Hamid Javadi

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…

Numerical Analysis · Mathematics 2015-06-16 Davod Khojasteh Salkuyeh , Mohsen Masoudi , Davod Hezari

For a general class of saddle point problems sharp estimates for Babu\v{s}ka's inf-sup stability constants are derived in terms of the constants in Brezzi's theory. In the finite-dimensional Hermitian case more detailed spectral properties…

Numerical Analysis · Mathematics 2012-02-16 Wolfgang Krendl , Valeria Simoncini , Walter Zulehner

In this paper, we propose a new finite element solution approach to the multi-compartmental Darcy equations describing flow and interactions in a porous medium with multiple fluid compartments. We introduce a new numerical formulation and a…

Numerical Analysis · Mathematics 2020-03-24 Eleonora Piersanti , Marie E. Rognes , Kent-Andre Mardal

This paper presents a robust, distributed algorithm to solve general linear programs. The algorithm design builds on the characterization of the solutions of the linear program as saddle points of a modified Lagrangian function. We show…

Optimization and Control · Mathematics 2014-09-26 Dean Richert , Jorge Cortes

We address the problem of preconditioning a sequence of saddle point linear systems arising in the solution of PDE-constrained optimal control problems via active-set Newton methods, with control and (regularized) state constraints. We…

Numerical Analysis · Mathematics 2015-05-25 Margherita Porcelli , Valeria Simoncini , Mattia Tani

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…

Numerical Analysis · Mathematics 2023-07-19 Jinchao Xu , Kai Yang

A crucial challenge in engineering modern, integrated systems is to produce robust designs. Ensuring robust design is difficult because subsystem couplings produce unpredictable response to changes in whole system specifications. Here, we…

Physics and Society · Physics 2020-10-13 Andrei A. Klishin , Alec Kirkley , David J. Singer , Greg van Anders