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Discrete variational methods show excellent performance in numerical simulations of different mechanical systems. In this paper, we introduce an iterative procedure for the solution of discrete variational equations for boundary value…

Optimization and Control · Mathematics 2022-06-22 Sebastián J. Ferraro , David Martín de Diego , Rodrigo Takuro Sato Martín de Almagro

Problems from graph drawing, spectral clustering, network flow and graph partitioning can all be expressed in terms of graph Laplacian matrices. There are a variety of practical approaches to solving these problems in serial. However, as…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-07-12 Tristan Konolige , Jed Brown

We propose a parallel adaptive constraint-tightening approach to solve a linear model predictive control problem for discrete-time systems, based on inexact numerical optimization algorithms and operator splitting methods. The underlying…

Optimization and Control · Mathematics 2015-03-24 Laura Ferranti , Tamas Keviczky

Discrete variational methods have shown an excellent performance in numerical simulations of different mechanical systems. In this paper, we introduce an iterative method for discrete variational methods appropriate for boundary value…

Numerical Analysis · Mathematics 2021-09-14 Sebastián J. Ferraro , David Martín de Diego , Rodrigo T. Sato Martín de Almagro

Model predictive control (MPC) is a powerful framework for optimal control of dynamical systems. However, MPC solvers suffer from a high computational burden that restricts their application to systems with low sampling frequency. This…

Optimization and Control · Mathematics 2025-03-12 Casian Iacob , Hany Abdulsamad , Simo Särkkä

Standard gradient-based iteration algorithms for optimization, such as gradient descent and its various proximal-based extensions to nonsmooth problems, are known to converge slowly for ill-conditioned problems, sometimes requiring many…

Numerical Analysis · Mathematics 2026-03-24 G. H. M. Araújo , O. A. Krzysik , H. De Sterck

We contribute improvements to a Lagrangian dual solution approach applied to large-scale optimization problems whose objective functions are convex, continuously differentiable and possibly nonlinear, while the non-relaxed constraint set is…

Optimization and Control · Mathematics 2019-08-09 Brian Dandurand , Natashia Boland , Jeffrey Christiansen , Andrew Eberhard , Fabricio Oliveira

In view of the existing limitations of sequential computing, parallelization has emerged as an alternative in order to improve the speedup of numerical simulations. In the framework of evolutionary problems, space-time parallel methods…

Numerical Analysis · Mathematics 2025-02-13 Andrés Arrarás , Francisco J. Gaspar , Iñigo Jimenez-Ciga , Laura Portero

We develop two new variants of alternating direction methods of multipliers (ADMM) and two parallel primal-dual decomposition algorithms to solve a wide range class of constrained convex optimization problems. Our approach relies on a novel…

Optimization and Control · Mathematics 2018-06-15 Quoc Tran-Dinh , Yuzixuan Zhu

Discretizations of infinite-dimensional variational inequalities lead to linear and nonlinear complementarity problems with many degrees of freedom. To solve these problems in a parallel computing environment, we propose two active-set…

Optimization and Control · Mathematics 2007-05-23 Steven J. Benson , Todd S. Munson

This paper proposes a general formulation for temporal parallelisation of dynamic programming for optimal control problems. We derive the elements and associative operators to be able to use parallel scans to solve these problems with…

Optimization and Control · Mathematics 2022-01-25 Simo Särkkä , Ángel F. García-Fernández

Mixed integer nonlinear programming (MINLP) problems are encountered in modeling a physical/industrial process consisting both nonlinearity and discrete selective parameters. There are variety of algorithms for solving MINLP problems most…

Optimization and Control · Mathematics 2024-05-17 Negin Bagherpour , Mahdi Sharifzadeh

The continuous nonlinear resource allocation problem (CONRAP) has broad applications in economics, engineering, production and inventory management, and often serves as a subproblem in complex programming. Without relying on monotonicity…

Optimization and Control · Mathematics 2025-01-10 Kaixiang Hu , Caixia Kou , Jianhua Yuan

A parallel-in-time algorithm based on an augmented Lagrangian approach is proposed to solve four-dimensional variational (4D-Var) data assimilation problems. The assimilation window is divided into multiple sub-intervals that allows to…

Numerical Analysis · Computer Science 2016-04-20 Vishwas Rao , Adrian Sandu

In this paper, we focus on nonlinear infinite-norm minimization problems that have many applications, especially in computer science and operations research. We set a reliable Lagrangian dual aproach for solving this kind of problems in…

Computational Complexity · Computer Science 2011-06-07 Wajeb Gharibi , Yong Xia

We present an adaptive methodology for the solution of (linear and) non-linear time dependent problems that is especially tailored for massively parallel computations. The basic concept is to solve for large blocks of space-time unknowns…

Computational Physics · Physics 2016-08-30 Robert Dyja , Baskar Ganapathysubramanian , Kristoffer G. van der Zee

This paper describes a massively parallel algebraic multigrid method based on non-smoothed aggregation. It is especially suited for solving heterogeneous elliptic problems as it uses a greedy heuristic algorithm for the aggregation that…

Numerical Analysis · Mathematics 2013-10-01 Markus Blatt , Olaf Ippisch , Peter Bastian

In the paper, we introduce several accelerate iterative algorithms for solving the multiple-set split common fixed-point problem of quasi-nonexpansive operators in real Hilbert space. Based on primal-dual method, we construct several…

Optimization and Control · Mathematics 2023-06-08 Chenzheng Guo , Jing Zhao

This study develops an algorithm for distributed computing of linear programming problems of huge-scales. Global consensus with single common variable, multiblocks, and augmented Lagrangian are adopted. The consensus is used to partition…

Optimization and Control · Mathematics 2025-08-07 Luoyi Tao

This paper is devoted to the theoretical and numerical investigation of an augmented Lagrangian method for the solution of optimization problems with geometric constraints. Specifically, we study situations where parts of the constraints…

Optimization and Control · Mathematics 2022-04-20 Xiaoxi Jia , Christian Kanzow , Patrick Mehlitz , Gerd Wachsmuth
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