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We propose a sparse interpolation construction and a practical coarsening algorithm for the algebraic multigrid (AMG) method, tailored towards H(curl). Building on the generalized AMG framework, we introduce an interior/exterior splitting…

Numerical Analysis · Mathematics 2026-03-02 Taoli Shen , James Brannick , Robert Falgout , Karsten Kahl , Jacob Schroder

When approximating the expectations of a functional of a solution to a stochastic differential equation, the numerical performance of deterministic quadrature methods, such as sparse grid quadrature and quasi-Monte Carlo (QMC) methods, may…

Computational Finance · Quantitative Finance 2022-11-24 Christian Bayer , Chiheb Ben Hammouda , Raúl Tempone

In the present paper we propose a novel convergence analysis of the Alternating Direction Methods of Multipliers (ADMM), based on its equivalence with the overrelaxed Primal-Dual Hybrid Gradient (oPDHG) algorithm. We consider the smooth…

Optimization and Control · Mathematics 2017-01-19 Pauline Tan

Composite optimization problems, where a smooth loss is combined with a nonsmooth regularizer, are common in machine learning and inverse problems. In this work, we study a proximal extension of NAG-GS, a semi-implicit accelerated method…

Optimization and Control · Mathematics 2026-05-27 Sikeh Gisele Wiykiynyuy , Kelvin Asu Ekuri , Valentin Leplat

We focus on the problem of minimizing the sum of smooth component functions (where the sum is strongly convex) and a non-smooth convex function, which arises in regularized empirical risk minimization in machine learning and distributed…

Optimization and Control · Mathematics 2016-08-08 Nuri Denizcan Vanli , Mert Gurbuzbalaban , Asu Ozdaglar

The alternating direction method of multipliers (ADMM) is a powerful optimization solver in machine learning. Recently, stochastic ADMM has been integrated with variance reduction methods for stochastic gradient, leading to SAG-ADMM and…

Machine Learning · Computer Science 2016-10-18 Shuai Zheng , James T. Kwok

This paper provides a unified and detailed presentation of root-node style algebraic multigrid (AMG). Algebraic multigrid is a popular and effective iterative method for solving large, sparse linear systems that arise from discretizing…

Numerical Analysis · Mathematics 2018-01-30 Thomas A. Manteuffel , Luke N. Olson , Jacob B. Schroder , Ben S. Southworth

We propose a data-driven and machine-learning-based approach to compute non-Galerkin coarse-grid operators in algebraic multigrid (AMG) methods, addressing the well-known issue of increasing operator complexity. Guided by the AMG theory on…

Numerical Analysis · Mathematics 2023-07-18 Ru Huang , Kai Chang , Huan He , Ruipeng Li , Yuanzhe Xi

Graph-based methods have proven to be effective in capturing relationships among points for 3D point cloud analysis. However, these methods often suffer from suboptimal graph structures, particularly due to sparse connections at boundary…

Computer Vision and Pattern Recognition · Computer Science 2026-01-19 Shangbo Yuan , Jie Xu , Ping Hu , Xiaofeng Zhu , Na Zhao

Motivated by applications arising from sensor networks and machine learning, we consider the problem of minimizing a finite sum of nondifferentiable convex functions where each component function is associated with an agent and a…

Optimization and Control · Mathematics 2021-03-22 Harshal D. Kaushik , Farzad Yousefian

The accurate assembly of the system matrix is an important step in any code that solves partial differential equations on a mesh. We either explicitly set up a matrix, or we work in a matrix-free environment where we have to be able to…

Mathematical Software · Computer Science 2020-06-19 Charles D. Murray , Tobias Weinzierl

Large linear systems with sparse, non-symmetric matrices arise in the modeling of Markov chains or in the discretization of convection-diffusion problems. Due to their potential to solve sparse linear systems with an effort that is linear…

Numerical Analysis · Mathematics 2023-08-17 Benjamin Seibold

Obtainable computational efficiency is evaluated when using an Adaptive Mesh Refinement (AMR) strategy in time accurate simulations governed by sets of conservation laws. For a variety of 1D, 2D, and 3D hydro- and magnetohydrodynamic…

Astrophysics · Physics 2009-11-10 R. Keppens , M. Nool , G. Toth , J. P. Goedbloed

In this paper, we develop multigrid solvers for the biharmonic problem in the framework of isogeometric analysis (IgA). In this framework, one typically sets up B-splines on the unit square or cube and transforms them to the domain of…

Numerical Analysis · Mathematics 2019-06-18 Jarle Sogn , Stefan Takacs

We propose the stochastic average gradient (SAG) method for optimizing the sum of a finite number of smooth convex functions. Like stochastic gradient (SG) methods, the SAG method's iteration cost is independent of the number of terms in…

Optimization and Control · Mathematics 2016-05-12 Mark Schmidt , Nicolas Le Roux , Francis Bach

We present the Adaptive Aggregation-based Domain Decomposition Multigrid method extended to the twisted mass fermion discretization action. We show comparisons of results as a function of tuning the parameters that enter the twisted mass…

High Energy Physics - Lattice · Physics 2016-11-04 Simone Bacchio , Costantia Alexandrou , Jacob Finkenrath , Andreas Frommer , Karsten Kahl , Matthias Rottmann

Deep networks have gained immense popularity in Computer Vision and other fields in the past few years due to their remarkable performance on recognition/classification tasks surpassing the state-of-the art. One of the keys to their success…

Machine Learning · Computer Science 2018-06-04 Rudrasis Chakraborty , Chun-Hao Yang , Baba C. Vemuri

We propose a proximal variable smoothing algorithm for a nonsmooth optimization problem whose cost function is the sum of three functions including a weakly convex composite function. The proposed algorithm has a single-loop structure…

Optimization and Control · Mathematics 2025-06-09 Keita Kume , Isao Yamada

Many solid mechanics problems on complex geometries are conventionally solved using discrete boundary methods. However, such an approach can be cumbersome for problems involving evolving domain boundaries due to the need to track boundaries…

Numerical Analysis · Mathematics 2025-06-06 Vinamra Agrawal , Brandon Runnels

In this paper, we study the performance of a large family of SGD variants in the smooth nonconvex regime. To this end, we propose a generic and flexible assumption capable of accurate modeling of the second moment of the stochastic…

Optimization and Control · Mathematics 2020-06-15 Zhize Li , Peter Richtárik