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We consider the problem of minimizing a convex, separable, nonsmooth function subject to linear constraints. The numerical method we propose is a block-coordinate extension of the Chambolle-Pock primal-dual algorithm. We prove convergence…

Optimization and Control · Mathematics 2020-03-26 D. Russell Luke , Yura Malitsky

We consider geometric multigrid methods for the solution of linear systems arising from isogeometric discretizations of elliptic partial differential equations. For classical finite elements, such methods are well known to be fast solvers…

Numerical Analysis · Mathematics 2017-05-16 Clemens Hofreither , Stefan Takacs , Walter Zulehner

Block Floating Point (BFP) arithmetic is currently seeing a resurgence in interest because it requires less power, less chip area, and is less complicated to implement in hardware than standard floating point arithmetic. This paper explores…

Numerical Analysis · Mathematics 2023-07-04 Nils Kohl , Stephen F. McCormick , Rasmus Tamstorf

The bottom-up saliency, an early stage of humans' visual attention, can be considered as a binary classification problem between centre and surround classes. Discriminant power of features for the classification is measured as mutual…

Computer Vision and Pattern Recognition · Computer Science 2013-06-07 Anh Cat Le Ngo , Kenneth Li-Minn Ang , Guoping Qiu , Jasmine Kah-Phooi Seng

In the present paper we concentrate on an important issue in constructing a good multigrid solver: the choice of an efficient smoother. We will introduce all-at-once multigrid solvers for optimal control problems which show robust…

Numerical Analysis · Mathematics 2016-01-08 Stefan Takacs

A recent trend in probabilistic inference emphasizes the codification of models in a formal syntax, with suitable high-level features such as individuals, relations, and connectives, enabling descriptive clarity, succinctness and…

Artificial Intelligence · Computer Science 2016-06-15 Martin Mladenov , Vaishak Belle , Kristian Kersting

We consider the numerical solution of time-dependent space tempered fractional diffusion equations. The use of Crank-Nicolson in time and of second-order accurate tempered weighted and shifted Gr\"unwald difference in space leads to dense…

Numerical Analysis · Mathematics 2022-10-12 D. Ahmad , M. Donatelli , M. Mazza , S. Serra-Capizzano , K. Trotti

Large-scale saddle-point problems arise in such machine learning tasks as GANs and linear models with affine constraints. In this paper, we study distributed saddle-point problems (SPP) with strongly-convex-strongly-concave smooth…

Optimization and Control · Mathematics 2022-10-04 Dmitriy Metelev , Alexander Rogozin , Alexander Gasnikov , Dmitry Kovalev

This work considers clustering nodes of a largely incomplete graph. Under the problem setting, only a small amount of queries about the edges can be made, but the entire graph is not observable. This problem finds applications in…

Machine Learning · Computer Science 2021-10-04 Shahana Ibrahim , Xiao Fu

Block coordinate descent is an optimization paradigm that iteratively updates one block of variables at a time, making it quite amenable to big data applications due to its scalability and performance. Its convergence behavior has been…

Optimization and Control · Mathematics 2023-10-13 Liangzu Peng , René Vidal

This paper develops a unified distributed method for solving two classes of constrained networked optimization problems, i.e., optimal consensus problem and resource allocation problem with non-identical set constraints. We first transform…

Optimization and Control · Mathematics 2023-07-17 Yi Huang , Ziyang Meng , Jian Sun , Wei Ren

The complexification of field variables is an elegant approach to attack the sign problem. In one approach one integrates on Lefschetz thimbles: over them, the imaginary part of the action stays constant and can be factored out of the…

High Energy Physics - Lattice · Physics 2020-01-10 Kevin Zambello , Francesco Di Renzo

This paper introduces the Multiple Greedy Quasi-Newton (MGSR1-SP) method, a novel approach to solving strongly-convex-strongly-concave (SCSC) saddle point problems. Our method enhances the approximation of the squared indefinite Hessian…

Artificial Intelligence · Computer Science 2025-06-12 Minheng Xiao , Zhizhong Wu

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

Consider the classical problem of solving a general linear system of equations $Ax=b$. It is well known that the (successively over relaxed) Gauss-Seidel scheme and many of its variants may not converge when $A$ is neither diagonally…

Optimization and Control · Mathematics 2019-05-14 Meisam Razaviyayn , Mingyi Hong , Navid Reyhanian , Zhi-Quan Luo

This paper proposes an asymmetric perturbation technique for solving bilinear saddle-point optimization problems, commonly arising in minimax problems, game theory, and constrained optimization. Perturbing payoffs or values is known to be…

Optimization and Control · Mathematics 2026-02-16 Kenshi Abe , Mitsuki Sakamoto , Kaito Ariu , Atsushi Iwasaki

Stochastic nonconvex-concave min-max saddle point problems appear in many machine learning and control problems including distributionally robust optimization, generative adversarial networks, and adversarial learning. In this paper, we…

Optimization and Control · Mathematics 2023-09-12 Morteza Boroun , Zeinab Alizadeh , Afrooz Jalilzadeh

Network-topology inference from (vertex) signal observations is a prominent problem across data-science and engineering disciplines. Most existing schemes assume that observations from all nodes are available, but in many practical…

Methodology · Statistics 2021-11-11 Andrei Buciulea , Samuel Rey , Antonio G. Marques

We develop a variational minimax method for detecting maximal saddle-node bifurcations in abstract nonlinear equations. Unlike continuation and path-following techniques, the method identifies the critical parameter directly as an extremal…

Analysis of PDEs · Mathematics 2026-05-19 Y. Sh. Il'yasov

The discretization of Cahn-Hilliard equation with obstacle potential leads to a block 2 by 2 non-linear system, where the p1, 1q block has a non-linear and non-smooth term. Recently a globally convergent Newton Schur method was proposed for…

Numerical Analysis · Computer Science 2021-09-22 Pawan Kumar