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We consider convex and nonconvex constrained optimization with a partially separable objective function: agents minimize the sum of local objective functions, each of which is known only by the associated agent and depends on the variables…
This paper considers the distributed nonconvex optimization problem of minimizing a global cost function formed by a sum of local cost functions by using local information exchange. We first consider a distributed first-order primal-dual…
We propose a two-level nested preconditioned iterative scheme for solving sparse linear systems of equations in which the coefficient matrix is symmetric and indefinite with relatively small number of negative eigenvalues. The proposed…
Recent years have seen the emergence of nonlinear methods for solving partial differential equations (PDEs), such as physics-informed neural networks (PINNs). While these approaches often perform well in practice, their theoretical analysis…
This paper investigates simple bilevel optimization problems where we minimize an upper-level objective over the optimal solution set of a convex lower-level objective. Existing methods for such problems either only guarantee asymptotic…
We present an adaptive reduced-order model for the efficient time-resolved simulation of fluid-structure interaction problems with complex and non-linear deformations. The model is based on repeated linearizations of the structural balance…
We propose a framework for modeling and solving low-rank optimization problems to certifiable optimality. We introduce symmetric projection matrices that satisfy $Y^2=Y$, the matrix analog of binary variables that satisfy $z^2=z$, to model…
This work proposes a general learned proximal alternating minimization algorithm, LPAM, for solving learnable two-block nonsmooth and nonconvex optimization problems. We tackle the nonsmoothness by an appropriate smoothing technique with…
We apply preconditioning, which is widely used in classical solvers for linear systems $A\textbf{x}=\textbf{b}$, to the variational quantum linear solver. By utilizing incomplete LU factorization as a preconditioner for linear equations…
We investigate the problem of recovering a partially observed high-rank matrix whose columns obey a nonlinear structure such as a union of subspaces, an algebraic variety or grouped in clusters. The recovery problem is formulated as the…
We propose a penalized likelihood framework for estimating multiple precision matrices from different classes. Most existing methods either incorporate no information on relationships between the precision matrices, or require this…
A DualTPD method is proposed for solving nonlinear partial differential equations. The method is characterized by three main features. First, decoupling via Fenchel--Rockafellar duality is achieved, so that nonlinear terms are discretized…
We present a modified version of the PRESB preconditioner for two-by-two block system of linear equations with the coefficient matrix $$\textbf{A}=\left(\begin{array}{cc} F & -G^* G & F \end{array}\right),$$ where $F\in\mathbb{C}^{n\times…
Recent literature has advocated the use of randomized methods for accelerating the solution of various matrix problems arising throughout data science and computational science. One popular strategy for leveraging randomization is to use it…
At the heart of Newton based optimization methods is a sequence of symmetric linear systems. Each consecutive system in this sequence is similar to the next, so solving them separately is a waste of computational effort. Here we describe…
In this paper we propose a randomized primal-dual proximal block coordinate updating framework for a general multi-block convex optimization model with coupled objective function and linear constraints. Assuming mere convexity, we establish…
We introduce a neural-preconditioned iterative solver for Poisson equations with mixed boundary conditions. Typical Poisson discretizations yield large, ill-conditioned linear systems. Iterative solvers can be effective for these problems,…
In this paper, we consider a class of nonconvex problems with linear constraints appearing frequently in the area of image processing. We solve this problem by the penalty method and propose the iteratively reweighted alternating…
In this paper, we develop a nonlinear reduction framework based on our recently introduced extended group finite element method. By interpolating nonlinearities onto approximation spaces defined with the help of finite elements, the…
The problem of finding a vector with the fewest nonzero elements that satisfies an underdetermined system of linear equations is an NP-complete problem that is typically solved numerically via convex heuristics or nicely-behaved non convex…