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In this article, we establish a class of new accelerated modulus-based iteration methods for solving the linear complementarity problem. When the system matrix is an $H_+$-matrix, we present appropriate criteria for the convergence…

Optimization and Control · Mathematics 2023-05-05 Bharat Kumar , Deepmala , A. K. Das

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

In this contribution, we introduce an efficient method for solving the optimal control problem for an unconstrained nonlinear switched system with an arbitrary cost function. We assume that the sequence of the switching modes are given but…

Systems and Control · Computer Science 2017-11-08 Farbod Farshidian , Maryam Kamgarpour , Diego Pardo , Jonas Buchli

Simulating diffusion in heterogeneous media presents a significant computational challenge, as resolving microscopic physical scales traditionally demands excessively fine computational grids. To overcome this barrier, we extend the…

Numerical Analysis · Mathematics 2026-05-12 Eric T. Chung , Lijian Jiang , Mengnan Li , Yajun Wang

The decomposition method which makes the parallel solution of the block-tridiagonal matrix systems possible is presented. The performance of the method is analytically estimated based on the number of elementary multiplicative operations…

Computational Physics · Physics 2015-05-27 P. A. Belov , E. R. Nugumanov , S. L. Yakovlev

We propose new primal-dual decomposition algorithms for solving systems of inclusions involving sums of linearly composed maximally monotone operators. The principal innovation in these algorithms is that they are block-iterative in the…

Optimization and Control · Mathematics 2015-11-30 Patrick L. Combettes , Jonathan Eckstein

This work continues a line of works on developing partially explicit methods for multiscale problems. In our previous works, we have considered linear multiscale problems, where the spatial heterogeneities are at subgrid level and are not…

Numerical Analysis · Mathematics 2021-08-31 Eric T. Chung , Yalchin Efendiev , Wing Tat Leung , Wenyuan Li

Coupled multi-physics problems are encountered in countless applications and pose significant numerical challenges. Although monolithic approaches offer possibly the best solution strategy, they often require ad-hoc preconditioners and…

Numerical Analysis · Mathematics 2023-11-08 Roberto Nuca , Erlend Storvik , Florin A. Radu , Matteo Icardi

Block coordinate descent (BCD) methods approach optimization problems by performing gradient steps along alternating subgroups of coordinates. This is in contrast to full gradient descent, where a gradient step updates all coordinates…

Numerical Analysis · Mathematics 2019-07-29 Simon Rabanser , Lukas Neumann , Markus Haltmeier

In approximating solutions of nonstationary problems, various approaches are used to compute the solution at a new time level from a number of simpler (sub-)problems. Among these approaches are splitting methods. Standard splitting schemes…

Numerical Analysis · Mathematics 2020-08-20 Yalchin Efendiev , Petr N. Vabishchevich

This paper presents the results of a preliminary experimental investigation of the performance of a stationary iterative method based on a block staircase splitting for solving singular systems of linear equations arising in Markov chain…

Numerical Analysis · Mathematics 2023-02-16 V. Besozzi , M. Della Bartola , L. Gemignani

The alternating minimization (AM) method is a fundamental method for minimizing convex functions whose variable consists of two blocks. How to efficiently solve each subproblems when applying the AM method is the most concerned task. In…

Optimization and Control · Mathematics 2015-01-16 Hui Zhang , Lizhi Cheng

In this paper we study the convex problem of optimizing the sum of a smooth function and a compactly supported non-smooth term with a specific separable form. We analyze the block version of the generalized conditional gradient method when…

Optimization and Control · Mathematics 2015-09-28 Amir Beck , Edouard Pauwels , Shoham Sabach

We present an efficient preconditioner for linear problems $A x=y$. It guarantees monotonic convergence of the memory-efficient fixed-point iteration for all accretive systems of the form $A = L + V$, where $L$ is an approximation of $A$,…

Numerical Analysis · Mathematics 2023-10-02 Tom Vettenburg , Ivo M. Vellekoop

An efficient multigrid method is proposed to compute the ground state solution of Bose-Einstein condensations by the finite element method based on the combination of the multigrid method for nonlinear eigenvalue problem and an efficient…

Numerical Analysis · Mathematics 2017-12-12 Hehu Xie , Fei Xu , Ning Zhang

This paper introduces a discretization-accurate stopping criterion of symmetric iterative methods for solving systems of algebraic equations resulting from the finite element approximation. The stopping criterion consists of the evaluations…

Numerical Analysis · Mathematics 2019-09-19 Zhiqiang Cai , Shuhao Cao , Robert D. Falgout

We study the problem of minimizing the sum of potentially non-differentiable convex cost functions with partially overlapping dependences in an asynchronous manner, where communication in the network is not coordinated. We study the…

Optimization and Control · Mathematics 2021-02-17 Yankai Lin , Iman Shames , Dragan Nesic

We derive a new parallel-in-time approach for solving large-scale optimization problems constrained by time-dependent partial differential equations arising from fluid dynamics. The solver involves the use of a block circulant approximation…

Numerical Analysis · Mathematics 2024-05-30 Bernhard Heinzelreiter , John W. Pearson

The three-step alternating iteration scheme for finding an iterative solution of a singular (non-singular) linear systems in a faster way was introduced by Nandi {\it et al.} [Numer. Algorithms; 84 (2) (2020) 457-483], recently. The authors…

Numerical Analysis · Mathematics 2023-05-09 Vaibhav Shekhar , Punit Sharma

In this paper, we propose a new framework for solving a general dynamic optimal stopping problem without time consistency. A sophisticated solution is proposed and is well-defined for any time setting with general flows of objectives. A…

Optimization and Control · Mathematics 2026-02-02 Hanqing Jin , Yanzhao Yang