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We propose an augmented Lagrangian-based preconditioner to accelerate the convergence of Krylov subspace methods applied to linear systems of equations with a block three-by-three structure such as those arising from mixed finite element…

Numerical Analysis · Mathematics 2023-10-26 Fatemeh P. A. Beik , Michele Benzi

The paper compares standard iterative methods for solving the generalized Stokes problem arising from the time and space approximation of the time-dependent incompressible Navier-Stokes equations. Various preconditioning techniques are…

Numerical Analysis · Mathematics 2025-01-14 Melvin Creff , Jean-Luc Guermond

A proximal safeguarded augmented Lagrangian method for minimizing the difference of convex (DC) functions over a nonempty, closed and convex set with additional linear equality as well as convex inequality constraints is presented. Thereby,…

Optimization and Control · Mathematics 2026-04-01 Christian Kanzow , Tanja Neder

This paper presents a fast first-order method for solving the quasi-static contact problem with the Coulomb friction. It is known that this problem can be formulated as a second-order cone linear complementarity problem, for which…

Optimization and Control · Mathematics 2022-12-21 Yoshihiro Kanno

We present a convex formulation of compliant frictional contact and a robust, performant method to solve it in practice. By analytically eliminating contact constraints, we obtain an unconstrained convex problem. Our solver has proven…

Computational Engineering, Finance, and Science · Computer Science 2022-06-24 Alejandro Castro , Frank Permenter , Xuchen Han

We introduce a preconditioner for a hybridizable discontinuous Galerkin discretization of the linearized Navier-Stokes equations at high Reynolds number. The preconditioner is based on an augmented Lagrangian approach of the full…

Numerical Analysis · Mathematics 2025-12-03 Alexander D. Lindsay , Sander Rhebergen , Ben S. Southworth

We present preconditioning techniques to solve linear systems of equations with a block two-by-two and three-by-three structure arising from finite element discretizations of the fictitious domain method with Lagrange multipliers. In…

Numerical Analysis · Mathematics 2026-03-09 Michele Benzi , Marco Feder , Luca Heltai , Federica Mugnaioni

Operators with fractional perturbations are crucial components for robust preconditioning of interface-coupled multiphysics systems. However, in case the perturbation is strong, standard approaches can fail to provide scalable approximation…

Numerical Analysis · Mathematics 2022-12-01 Miroslav Kuchta

We propose a partitioned method for the monolithic formulation of the Stokes-Biot system that incorporates Lagrange multipliers enforcing the interface conditions. The monolithic system is discretized using finite elements, and we establish…

Numerical Analysis · Mathematics 2026-01-21 Amy de Castro , Hyesuk Lee

In this paper, we propose an operator-inference-based reduction approach for contact problems, leveraging snapshots from simulations without active contact. Contact problems are solved using adjoint methods, by switching to the dual system,…

Numerical Analysis · Mathematics 2025-05-26 Diana Manvelyan-Stroot , Yevgeniya Filanova , Igor Pontes Duff , Peter Benner , Utz Wever

This work presents a strongly coupled partitioned method for fluid-structure interaction (FSI) problems based on a monolithic formulation of the system which employs a Lagrange multiplier. We prove that both the semi-discrete and fully…

Numerical Analysis · Mathematics 2023-05-01 Amy de Castro , Hyesuk Lee , Margaret M. Wiecek

First-order methods have been popularly used for solving large-scale problems. However, many existing works only consider unconstrained problems or those with simple constraint. In this paper, we develop two first-order methods for…

Optimization and Control · Mathematics 2017-11-23 Yangyang Xu

Large-scale contact mechanics simulations are crucial in many engineering fields such as structural design and manufacturing. In the frictionless case, contact can be modeled by minimizing an energy functional; however, these problems are…

In this paper, a new block preconditioner is proposed for the saddle point problem arising from the Neumann boundary control problem. In order to deal with the singularity of the stiffness matrix, the saddle point problem is first extended…

Numerical Analysis · Mathematics 2024-07-31 Chaojie Wang , Xuan Zhang , Xingding Chen

We develop a novel iterative solution method for the incompressible Navier-Stokes equations with boundary conditions coupled with reduced models. The iterative algorithm is designed based on the variational multiscale formulation and the…

Numerical Analysis · Mathematics 2020-06-24 Ju Liu , Weiguang Yang , Melody Dong , Alison L. Marsden

We present a robust and scalable solver for direct-forcing immersed boundary simulations, based on a preconditioned SIMPLE algorithm. The method applies block elimination to the pressure-force coupled system, and utilizes the discrete…

Computational Physics · Physics 2026-02-17 Rachel Yovel , Eran Treister , Yuri Feldman

We propose a robust and efficient augmented Lagrangian-type preconditioner for solving linearizations of the Oseen-Frank model arising in cholesteric liquid crystals. By applying the augmented Lagrangian method, the Schur complement of the…

Numerical Analysis · Mathematics 2020-12-14 Jingmin Xia , Patrick E. Farrell , Florian Wechsung

Use of the stochastic Galerkin finite element methods leads to large systems of linear equations obtained by the discretization of tensor product solution spaces along their spatial and stochastic dimensions. These systems are typically…

Numerical Analysis · Mathematics 2014-07-17 Bedřich Sousedík , Roger G. Ghanem , Eric T. Phipps

Motivated by robotic trajectory optimization problems we consider the Augmented Lagrangian approach to constrained optimization. We first propose an alternative augmentation of the Lagrangian to handle the inequality case (not based on…

Optimization and Control · Mathematics 2014-12-16 Marc Toussaint

We present a framework for upper bounding the number of iterations required by first-order optimization algorithms implementing constrained LQR controllers. We derive new bounds for the condition number and extremal eigenvalues of the…

Optimization and Control · Mathematics 2019-02-07 Ian McInerney , Eric C. Kerrigan , George A. Constantinides