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Linearized alternating direction method of multipliers (ADMM) as an extension of ADMM has been widely used to solve linearly constrained problems in signal processing, machine leaning, communications, and many other fields. Despite its…

Optimization and Control · Mathematics 2017-11-02 Qinghua Liu , Xinyue Shen , Yuantao Gu

We propose and investigate a novel solution strategy to efficiently and accurately compute approximate solutions to semilinear optimal control problems, focusing on the optimal control of phase field formulations of geometric evolution…

Optimization and Control · Mathematics 2017-02-01 F. Yang , C. Venkataraman , V. Styles , A. Madzvamuse

In this paper we propose a distributed dual gradient algorithm for minimizing linearly constrained separable convex problems and analyze its rate of convergence. In particular, we prove that under the assumption of strong convexity and…

Optimization and Control · Mathematics 2014-10-01 Ion Necoara , Valentin Nedelcu

This paper deals with the efficient numerical solution of single-phase flow problems in fractured porous media. A monolithic multigrid method is proposed for solving two-dimensional arbitrary fracture networks with vertical and/or…

Numerical Analysis · Mathematics 2018-11-06 Andrés Arrarás , Francisco J. Gaspar , Laura Portero , Carmen Rodrigo

The full approximation storage (FAS) scheme is a widely used multigrid method for nonlinear problems. In this paper, a new framework to design and analyze FAS-like schemes for convex optimization problems is developed. The new method, the…

Numerical Analysis · Mathematics 2019-10-22 Long Chen , Xiaozhe Hu , Steven M. Wise

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

We present and analyze a new space-time parallel multigrid method for parabolic equations. The method is based on arbitrarily high order discontinuous Galerkin discretizations in time, and a finite element discretization in space. The key…

Numerical Analysis · Mathematics 2014-11-04 Martin J. Gander , Martin Neumüller

The multigrid V-cycle method is a popular method for solving systems of linear equations. It computes an approximate solution by using smoothing on fine levels and solving a system of linear equations on the coarsest level. Solving on the…

Numerical Analysis · Mathematics 2024-05-08 Petr Vacek , Erin Carson , Kirk M. Soodhalter

Parallel-in-time algorithms have been successfully employed for reducing time-to-solution of a variety of partial differential equations, especially for diffusive (parabolic-type) equations. A major failing of parallel-in-time approaches to…

Numerical Analysis · Mathematics 2019-08-28 Hans De Sterck , Stephanie Friedhoff , Alexander J. M. Howse , Scott P. MacLachlan

We study a multigrid method for solving large linear systems of equations with tensor product structure. Such systems are obtained from stochastic finite element discretization of stochastic partial differential equations such as the…

Numerical Analysis · Mathematics 2017-04-11 Howard C. Elman , Tengfei Su

We study a nonlinear decomposition of a positive definite matrix into two components: the inverse of another positive definite matrix and a symmetric matrix constrained to lie in a prescribed linear subspace. Equivalently, the inverse…

Optimization and Control · Mathematics 2026-01-27 Yan Dolinsky , Or Zuk

We present a novel deep learning approach to approximate the solution of large, sparse, symmetric, positive-definite linear systems of equations. These systems arise from many problems in applied science, e.g., in numerical methods for…

Machine Learning · Computer Science 2022-10-04 Ayano Kaneda , Osman Akar , Jingyu Chen , Victoria Kala , David Hyde , Joseph Teran

Monotone finite difference methods provide stable convergent discretizations of a class of degenerate elliptic and parabolic Partial Differential Equations (PDEs). These methods are best suited to regular rectangular grids, which leads to…

Numerical Analysis · Mathematics 2015-11-19 Adam M. Oberman , Ian Zwiers

An efficient $hp$-multigrid scheme is presented for local discontinuous Galerkin (LDG) discretizations of elliptic problems, formulated around the idea of separately coarsening the underlying discrete gradient and divergence operators. We…

Numerical Analysis · Mathematics 2019-03-14 Daniel Fortunato , Chris H. Rycroft , Robert Saye

This paper introduces a material-aware strength-of-connection measure for smoothed aggregation algebraic multigrid methods, aimed at improving robustness for scalar partial differential equations with heterogeneous and anisotropic material…

Computational Engineering, Finance, and Science · Computer Science 2026-02-06 Max Firmbach , Malachi Phillips , Christian Glusa , Alexander Popp , Christopher M. Siefert , Matthias Mayr

Algebraic Multigrid (AMG) methods are state-of-the-art algebraic solvers for partial differential equations. Still, their efficiency depends heavily on the choice of suitable parameters and/or ingredients. Paradigmatic examples include the…

Numerical Analysis · Mathematics 2026-01-01 Paola F. Antonietti , Matteo Caldana , Lorenzo Gentile , Marco Verani

This paper introduces mixed-integer optimization methods to solve regression problems that incorporate fairness metrics. We propose an exact formulation for training fair regression models. To tackle this computationally hard problem, we…

Machine Learning · Computer Science 2024-12-24 Anna Deza , Andrés Gómez , Alper Atamtürk

In this paper, we propose two novel Robin-type domain decomposition methods based on the two-grid techniques for the coupled Stokes-Darcy system. Our schemes firstly adopt the existing Robin-type domain decomposition algorithm to obtain the…

Numerical Analysis · Mathematics 2021-08-11 Yizhong Sun , Feng Shi , Haibiao Zheng , Heng Li , Fan Wang

We develop a computational framework that leverages the features of sophisticated software tools and numerics to tackle some of the pressing issues in the realm of earth sciences. The algorithms to handle the physics of multiphase flow,…

Computational Engineering, Finance, and Science · Computer Science 2021-02-10 Saumik Dana , Xiaoxi Zhao , Birendra Jha

The paper intends to offer a general overview on what the concept of integrability means for a nonlinear dynamical system and how the symmetry method can be applied for approaching it. After a general part where key problems as direct and…

Mathematical Physics · Physics 2011-11-08 Rodica Cimpoiasu , Radu Constantinescu