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In this paper, we propose a generalized shift-splitting (GSS) preconditioner, along with its two relaxed variants to solve the double saddle point problem (DSPP). The convergence of the associated GSS iterative method is analyzed, and…

Numerical Analysis · Mathematics 2025-07-08 Sk. Safique Ahmad , Pinki Khatun

We study acceleration and preconditioning strategies for a class of Douglas-Rachford methods aiming at the solution of convex-concave saddle-point problems associated with Fenchel-Rockafellar duality. While the basic iteration converges…

Optimization and Control · Mathematics 2016-04-22 Kristian Bredies , Hongpeng Sun

In this paper, we introduce a multilevel algorithm for approximating variational formulations of symmetric saddle point systems. The algorithm is based on availability of families of stable finite element pairs and on the availability of…

Numerical Analysis · Mathematics 2013-05-14 Constantin Bacuta

This paper proposes a new preconditioning scheme for a linear system with a saddle-point structure arising from a hybrid approximation scheme on the sphere, an approximation scheme that combines (local) spherical radial basis functions and…

Numerical Analysis · Mathematics 2010-09-23 Q. T. Le Gia , Ian H. Sloan , Andrew J. Wathen

We study a preconditioner for a Hermitian positive definite linear system, which is obtained as the solution of a matrix nearness problem based on the Bregman log determinant divergence. The preconditioner is of the form of a Hermitian…

Numerical Analysis · Mathematics 2023-12-15 Andreas Bock , Martin S. Andersen

Using the framework of operator or Calder\'on preconditioning, uniform preconditioners are constructed for elliptic operators discretized with continuous finite (or boundary) elements. The preconditioners are constructed as the composition…

Numerical Analysis · Mathematics 2021-10-27 Rob Stevenson , Raymond van Venetië

This work is concerned with the numerical solution of large-scale symmetric positive definite matrix equations of the form $A_1XB_1^\top + A_2XB_2^\top + \dots + A_\ell X B_\ell^\top = F$, as they arise from discretized partial differential…

Numerical Analysis · Mathematics 2024-12-04 Ivan Bioli , Daniel Kressner , Leonardo Robol

There has been a growing interest in parallel strategies for solving trajectory optimization problems. One key step in many algorithmic approaches to trajectory optimization is the solution of moderately-large and sparse linear systems.…

Optimization and Control · Mathematics 2024-03-05 Xueyi Bu , Brian Plancher

Preconditioning for multilevel Toeplitz systems has long been a focal point of research in numerical linear algebra. In this work, we develop a novel preconditioning method for a class of nonsymmetric multilevel Toeplitz systems, which…

Numerical Analysis · Mathematics 2024-09-25 Yuan-Yuan Huang , Sean Y. Hon , Lot-Kei Chou , Siu-Long Lei

This article considers the iterative solution of a finite element discretisation of the magma dynamics equations. In simplified form, the magma dynamics equations share some features of the Stokes equations. We therefore formulate, analyse…

Numerical Analysis · Mathematics 2016-07-08 Sander Rhebergen , Garth N. Wells , Richard F. Katz , Andrew J. Wathen

We propose a preconditioner to accelerate the convergence of the GMRES iterative method for solving the system of linear equations obtained from discretize-then-optimize approach applied to optimal control problems constrained by a partial…

Numerical Analysis · Mathematics 2019-11-15 Hamid Mirchi , Davod Khojasteh Salkuyeh

In recent years, there has been a renewed interest in preconditioning for multilevel Toeplitz systems, a research field that has been extensively explored over the past several decades. This work introduces novel preconditioning strategies…

Numerical Analysis · Mathematics 2024-10-01 Sean Y. Hon , Congcong Li , Rosita L. Sormani , Rolf Krause , Stefano Serra-Capizzano

We propose a uniform block-diagonal preconditioner for condensed $H$(div)-conforming HDG schemes for parameter-dependent saddle point problems, including the generalized Stokes equations and the linear elasticity equations. An optimal…

Numerical Analysis · Mathematics 2022-06-23 Guosheng Fu , Wenzheng Kuang

Widely employed for the accurate solution of the electroencephalography forward problem, the symmetric formulation gives rise to a first kind, ill-conditioned operator ill-suited for complex modelling scenarios. This work presents a novel…

Numerical Analysis · Mathematics 2022-04-15 Viviana Giunzioni , John E. Ortiz G. , Adrien Merlini , Simon B. Adrian , Francesco P. Andriulli

We explore a scaled spectral preconditioner for the efficient solution of sequences of symmetric and positive-definite linear systems. We design the scaled preconditioner not only as an approximation of the inverse of the linear system but…

Numerical Analysis · Mathematics 2024-10-04 Youssef Diouane , Selime Gürol , Oussama Mouhtal , Dominique Orban

Based on the needs of convergence proofs of preconditioned proximal point methods, we introduce notions of partial strong submonotonicity and partial (metric) subregularity of set-valued maps. We study relationships between these two…

Optimization and Control · Mathematics 2020-03-02 Tuomo Valkonen

In this paper, we study fast iterative solvers for the solution of fourth order parabolic equations discretized by mixed finite element methods. We propose to use consistent mass matrix in the discretization and use lumped mass matrix to…

Numerical Analysis · Mathematics 2016-02-26 Bin Zheng , Luoping Chen , Xiaozhe Hu , Long Chen , Ricardo H. Nochetto , Jinchao Xu

We study first-order methods with preconditioning for solving structured nonlinear convex optimization problems. We propose a new family of preconditioners generated by symmetric polynomials. They provide first-order optimization methods…

Optimization and Control · Mathematics 2023-01-31 Nikita Doikov , Anton Rodomanov

When solving linear systems with nonsymmetric Toeplitz or multilevel Toeplitz matrices using Krylov subspace methods, the coefficient matrix may be symmetrized. The preconditioned MINRES method can then be applied to this symmetrized…

Numerical Analysis · Mathematics 2019-04-15 Jennifer Pestana

We consider a generic convex-concave saddle point problem with separable structure, a form that covers a wide-ranged machine learning applications. Under this problem structure, we follow the framework of primal-dual updates for saddle…

Machine Learning · Statistics 2015-06-15 Zhanxing Zhu , Amos J. Storkey
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