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Solving sparse linear systems from discretized PDEs is challenging. Direct solvers have in many cases quadratic complexity (depending on geometry), while iterative solvers require problem dependent preconditioners to be robust and…

Numerical Analysis · Mathematics 2017-03-14 Kai Yang , Hadi Pouransari , Eric Darve

Linear solvers are major computational bottlenecks in a wide range of decision support and optimization computations. The challenges become even more pronounced on heterogeneous hardware, where traditional sparse numerical linear algebra…

Computational Engineering, Finance, and Science · Computer Science 2024-01-26 Kasia Świrydowicz , Nicholson Koukpaizan , Maksudul Alam , Shaked Regev , Michael Saunders , Slaven Peleš

Isogeometric analysis (IgA) offers enhanced approximation capabilities for the discretization of elliptic boundary-value problems, yet it results in large, sparse, and increasingly ill-conditioned linear systems due to higher…

Numerical Analysis · Mathematics 2026-05-01 Pasqua D'Ambra , Fabio Durastante , Salvatore Filippone

Solving different types of optimization models (including parameters fitting) for support vector machines on large-scale training data is often an expensive computational task. This paper proposes a multilevel algorithmic framework that…

Machine Learning · Statistics 2014-10-14 Talayeh Razzaghi , Ilya Safro

Inversion of sparse matrices with standard direct solve schemes is robust, but computationally expensive. Iterative solvers, on the other hand, demonstrate better scalability; but, need to be used with an appropriate preconditioner (e.g.,…

Numerical Analysis · Mathematics 2017-09-28 Hadi Pouransari , Pieter Coulier , Eric Darve

Optimization-based solvers play a central role in a wide range of signal processing and communication tasks. However, their applicability in latency-sensitive systems is limited by the sequential nature of iterative methods and the high…

Signal Processing · Electrical Eng. & Systems 2026-03-12 Dvir Avrahami , Amit Milstein , Caroline Chaux , Tirza Routtenberg , Nir Shlezinger

This paper describes a new MATLAB software package of iterative regularization methods and test problems for large-scale linear inverse problems. The software package, called IR Tools, serves two related purposes: we provide implementations…

Numerical Analysis · Mathematics 2018-07-03 Silvia Gazzola , Per Christian Hansen , James G. Nagy

This paper introduces a novel two-stage machine learning-based surrogate modeling framework to address inverse problems in scientific and engineering fields. In the first stage of the proposed framework, a machine learning model termed the…

Machine Learning · Computer Science 2024-01-05 Farhad Pourkamali-Anaraki , Jamal F. Husseini , Evan J. Pineda , Brett A. Bednarcyk , Scott E. Stapleton

Modern computationally-intensive applications often operate under time constraints, necessitating acceleration methods and distribution of computational workloads across multiple entities. However, the outcome is either achieved within the…

Information Theory · Computer Science 2024-02-13 Homa Esfahanizadeh , Alejandro Cohen , Shlomo Shamai , Muriel Medard

Efficient numerical solvers for partial differential equations empower science and engineering. One of the commonly employed numerical solvers is the preconditioned conjugate gradient (PCG) algorithm which can solve large systems to a given…

Numerical Analysis · Mathematics 2023-09-07 Yichen Li , Peter Yichen Chen , Tao Du , Wojciech Matusik

Constrained optimization problems appear in a wide variety of challenging real-world problems, where constraints often capture the physics of the underlying system. Classic methods for solving these problems rely on iterative algorithms…

Systems and Control · Electrical Eng. & Systems 2023-06-13 Meiyi Li , Soheil Kolouri , Javad Mohammadi

We consider a linear iterative solver for large scale linearly constrained quadratic minimization problems that arise, for example, in optimization with PDEs. By a primal-dual projection (PDP) iteration, which can be interpreted and…

Optimization and Control · Mathematics 2020-12-07 Anton Schiela , Matthias Stöcklein , Martin Weiser

In the era of big data, one of the key challenges is the development of novel optimization algorithms that can accommodate vast amounts of data while at the same time satisfying constraints and limitations of the problem under study. The…

Optimization and Control · Mathematics 2019-09-27 Nicolas Loizou

Recent works in learning-integrated optimization have shown promise in settings where the optimization problem is only partially observed or where general-purpose optimizers perform poorly without expert tuning. By learning an optimizer…

Machine Learning · Computer Science 2023-11-06 Arman Zharmagambetov , Brandon Amos , Aaron Ferber , Taoan Huang , Bistra Dilkina , Yuandong Tian

Recent work in deep learning has opened new possibilities for solving classical algorithmic tasks using end-to-end learned models. In this work, we investigate the fundamental task of solving linear systems, particularly those that are…

Machine Learning · Computer Science 2025-11-19 Pietro Sittoni , Francesco Tudisco

In this paper, we propose a computationally efficient iterative algorithm for proper orthogonal decomposition (POD) using random sampling based techniques. In this algorithm, additional rows and columns are sampled and a merging technique…

Numerical Analysis · Mathematics 2020-11-23 Charumathi V , M. Ramakrishna , Vinita Vasudevan

In this paper, we propose a computationally efficient iterative algorithm for proper orthogonal decomposition (POD) using random sampling based techniques. In this algorithm, additional rows and columns are sampled and a merging technique…

Numerical Analysis · Computer Science 2021-07-07 V. Charumathi , M. Ramakrishna , Vinita Vasudevan

Recent advancements in quantum computing and quantum-inspired algorithms have sparked renewed interest in binary optimization. These hardware and software innovations promise to revolutionize solution times for complex problems. In this…

Solving the indefinite Helmholtz equation is not only crucial for the understanding of many physical phenomena but also represents an outstandingly-difficult benchmark problem for the successful application of numerical methods. Here we…

Numerical Analysis · Mathematics 2022-04-29 Jonas Schmitt , Harald Köstler

The geometric multigrid algorithm is an efficient numerical method for solving a variety of elliptic partial differential equations (PDEs). The method damps errors at progressively finer grid scales, resulting in faster convergence compared…

Numerical Analysis · Mathematics 2024-03-14 Francisco Holguin , GS Sidharth , Gavin Portwood