Related papers: A primal-dual approach for solving conservation la…
A class of distributed optimization problem with a globally coupled equality constraint and local constrained sets is studied in this paper. For its special case where local constrained sets are absent, an augmented primal-dual gradient…
A new iterative technique is presented for solving of initial value problem for certain classes of multidimensional linear and nonlinear partial differential equations. Proposed iterative scheme does not require any discretization,…
In this paper we propose a class of randomized primal-dual methods to contend with large-scale saddle point problems defined by a convex-concave function $\mathcal{L}(\mathbf{x},y)\triangleq\sum_{i=1}^m f_i(x_i)+\Phi(\mathbf{x},y)-h(y)$. We…
We study the sequential decision making problem of maximizing the expected total reward while satisfying a constraint on the expected total utility. We employ the natural policy gradient method to solve the discounted infinite-horizon…
The Variation Evolving Method (VEM) that originates from the continuous-time dynamics stability theory seeks the optimal solutions with variation evolution principle. After establishing the first and the second evolution equations within…
This paper introduces an adaptive time splitting technique for the solution of stiff evolutionary PDEs that guarantees an effective error control of the simulation, independent of the fastest physical time scale for highly unsteady…
This article is devoted to the construction of a new class of semi-Lagrangian (SL) schemes with implicit-explicit (IMEX) Runge-Kutta (RK) time stepping for PDEs involving multiple space-time scales. The semi-Lagrangian (SL) approach fully…
This paper is devoted to the design of efficient primal-dual algorithm (PDA) for solving convex optimization problems with known saddle-point structure. We present a new PDA with larger acceptable range of parameters and correction, which…
In contrast with many other convex optimization classes, state-of-the-art semidefinite programming solvers are yet unable to efficiently solve large scale instances. This work aims to reduce this scalability gap by proposing a novel…
When dealing with stiff conservation laws, explicit time integration forces to employ very small time steps, due to the restrictive CFL stability condition. Implicit methods offer an alternative, yielding the possibility to choose the time…
In this paper, we present two stepsize strategies for the extended Golden Ratio primal-dual algorithm (E-GRPDA) designed to address structured convex optimization problems in finite-dimensional real Hilbert spaces. The first rule features a…
This paper explores numerical methods for solving a convex differentiable semi-infinite program. We introduce a primal-dual gradient method which performs three updates iteratively: a momentum gradient ascend step to update the constraint…
We show that the primal-dual gradient method, also known as the gradient descent ascent method, for solving convex-concave minimax problems can be viewed as an inexact gradient method applied to the primal problem. The gradient, whose exact…
We present a novel structure-preserving semi-implicit finite volume method on vertex-based staggered meshes for the compatible discretization of first order systems of time-dependent partial differential equations (PDEs). The method…
In this paper we present a new high order semi-implicit DG scheme on two-dimensional staggered triangular meshes applied to different nonlinear systems of hyperbolic conservation laws such as advection-diffusion models, incompressible…
The Primal-Dual hybrid gradient (PDHG) method is a powerful optimization scheme that breaks complex problems into simple sub-steps. Unfortunately, PDHG methods require the user to choose stepsize parameters, and the speed of convergence is…
A novel framework for resolving discontinuous solutions of conservation laws, e.g., contact lines, shock waves, and interfaces, using implicit tracking and a high-order discontinuous Galerkin (DG) discretization was introduced in [38].…
We consider the initial/boundary value problem for a diffusion equation involving multiple time-fractional derivatives on a bounded convex polyhedral domain. We analyze a space semidiscrete scheme based on the standard Galerkin finite…
We introduce a family of proximal discontinuous Galerkin methods for variational inequalities, focusing on the obstacle problem as a didactic example. Each member of this family is born from applying a different well-known nonconforming…
We propose a new class of finite element approximations to ideal compressible magnetohydrodynamic equations in smooth regime. Following variational approximations developed for fluid models in the last decade, our discretizations are built…