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The standard algorithms for solving large-scale convex-concave saddle point problems, or, more generally, variational inequalities with monotone operators, are proximal type algorithms which at every iteration need to compute a…

Optimization and Control · Mathematics 2014-06-24 Anatoli Juditsky , Arkadi Nemirovski

In this paper we propose two variants of the substructuring preconditioner for solving three-dimensional elliptic-type equations with strongly discontinuous coefficients. In the new preconditioners, we use the simplest coarse solver…

Numerical Analysis · Mathematics 2016-11-29 Qiya Hu , Shaoliang Hu

This paper derives a discrete dual problem for a prototypical hybrid high-order method for convex minimization problems. The discrete primal and dual problem satisfy a weak convex duality that leads to a priori error estimates with…

Numerical Analysis · Mathematics 2026-04-10 Ngoc Tien Tran

We introduce and analyze a continuous primal-dual dynamical system in the context of the minimization problem $f(x)+g(Ax)$, where $f$ and $g$ are convex functions and $A$ is a linear operator. In this setting, the trajectories of the…

Optimization and Control · Mathematics 2025-06-03 Vassilis Apidopoulos , Cesare Molinari , Juan Peypouquet , Silvia Villa

We consider convex-concave saddle point problems with a separable structure and non-strongly convex functions. We propose an efficient stochastic block coordinate descent method using adaptive primal-dual updates, which enables flexible…

Machine Learning · Statistics 2015-11-24 Zhanxing Zhu , Amos J. Storkey

This study proposes an acceleration technique for the computational challenges in extending the variational deterministic-particle-based scheme (VDS) [Bao et al., Journal of Computational Physics 522 (2025) 113589] to 3D complex fluid…

Computational Physics · Physics 2026-03-16 L. Fang , X. Bao , Z. Song , S. Xu , H. Huang

In this paper we investigate the convergence of a recently popular class of first-order primal-dual algorithms for saddle point problems under the presence of errors occurring in the proximal maps and gradients. We study several types of…

Optimization and Control · Mathematics 2020-02-26 Julian Rasch , Antonin Chambolle

In this paper, we consider the problem of prototype-based vision-language reasoning problem. We observe that existing methods encounter three major challenges: 1) escalating resource demands and prolonging training times, 2) contending with…

Computer Vision and Pattern Recognition · Computer Science 2024-07-12 Yi Zhang , Chun-Wun Cheng , Ke Yu , Zhihai He , Carola-Bibiane Schönlieb , Angelica I. Aviles-Rivero

We study geometric duality for convex vector optimization problems. For a primal problem with a $q$-dimensional objective space, we formulate a dual problem with a $(q+1)$-dimensional objective space. Consequently, different from an…

Optimization and Control · Mathematics 2022-09-27 Çağın Ararat , Simay Tekgül , Firdevs Ulus

Primal-Dual Interior-Point methods are capable of solving constrained convex optimization problems to tight tolerances in a fast and robust manner. The derivatives of the primal-dual solution with respect to the problem matrices can be…

Optimization and Control · Mathematics 2024-06-21 Kevin Tracy , Zachary Manchester

We propose a proximal variable smoothing algorithm for nonsmooth optimization problem with sum of three functions involving weakly convex composite function. The proposed algorithm is designed as a time-varying forward-backward splitting…

Optimization and Control · Mathematics 2025-04-29 Keita Kume , Isao Yamada

The Symmetric Primal-Dual Symplex Pivot Decision Strategy (spdspds) is a novel iterative algorithm to solve linear programming problems. A symplex pivoting operation is simply an exchange between a basic variable and a non-basic variable,…

Optimization and Control · Mathematics 2026-05-19 Keshava Prasad Halemane

The proximal point algorithm (PPA) is the most widely recognized method for solving inclusion problems and serves as the foundation for many numerical algorithms. Despite this popularity, its convergence results have been largely limited to…

Optimization and Control · Mathematics 2024-05-07 Brecht Evens , Pieter Pas , Puya Latafat , Panagiotis Patrinos

The dynamic mode decomposition (DMD) has become a leading tool for data-driven modeling of dynamical systems, providing a regression framework for fitting linear dynamical models to time-series measurement data. We present a simple…

Numerical Analysis · Mathematics 2017-04-11 Travis Askham , J. Nathan Kutz

This paper proposes a provably convergent multiblock ADMM for nonconvex optimization with nonlinear dynamics constraints, overcoming the divergence issue in classical extensions. We consider a class of optimization problems that arise from…

Optimization and Control · Mathematics 2025-06-24 Bowen Li , Ya-xiang Yuan

Variable metric proximal gradient (VM-PG) is a widely used class of convex optimization method. Lately, there has been a lot of research on the theoretical guarantees of VM-PG with different metric selections. However, most such metric…

Optimization and Control · Mathematics 2019-10-17 Youngsuk Park , Sauptik Dhar , Stephen Boyd , Mohak Shah

The focus of this study is the construction and numerical validation of parallel block preconditioners for low order virtual element discretizations of the three-dimensional Maxwell equations. The virtual element method (VEM) is a recent…

Numerical Analysis · Mathematics 2023-02-22 Nicolás A. Barnafi , Franco Dassi , Simone Scacchi

In this paper we propose two different primal-dual splitting algorithms for solving inclusions involving mixtures of composite and parallel-sum type monotone operators which rely on an inexact Douglas-Rachford splitting method, however…

Optimization and Control · Mathematics 2012-12-04 Radu Ioan Bot , Christopher Hendrich

We present a primal-dual algorithmic framework to obtain approximate solutions to a prototypical constrained convex optimization problem, and rigorously characterize how common structural assumptions affect the numerical efficiency. Our…

Optimization and Control · Mathematics 2015-03-04 Quoc Tran-Dinh , Volkan Cevher

In this paper, we develop a parameterized proximal point algorithm (P-PPA) for solving a class of separable convex programming problems subject to linear and convex constraints. The proposed algorithm is provable to be globally convergent…

Optimization and Control · Mathematics 2018-12-11 Jianchao Bai , Hongchao Zhang , Jicheng Li