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Methods with adaptive scaling of different features play a key role in solving saddle point problems, primarily due to Adam's popularity for solving adversarial machine learning problems, including GANS training. This paper carries out a…

Machine Learning · Computer Science 2023-06-22 Aleksandr Beznosikov , Aibek Alanov , Dmitry Kovalev , Martin Takáč , Alexander Gasnikov

A parallelization of a sweeping preconditioner for 3D Helmholtz equations without large cavities is introduced and benchmarked for several challenging velocity models. The setup and application costs of the sequential preconditioner are…

Numerical Analysis · Computer Science 2013-11-26 Jack Poulson , Björn Engquist , Siwei Li , Lexing Ying

Incremental Expectation Maximization (EM) algorithms were introduced to design EM for the large scale learning framework by avoiding the full data set to be processed at each iteration. Nevertheless, these algorithms all assume that the…

Machine Learning · Computer Science 2021-05-26 Gersende Fort , Eric Moulines

Saddle point problems arise in a variety of applications, e.g., when solving the Stokes equations. They can be formulated such that the system matrix is symmetric, but indefinite, so the variational convergence theory that is usually used…

Numerical Analysis · Mathematics 2022-03-14 Matthias Bolten , Marco Donatelli , Paola Ferrari , Isabella Furci

We consider the generalized successive overrelaxation (GSOR) method for solving a class of block three-by-three saddle-point problems. Based on the necessary and sufficient conditions for all roots of a real cubic polynomial to have modulus…

Numerical Analysis · Mathematics 2024-04-29 Na Huang , Yu-Hong Dai , Dominique Orban , Michael A. Saunders

This paper proposes a method for designing diagonal preconditioners for a preconditioned primal-dual splitting method (P-PDS), an efficient algorithm that solves nonsmooth convex optimization problems. To speed up the convergence of P-PDS,…

Signal Processing · Electrical Eng. & Systems 2023-07-25 Kazuki Naganuma , Shunsuke Ono

We propose a doubly stochastic primal-dual coordinate optimization algorithm for empirical risk minimization, which can be formulated as a bilinear saddle-point problem. In each iteration, our method randomly samples a block of coordinates…

Machine Learning · Computer Science 2017-04-13 Adams Wei Yu , Qihang Lin , Tianbao Yang

Topology optimization problems generally support multiple local minima, and real-world applications are typically three-dimensional. In previous work [I. P. A. Papadopoulos, P. E. Farrell, and T. M. Surowiec, Computing multiple solutions of…

Numerical Analysis · Mathematics 2022-11-23 Ioannis P. A. Papadopoulos , Patrick E. Farrell

We revisit gradient-based optimization for infinite projected entangled pair states (iPEPS), a tensor network ansatz for simulating many-body quantum systems. This approach is hindered by two major challenges: the high computational cost of…

Strongly Correlated Electrons · Physics 2026-03-09 Xing-Yu Zhang , Qi Yang , Philippe Corboz , Jutho Haegeman , Wei Tang

In this study, we derived a three-dimensional scaled boundary finite element formulation for heat conduction problems. By incorporating Wachspress shape functions, a polyhedral scaled boundary finite element method (PSBFEM) was proposed to…

Numerical Analysis · Mathematics 2025-04-01 Mingjiao Yan , Yang Yang , Chao Su , Zongliang Zhang , Qingsong Duan , Dengmiao Hao , Jian Zhou

Spatial point process (SPP) models are commonly used to analyze point pattern data in many fields, including presence-only data in ecology. Existing exact Bayesian methods for fitting these models are computationally expensive because they…

We investigate iterative methods with randomized preconditioners for solving overdetermined least-squares problems, where the preconditioners are based on a random embedding of the data matrix. We consider two distinct approaches: the…

Numerical Analysis · Mathematics 2021-04-15 Jonathan Lacotte , Mert Pilanci

Motivated by recent progress on stochastic matching with few queries, we embark on a systematic study of the sparsification of stochastic packing problems (SPP) more generally. Specifically, we consider SPPs where elements are independently…

Data Structures and Algorithms · Computer Science 2022-11-16 Shaddin Dughmi , Yusuf Hakan Kalayci , Neel Patel

The load pick-up (LPP) problem searches the optimal configuration of the electrical distribution system (EDS), aiming to minimize the power loss or provide maximum power to the load ends. The piecewise linearization (PWL) approximation…

Optimization and Control · Mathematics 2018-11-27 Jingyang Yun , Yun Zhou , Weidong Hu , Peichao Zhang , Zheng Yan , Donghan Feng

This paper presents an efficient preconditioner for the Lippmann-Schwinger equation that combines the ideas of the sparsifying and the sweeping preconditioners. Following first the idea of the sparsifying preconditioner, this new…

Numerical Analysis · Mathematics 2017-12-01 Fei Liu , Lexing Ying

Realistic physical phenomena exhibit random fluctuations across many scales in the input and output processes. Models of these phenomena require stochastic PDEs. For three-dimensional coupled (vector-valued) stochastic PDEs (SPDEs), for…

Computational Engineering, Finance, and Science · Computer Science 2022-08-24 Ajit Desai , Mohammad Khalil , Chris L. Pettit , Dominique Poirel , Abhijit Sarkar

We develop a novel iterative solution method for the incompressible Navier-Stokes equations with boundary conditions coupled with reduced models. The iterative algorithm is designed based on the variational multiscale formulation and the…

Numerical Analysis · Mathematics 2020-06-24 Ju Liu , Weiguang Yang , Melody Dong , Alison L. Marsden

In this manuscript, we present a collective multigrid algorithm to solve efficiently the large saddle-point systems of equations that typically arise in PDE-constrained optimization under uncertainty, and develop a novel convergence…

Optimization and Control · Mathematics 2024-05-20 Gabriele Ciaramella , Fabio Nobile , Tommaso Vanzan

We develop an implementable stochastic proximal point (SPP) method for a class of weakly convex, composite optimization problems. The proposed stochastic proximal point algorithm incorporates a variance reduction mechanism and the resulting…

Optimization and Control · Mathematics 2024-03-27 Andre Milzarek , Fabian Schaipp , Michael Ulbrich

The dual formulation for linear elasticity, in contrast to the primal formulation, is not affected by locking, as it is based on the stresses as main unknowns. Thus it is quite attractive for nearly incompressible and incompressible…

Numerical Analysis · Mathematics 2021-06-28 Gabriele Rovi , Rolf Krause
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