Related papers: A preconditioned iteration method for solving sadd…
Low-rank matrix estimation is a canonical problem that finds numerous applications in signal processing, machine learning and imaging science. A popular approach in practice is to factorize the matrix into two compact low-rank factors, and…
This paper concerns robust numerical treatment of an elliptic PDE with high contrast coefficients, for which classical finite-element discretizations yield ill-conditioned linear systems. This paper introduces a procedure by which the…
This paper focuses on solving a stochastic saddle point problem (SPP) under an overparameterized regime for the case, when the gradient computation is impractical. As an intermediate step, we generalize Same-sample Stochastic Extra-gradient…
In this paper we study the impact of two types of preconditioning on the numerical solution of large sparse augmented linear systems. The first preconditioning matrix is the lower triangular part whereas the second is the product of the…
A central challenge to using first-order methods for optimizing nonconvex problems is the presence of saddle points. First-order methods often get stuck at saddle points, greatly deteriorating their performance. Typically, to escape from…
In this paper we discuss inverse medium problems. We develop the direct sampling method based on probing indices using the saddle point formulation. The medium is constructed by solutions of saddle point problems. The method improves the…
We propose a general proximal algorithm for the inversion of ill-conditioned matrices. This algorithm is based on a variational characterization of pseudo-inverses. We show that a particular instance of it (with constant regularization…
Sparse recovery and subset selection are fundamental problems in varied communities, including signal processing, statistics and machine learning. Herein, we focus on an important greedy algorithm for these problems: Backward Stepwise…
The traditional approach of hand-crafting priors (such as sparsity) for solving inverse problems is slowly being replaced by the use of richer learned priors (such as those modeled by deep generative networks). In this work, we study the…
In this article we consider the iterative solution of the linear system of equations arising from the discretisation of the poly-energetic linear Boltzmann transport equation using a discontinuous Galerkin finite element approximation in…
High-order implicit shock tracking (fitting) is a class of high-order numerical methods that use numerical optimization to simultaneously compute a high-order approximation to a conservation law solution and align elements of the…
We investigate several robust preconditioners for solving the saddle-point linear systems that arise from spatial discretization of unsteady and steady variable-coefficient Stokes equations on a uniform staggered grid. Building on the…
The discretization of robust quadratic optimal control problems under uncertainty using the finite element method and the stochastic collocation method leads to large saddle-point systems, which are fully coupled across the random…
A method for locating first order saddle points on the energy surface of a magnetic system is described and several applications presented where the mechanism of various magnetic transitions is identified. The starting point for the…
Sparse linear system solvers are computationally expensive kernels that lie at the heart of numerous applications. This paper proposes a flexible preconditioning framework to substantially reduce the time and energy requirements of this…
In this paper we solve mixed-integer linear programs (MILPs) via distributed asynchronous saddle point computation. This work is motivated by the MILPs being able to model problems in multi-agent autonomy, such as task assignment problems…
In this paper we present an efficient active-set method for the solution of convex quadratic programming problems with general piecewise-linear terms in the objective, with applications to sparse approximations and risk-minimization. The…
This paper introduces a new preconditioning technique that is suitable for matrices arising from the discretization of a system of PDEs on unstructured grids. The preconditioner satisfies a so-called filtering property, which ensures that…
This study develops a fixed-time convergent saddle point dynamical system for solving min-max problems under a relaxation of standard convexity-concavity assumption. In particular, it is shown that by leveraging the dynamical systems…
We propose a new method for low-rank approximation of Moore-Penrose pseudoinverses (MPPs) of large-scale matrices using tensor networks. The computed pseudoinverses can be useful for solving or preconditioning of large-scale overdetermined…