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A fast and scalable iterative methodology for solving the security-constrained optimal power flow (SCOPF) problem is proposed using problem decomposition and the inverse matrix modification lemma. The SCOPF formulation tackles system…

Optimization and Control · Mathematics 2024-07-22 Matias Vistnes , Vijay Venu Vadlamudi , Oddbjørn Gjerde

We consider a new splitting based on the Sherman-Morrison-Woodbury formula, which is particularly effective with iterative methods for the numerical solution of large linear systems. These systems involve matrices that are perturbations of…

Numerical Analysis · Mathematics 2023-10-17 Dimitrios Mitsotakis

This paper deals with investigating numerical methods for solving coupled system of nonlinear parabolic problems. We utilize block monotone iterative methods based on Jacobi and Gauss--Seidel methods to solve difference schemes which…

Numerical Analysis · Mathematics 2019-05-10 Mohamed Al-Sultani

Large-scale linear complementarity problems (LCPs) are repeatedly solved in interactive rigid-body simulations. The projected Gauss-Seidel method is often employed for LCPs, since it has advantages in computation time, numerical robustness,…

Optimization and Control · Mathematics 2019-10-23 Shugo Miyamoto , Makoto Yamashita

Rule-based systems must solve complex matching problems within tight time constraints to be effective in real-time applications, such as planning and reactive control for AI agents, as well as low-latency relational database querying.…

Artificial Intelligence · Computer Science 2025-11-19 Daniel Weitekamp

The Intelligent Transportation System (ITS) targets to a coordinated traffic system by applying the advanced wireless communication technologies for road traffic scheduling. Towards an accurate road traffic control, the short-term traffic…

Machine Learning · Computer Science 2017-01-10 Xun Zhou , Changle Li , Zhe Liu , Tom H. Luan , Zhifang Miao , Lina Zhu , Lei Xiong

We develop a novel, fundamental and surprisingly simple randomized iterative method for solving consistent linear systems. Our method has six different but equivalent interpretations: sketch-and-project, constrain-and-approximate, random…

Numerical Analysis · Mathematics 2016-01-07 Robert M. Gower , Peter Richtárik

We propose a hybrid iterative method based on MIONet for PDEs, which combines the traditional numerical iterative solver and the recent powerful machine learning method of neural operator, and further systematically analyze its theoretical…

Numerical Analysis · Mathematics 2024-02-13 Jun Hu , Pengzhan Jin

Randomized iterative algorithms have attracted much attention in recent years because they can approximately solve large-scale linear systems of equations without accessing the entire coefficient matrix. In this paper, we propose two novel…

Numerical Analysis · Mathematics 2021-10-22 Kui Du , Xiao-Hui Sun

We propose accelerated versions of the operator Sinkhorn iteration for operator scaling using successive overrelaxation. We analyze the local convergence rates of these accelerated methods via linearization, which allows us to determine the…

Optimization and Control · Mathematics 2026-04-27 Tasuku Soma , André Uschmajew

Complexity of the Operations Research Theory tasks can be often diminished in cases that do not require finding the exact solution. For example, forecasting two-dimensional hierarchical time series leads us to the transportation problem…

Optimization and Control · Mathematics 2019-09-06 S. V. Rotin , I. V. Gusakov , V. Ya. Gusakov

Unconstrained convex optimization problems have enormous applications in various field of science and engineering. Different iterative methods are available in literature to solve such problem, and Newton method is among the oldest and…

Optimization and Control · Mathematics 2023-11-10 Santoshi Subhalaxmi Ray , Manideepa Saha

We consider accelerated versions of the operator Sinkhorn iteration (OSI) for solving scaling problems for completely positive maps. Based on the interpretation of OSI as alternating fixed point iteration, it has been recently proposed to…

Optimization and Control · Mathematics 2026-03-16 Henrik Eisenmann , Tasuku Soma , Xun Tang , André Uschmajew

We propose a simple doubly stochastic block Gauss--Seidel algorithm for solving linear systems of equations. By varying the row partition parameter and the column partition parameter of the coefficient matrix, we recover the Landweber…

Numerical Analysis · Mathematics 2020-07-09 Kui Du , Xiaohui Sun

We propose a two phase time dependent vehicle routing and scheduling optimization model that identifies the safest routes, as a substitute for the classical objectives given in the literature such as shortest distance or travel time,…

Artificial Intelligence · Computer Science 2017-10-20 Aschkan Omidvar , Eren Erman Ozguven , O. Arda Vanli , R. Tavakkoli-Moghaddam

We present a general (i.e., independent of the underlying model) interpolation technique based on optimal transportation of Gaussian models for parametric advection-dominated problems. The approach relies on a scalar testing function to…

Numerical Analysis · Mathematics 2022-10-19 Angelo Iollo , Tommaso Taddei

We analyse and explain the increased generalisation performance of iterate averaging using a Gaussian process perturbation model between the true and batch risk surface on the high dimensional quadratic. We derive three phenomena…

Machine Learning · Statistics 2021-11-02 Diego Granziol , Xingchen Wan , Samuel Albanie , Stephen Roberts

We present a new scheme for extracting approximate values in ``the improved perturbation method'', which is a sort of resummation technique capable of evaluating a series outside the radius of convergence. We employ the distribution profile…

High Energy Physics - Theory · Physics 2008-11-26 T. Aoyama , Y. Shibusa

Iterative methods based on matrix splittings are useful in solving large sparse linear systems. In this direction, proper splittings and its several extensions are used to deal with singular and rectangular linear systems. In this article,…

Numerical Analysis · Mathematics 2019-07-08 Ashish Kumar Nandi , Jajati Keshari Sahoo , Debasisha Mishra

Iterative refinement (IR) is a popular scheme for solving a linear system of equations based on gradually improving the accuracy of an initial approximation. Originally developed to improve upon the accuracy of Gaussian elimination,…

Numerical Analysis · Mathematics 2025-06-24 Chai Wah Wu , Mark S. Squillante , Vasileios Kalantzis , Lior Horesh