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This paper introduces a preconditioned method designed to comprehensively address the saddle point system with the aim of improving convergence efficiency. In the preprocessor construction phase, a technical approach for solving the…

Numerical Analysis · Mathematics 2024-04-10 Juan Zhang , Yiyi Luo

This paper compares different exact approaches to solve the Discrete Ordered Median Problem (DOMP). In recent years, DOMP has been formulated using set packing constraints giving rise to one of its most promising formulations. The use of…

Optimization and Control · Mathematics 2024-04-01 Luisa I. Martínez-Merino , Diego Ponce , Justo Puerto

Distributed nonconvex optimization underpins key functionalities of numerous distributed systems, ranging from power systems, smart buildings, cooperative robots, vehicle networks to sensor networks. Recently, it has also merged as a…

Optimization and Control · Mathematics 2024-03-18 Yanan Bo , Yongqiang Wang

A range of optimization cases of two-dimensional Stefan problems, solved using a tracking-type cost-functional, is presented. A level set method is used to capture the interface between the liquid and solid phases and an immersed boundary…

Mathematical Physics · Physics 2023-01-25 Tomas Fullana , Vincent Le Chenadec , Taraneh Sayadi

This paper presents a new isogeometric mortar contact formulation based on an extended finite element interpolation to capture physical pressure discontinuities at the contact boundary. The so called two-half-pass algorithm is employed,…

Computational Engineering, Finance, and Science · Computer Science 2018-07-13 Thang Xuan Duong , Laura De Lorenzis , Roger A. Sauer

We introduce a general differentiable solver for time-dependent deformation problems with contact and friction. Our approach uses a finite element discretization with a high-order time integrator coupled with the recently proposed…

We study a finite element computational model for solving the coupled problem arising in the interaction between a free fluid and a fluid in a poroelastic medium. The free fluid is governed by the Stokes equations, while the flow in the…

Numerical Analysis · Mathematics 2017-10-19 Ilona Ambartsumyan , Eldar Khattatov , Ivan Yotov , Paolo Zunino

We study preconditioned proximal point methods for a class of saddle point problems, where the preconditioner decouples the overall proximal point method into an alternating primal--dual method. This is akin to the Chambolle--Pock method or…

Optimization and Control · Mathematics 2020-02-13 Tuomo Valkonen

Most algorithms for solving optimization problems or finding saddle points of convex-concave functions are fixed-point algorithms. In this work we consider the generic problem of finding a fixed point of an average of operators, or an…

Machine Learning · Computer Science 2020-06-17 Grigory Malinovsky , Dmitry Kovalev , Elnur Gasanov , Laurent Condat , Peter Richtárik

Locking is a common effect in finite element and isogeometric analysis. In the case of plates, transverse shear locking is most prominent, for shells several other types of locking exist. A common cure are mixed methods that introduce…

Numerical Analysis · Mathematics 2026-02-26 Lisa Stammen , Wolfgang Dornisch

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

An exact discretization method is being developed for solving linear systems of ordinary fractional-derivative differential equations with constant matrix coefficients (LSOFDDECMC). It is shown that the obtained linear discrete system in…

Dynamical Systems · Mathematics 2019-03-18 Fikret A. Aliev , N. A. Aliev , N. I. Velieva , K. G. Gasimova , Y. V Mamedova

The Biot problem of poroelasticity is extended by Signorini contact conditions. The resulting Biot contact problem is formulated and analyzed as a two field variational inequality problem of a perturbed saddle point structure. We present an…

Numerical Analysis · Mathematics 2023-02-07 L. Banz , F. Bertrand

We propose a sharp and conservative 3D numerical method for simulating moving contact lines on complex geometries, developed within a coupled geometric Volume-of-Fluid (VOF) and embedded boundary framework. The first major contribution is a…

Numerical Analysis · Mathematics 2026-03-12 Chong-Sen Huang , Tian-Yang Han , Jie Zhang , Ming-Jiu Ni

The majority of First Order methods for large-scale convex-concave saddle point problems and variational inequalities with monotone operators are proximal algorithms which at every iteration need to minimize over problem's domain X the sum…

Optimization and Control · Mathematics 2015-10-05 Bruce Cox , Anatoli Juditsky , Arkadi Nemirovski

Saddle-point problems have recently gained increased attention from the machine learning community, mainly due to applications in training Generative Adversarial Networks using stochastic gradients. At the same time, in some applications…

Optimization and Control · Mathematics 2021-09-07 Abdurakhmon Sadiev , Aleksandr Beznosikov , Pavel Dvurechensky , Alexander Gasnikov

We present a computational method for the simulation of the solidification of multicomponent alloys in the sharp-interface limit. Contrary to the case of binary alloys where a fixed point iteration is adequate, we hereby propose a…

Computational Physics · Physics 2023-09-26 Daniil Bochkov , Tresa Pollock , Frederic Gibou

The primal-dual Douglas-Rachford method is a well-known algorithm to solve optimization problems written as convex-concave saddle-point problems. Each iteration involves solving a linear system involving a linear operator and its adjoint.…

Optimization and Control · Mathematics 2025-11-11 Emanuele Naldi , Felix Schneppe

We establish numerical methods for solving the martingale optimal transport problem (MOT) - a version of the classical optimal transport with an additional martingale constraint on transport's dynamics. We prove that the MOT value can be…

Probability · Mathematics 2019-04-08 Gaoyue Guo , Jan Obloj

We study the factor model problem, which aims to uncover low-dimensional structures in high-dimensional datasets. Adopting a robust data-driven approach, we formulate the problem as a saddle-point optimization. Our primary contribution is a…

Optimization and Control · Mathematics 2026-04-13 Shabnam Khodakaramzadeh , Soroosh Shafiee , Gabriel de Albuquerque Gleizer , Peyman Mohajerin Esfahani