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The aim of this paper is to solve linear semidefinite programs arising from higher-order Lasserre relaxations of unconstrained binary quadratic optimization problems. For this we use an interior point method with a preconditioned conjugate…

Optimization and Control · Mathematics 2024-12-30 Soodeh Habibi , Michal Kocvara , Michael Stingl

Domain decomposition methods are among the most efficient for solving sparse linear systems of equations. Their effectiveness relies on a judiciously chosen coarse space. Originally introduced and theoretically proved to be efficient for…

Numerical Analysis · Mathematics 2022-01-10 Hussam Al Daas , Pierre Jolivet , Tyrone Rees

A new polynomial preconditioner for symmetric complex linear systems based on Hermitian and skew-Hermitian splitting (HSS) for complex symmetric linear systems is herein presented. It applies to Conjugate Orthogonal Conjugate Gradient…

Numerical Analysis · Mathematics 2016-04-18 Enrico Bertolazzi , Marco Frego

We study optimal diagonal preconditioning using the classical worst-case $\kappa$-condition number and the averaging-based $\omega$-condition number. For the $\kappa$-optimal preconditioning problem, we derive an affine-based pseudoconvex…

Optimization and Control · Mathematics 2026-05-01 Saeed Ghadimi , Woosuk L. Jung , Arnesh Sujanani , David Torregrosa-Belén , Henry Wolkowicz

The research of two-level overlapping Schwarz (TL-OS) method based on constrained energy minimizing coarse space is still in its infancy, and there exist some defects, e.g. mainly for second order elliptic problem and too heavy…

Numerical Analysis · Mathematics 2021-06-04 Qing Lu , Junxian Wang , Shi Shu , Jie Peng

Solving systems of linear equations is a problem occuring frequently in water engineering applications. Usually the size of the problem is too large to be solved via direct factorization. One can resort to iterative approaches, in…

Machine Learning · Computer Science 2019-06-18 Johannes Sappl , Laurent Seiler , Matthias Harders , Wolfgang Rauch

We present a novel method for mixed-integer optimization problems with multivariate and Lipschitz continuous nonlinearities. In particular, we do not assume that the nonlinear constraints are explicitly given but that we can only evaluate…

Optimization and Control · Mathematics 2023-03-22 Julia Grübel , Richard Krug , Martin Schmidt , Winnifried Wollner

We introduce a domain decomposition-based nonlinear preconditioned iteration for solving nonlinear, nonsmooth elliptic optimal control problems, with a nonlinear reaction term, $L^1$ regularization and box constraints on the control…

Optimization and Control · Mathematics 2021-04-02 Gabriele Ciaramella , Felix Kwok , Georg Müller

We present a new class of preconditioned iterative methods for solving linear systems of the form $Ax = b$. Our methods are based on constructing a low-rank Nystr\"om approximation to $A$ using sparse random matrix sketching. This…

Data Structures and Algorithms · Computer Science 2025-04-14 Michał Dereziński , Christopher Musco , Jiaming Yang

We consider the solution of large-scale nonlinear algebraic Hermitian eigenproblems of the form $T(\lambda)v=0$ that admit a variational characterization of eigenvalues. These problems arise in a variety of applications and are…

Numerical Analysis · Mathematics 2015-04-14 Daniel B. Szyld , Eugene Vecharynski , Fei Xue

Preconditioned gradient iterations for very large eigenvalue problems are efficient solvers with growing popularity. However, only for the simplest preconditioned eigensolver, namely the preconditioned gradient iteration (or preconditioned…

Numerical Analysis · Mathematics 2011-08-12 Klaus Neymeyr

The goal of this work is to construct and study hybrid and multiplicative two-level overlapping Schwarz algorithms with standard coarse spaces for the almost incompressible linear elasticity and Stokes systems, discretized by mixed finite…

Numerical Analysis · Mathematics 2016-11-03 Mingchao Cai , Luca F. Pavarino

In this paper we consider a class of unfitted finite element methods for scalar elliptic problems. These so-called CutFEM methods use standard finite element spaces on a fixed unfitted triangulation combined with the Nitsche technique and a…

Numerical Analysis · Mathematics 2022-12-26 Sven Gross , Arnold Reusken

We study generalized smoothness in nonconvex optimization, focusing on $(L_0, L_1)$-smoothness and anisotropic smoothness. The former was empirically derived from practical neural network training examples, while the latter arises naturally…

Optimization and Control · Mathematics 2025-09-22 Alexander Bodard , Panagiotis Patrinos

We present an efficient preconditioner for linear problems $A x=y$. It guarantees monotonic convergence of the memory-efficient fixed-point iteration for all accretive systems of the form $A = L + V$, where $L$ is an approximation of $A$,…

Numerical Analysis · Mathematics 2023-10-02 Tom Vettenburg , Ivo M. Vellekoop

In this work, we propose and analyze a residual-minimization strategy for the numerical solution of nonlinear PDEs posed in Banach spaces. Given a finite-dimensional trial space and a suitably enriched discrete test space (of higher…

Numerical Analysis · Mathematics 2026-04-02 Ignacio Muga , Jorge Perera , Sergio Rojas , Ricardo Ruiz-Baier

In this paper, we investigate the preconditioned AOR method for solving linear systems. We study two general preconditioners and propose some lower triangular, upper triangular and combination preconditioners. For $A$ being an L-matrix, a…

Numerical Analysis · Mathematics 2020-02-04 Yongzhong Song

We study preconditioned gradient-based optimization methods where the preconditioning matrix has block-diagonal form. Such a structural constraint comes with the advantage that the update computation is block-separable and can be…

Machine Learning · Computer Science 2020-12-08 Celestine Mendler-Dünner , Aurelien Lucchi

We consider the solution of full column-rank least squares problems by means of normal equations that are preconditioned, symmetrically or non-symmetrically, with a randomized preconditioner. With an effective preconditioner, the solutions…

Numerical Analysis · Mathematics 2025-12-29 Ilse C. F. Ipsen

An algebraic multilevel iteration method for solving system of linear algebraic equations arising in $H(\mathrm{curl})$ and $H(\mathrm{div})$ spaces are presented. The algorithm is developed for the discrete problem obtained by using the…

Numerical Analysis · Mathematics 2013-12-02 S. K. Tomar
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