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In this paper, we present a unified analysis of methods for such a wide class of problems as variational inequalities, which includes minimization problems and saddle point problems. We develop our analysis on the modified Extra-Gradient…
Software for computation of maximum likelihood estimates in linear structural equation models typically employs general techniques from non-linear optimization, such as quasi-Newton methods. In practice, careful tuning of initial values is…
We propose and analyze a monotone finite element method for an elliptic distributed optimal control problem constrained by a convection-diffusion-reaction equation in the convection-dominated regime. The method is based on the edge-averaged…
We develop randomized (block) coordinate descent (CD) methods for linearly constrained convex optimization. Unlike most CD methods, we do not assume the constraints to be separable, but let them be coupled linearly. To our knowledge, ours…
Two major momentum-based techniques that have achieved tremendous success in optimization are Polyak's heavy ball method and Nesterov's accelerated gradient. A crucial step in all momentum-based methods is the choice of the momentum…
In this article, we have considered a nonlinear nonlocal time dependent fourth order equation demonstrating the deformation of a thin and narrow rectangular plate. We propose $C^1$ conforming virtual element method (VEM) of arbitrary order,…
We present new convolution based smooth approximations to the absolute value function and apply them to construct gradient based algorithms such as the nonlinear conjugate gradient scheme to obtain sparse, regularized solutions of linear…
In this paper, we develop an ensemble-based time-stepping algorithm to efficiently find numerical solutions to a group of linear, second-order parabolic partial differential equations (PDEs). Particularly, the PDE models in the group could…
In this paper, we investigate accelerated first-order methods for smooth convex optimization problems under inexact information on the gradient of the objective. The noise in the gradient is considered to be additive with two possibilities:…
We analyze numerical stability of a recursive computation scheme of present value (PV) amd show that the absolute error increases exponentially for positive discount rates. We show that reversing the direction of calculations in the…
In this paper we first present a novel operator extrapolation (OE) method for solving deterministic variational inequality (VI) problems. Similar to the gradient (operator) projection method, OE updates one single search sequence by solving…
In this paper, we study the finite-sum convex optimization problem focusing on the general convex case. Recently, the study of variance reduced (VR) methods and their accelerated variants has made exciting progress. However, the step size…
Let $A$ be a $n\times n$ real matrix. The piecewise linear equation system $z-A\vert z\vert =b$ is called an absolute value equation (AVE). It is well-known to be equivalent to the linear complementarity problem. Unique solvability of the…
In the paper, we introduce a matrix method to constructively determine spaces of polynomial solutions (in general, multiplied by exponentials) to a system of constant coefficient linear PDE's with polynomial (multiplied by exponentials)…
We propose a random coordinate descent algorithm for optimizing a non-convex objective function subject to one linear constraint and simple bounds on the variables. Although it is common use to update only two random coordinates…
The well-posedness of a non-local advection-selection-mutation problem deriving from adaptive dynamics models is shown for a wide family of initial data. A particle method is then developed, in order to approximate the solution of such…
We propose an accelerated algorithm with a Frank-Wolfe method as an oracle for solving strongly monotone variational inequality problems. While standard solution approaches, such as projected gradient descent (aka value iteration), involve…
In this article, we develop the $C^1$-nonconforming $C^0$-conforming virtual element method (VEM) for the vanishing moment approximation of the second-order fully nonlinear Monge-Amp\`ere equation in two dimensions. In the vanishing moment…
This paper continues our work [19] on sharp Alexandrov estimates. We obtain a sharp global uniform distance estimate from a convex function to the class of unimodular convex quadratic polynomials in terms of the total variation of its…
We present a Virtual Element Method (VEM) for possibly nonlinear elastic and inelastic problems, mainly focusing on a small deformation regime. The numerical scheme is based on a low-order approximation of the displacement field, as well as…