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High dimensional and/or nonconvex optimization remains a challenging and important problem across a wide range of fields, such as machine learning, data assimilation, and partial differential equation (PDE) constrained optimization. Here we…

Optimization and Control · Mathematics 2025-08-29 Brian K. Tran , Ben S. Southworth , David B. Cavender , Sam Olivier , Syed A. Shah , Tommaso Buvoli

In this paper, we introduce an iterative numerical method to solve systems of nonlinear equations. The third-order convergence of this method is analyzed. Several examples are given to illustrate the efficiency of the proposed method.

Dynamical Systems · Mathematics 2009-04-23 M. Eshaghi Gordji , A. Ebadian , M. B. Ghaemi , J. Shokri

In this paper we generalize and improve a recently developed domain decomposition preconditioner for the iterative solution of discretized Helmholtz equations. We introduce an improved method for transmission at the internal boundaries…

Numerical Analysis · Mathematics 2016-07-12 Christiaan C. Stolk

We propose an iterative method for nonlinear semidefinite programs with box constraints. The search direction in the proposed method utilizes the distance from the current point to the boundary of a feasible set. The computation of the…

Optimization and Control · Mathematics 2015-05-15 Akihiko Komatsu , Makoto Yamashita

This Note aims at presenting a simple and efficient procedure to derive the structure of high-order corrector estimates for the homogenization limit applied to a semi-linear elliptic equation posed in perforated domains. Our working…

Analysis of PDEs · Mathematics 2016-03-15 Khoa Vo , Adrian Muntean

The conic bundle implementation of the spectral bundle method for large scale semidefinite programming solves in each iteration a semidefinite quadratic subproblem by an interior point approach. For larger cutting model sizes the limiting…

Optimization and Control · Mathematics 2023-08-25 Christoph Helmberg

In approximating solutions of nonstationary problems, various approaches are used to compute the solution at a new time level from a number of simpler (sub-)problems. Among these approaches are splitting methods. Standard splitting schemes…

Numerical Analysis · Mathematics 2020-08-20 Yalchin Efendiev , Petr N. Vabishchevich

Positive semidefinite matrices partitioned into a small number of Hermitian blocks have a remarkable property. Such a matrix may be written in a simple way from the sum of its diagonal blocks

Functional Analysis · Mathematics 2012-10-11 Jean-Christophe Bourin , Eun-Young Lee , Minghua Lin

Splitting methods have emerged as powerful tools to address complex problems by decomposing them into smaller solvable components. In this work, we develop a general approach to forward-backward splitting methods for solving monotone…

Optimization and Control · Mathematics 2026-04-20 Minh N. Dao , Matthew K. Tam , Thang D. Truong

We develop algorithms for inner approximating the cone of positive semidefinite matrices via linear programming and second order cone programming. Starting with an initial linear algebraic approximation suggested recently by Ahmadi and…

Optimization and Control · Mathematics 2016-03-14 Amir Ali Ahmadi , Sanjeeb Dash , Georgina Hall

We investigate the use of piecewise linear systems, whose coefficient matrix is a piecewise constant function of the solution itself. Such systems arise, for example, from the numerical solution of linear complementarity problems and in the…

Numerical Analysis · Mathematics 2012-06-21 Luigi Brugnano , Alessandra Sestini

In this paper we introduce an algebraic recursive multilevel incomplete factorization preconditioner, based on a distributed Schur complement formulation, for solving general linear systems. The novelty of the proposed method is to combine…

Numerical Analysis · Mathematics 2015-09-23 Yiming Bu , Bruno Carpentieri , Zhaoli Shen , Tingzhu Huang

This paper aims at solving the Hermitian SDC problem, i.e., that of \textit{simultaneously diagonalizing via $*$-congruence} a collection of finitely many (not need pairwise commute) Hermitian matrices. Theoretically, we provide some…

Numerical Analysis · Mathematics 2020-11-17 T. H. Le , T. N. Nguyen

In this paper, we propose and analyze iterative method based on projection techniques to solve a non-singular linear system Ax = b. In particular, for a given positive integer m, m-dimensional successive projection method (mD-SPM) for…

Numerical Analysis · Mathematics 2020-03-12 Ashif Mustafa , Manideepa Saha

To overcome the fast oscillatory behavior of correlation functions for extracting scattering phase shift in real-time quantum simulations encountered in Ref.\cite{Guo:2026qkx}, we propose and test two solutions in the present work. One is…

Quantum Physics · Physics 2026-04-02 Peng Guo , Paul LeVan , Frank X. Lee , Yong Zhao

In this paper, the generalized shift-splitting preconditioner is implemented for saddle point problems with symmetric positive definite (1,1)-block and symmetric positive semidefinite (2,2)-block. The proposed preconditioner is extracted…

Numerical Analysis · Mathematics 2015-03-03 Davod Khojasteh Salkuyeh , Mohsen Masoudi , Davod Hezari

The hierarchical interpolative factorization for elliptic partial differential equations is a fast algorithm for approximate sparse matrix inversion in linear or quasilinear time. Its accuracy can degrade, however, when applied to strongly…

Numerical Analysis · Mathematics 2019-04-09 Jordi Feliu-Fabà , Kenneth L. Ho , Lexing Ying

A full multigrid finite element method is proposed for semilinear elliptic equations. The main idea is to transform the solution of the semilinear problem into a series of solutions of the corresponding linear boundary value problems on the…

Numerical Analysis · Mathematics 2017-03-29 Hehu Xie , Fei Xu

An iterative algorithm is adopted to construct approximate representations of matrices describing the scattering properties of arbitrary objects. The method is based on the implicit evaluation of scattering responses from iteratively…

Computational Physics · Physics 2023-04-19 Johan Lundgren , Kurt Schab , Miloslav Capek , Mats Gustafsson , Lukas Jelinek

By applying the minimal residual technique to the Hermitian and skew-Hermitian (HSS) iteration scheme, we introduce a non-stationary iteration method named minimal residual Hermitian and skew-Hermitian (MRHSS) iteration method to solve the…

Numerical Analysis · Mathematics 2020-12-02 Zeinab Bahramizadeh , Mojtaba Nazari , Mohammad Khorsand Zak , Zahra Yarahmadi