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We develop an efficient operator-splitting method for the eigenvalue problem of the Monge-Amp\`{e}re operator in the Aleksandrov sense. The backbone of our method relies on a convergent Rayleigh inverse iterative formulation proposed by…
In this note, we revisit an iterative scheme, due to Abedin and Kitagawa (Inverse Iteration for the Monge-Amp\`ere Eigenvalue Problem, Proc. Amer. Math. Soc. 148 (2020), no. 11, 4875--4886), to solve the Monge-Amp\`ere eigenvalue problem on…
We present an iterative approach to approximate the solution to the Dirichlet complex Monge-Amp\`ere eigenvalue problem on a bounded strictly pseudoconvex domain in $\C^n$. This approach is inspired by a similar approach initiated by F.…
We present an iterative method based on repeatedly inverting the Monge-Amp\`ere operator with Dirichlet boundary condition and prescribed right-hand side on a bounded, convex domain $\Omega \subset \mathbb{R}^n$. We prove that the iterates…
We study the eigenvalue problem for the complex Monge-Amp\`ere operator in bounded hyperconvex domains in $\C^n$, where the right-hand side is a non-pluripolar positive Borel measure. We establish the uniqueness of eigenfunctions in the…
We study the solvability and uniqueness for several degenerate Monge--Amp\`ere equations including the Monge--Amp\`ere eigenvalue problem in real Euclidean spaces that involve singular Borel measures. Our approach systematically analyzes…
In this article, we report the results we obtained when investigating the numerical solution of some nonlinear eigenvalue problems for the Monge-Amp\`{e}re operator $v\rightarrow \det \mathbf{D}^2 v$. The methodology we employ relies on the…
This paper proposes a partially inexact alternating direction method of multipliers for computing approximate solution of a linearly constrained convex optimization problem. This method allows its first subproblem to be solved inexactly…
The Alternating Direction Method of Multipliers (ADMM) provides a natural way of solving inverse problems with multiple partial differential equations (PDE) forward models and nonsmooth regularization. ADMM allows splitting these…
Augmented Lagrangian method (ALM) has been popularly used for solving constrained optimization problems. Practically, subproblems for updating primal variables in the framework of ALM usually can only be solved inexactly. The convergence…
In this paper, we propose and analyze an inexact version of the symmetric proximal alternating direction method of multipliers (ADMM) for solving linearly constrained optimization problems. Basically, the method allows its first subproblem…
We study two inexact methods for solutions of random eigenvalue problems in the context of spectral stochastic finite elements. In particular, given a parameter-dependent, symmetric matrix operator, the methods solve for eigenvalues and…
This paper studies the numerical approximation of solution of the Dirichlet problem for the fully nonlinear Monge-Ampere equation. In this approach, we take the advantage of reformulation the Monge-Ampere problem as an optimization problem,…
Different variants of approximate inverse iteration like the locally optimal block preconditioned conjugate gradient method became in recent years increasingly popular for the solution of the large matrix eigenvalue problems arising from…
This paper introduces a fast and robust iterative scheme for the elliptic Monge-Amp\`ere equation with Dirichlet boundary conditions. The Monge-Amp\`ere equation is a nonlinear and degenerate equation, with applications in optimal…
Inexact alternating direction multiplier methods (ADMMs) are developed for solving general separable convex optimization problems with a linear constraint and with an objective that is the sum of smooth and nonsmooth terms. The approach…
The aim of this paper is to propose an efficient adaptive finite element method for eigenvalue problems based on the multilevel correction scheme and inverse power method. This method involves solving associated boundary value problems on…
We prove a convergence result for a natural discretization of the Dirichlet problem of the elliptic Monge-Ampere equation using finite dimensional spaces of piecewise polynomial C0 or C1 functions. Standard discretizations of the type…
Parabolic optimal control problems with control constraints are generally challenging, from either theoretical analysis or algorithmic design perspectives. Conceptually, the well-known alternating direction method of multipliers (ADMM) can…
In this paper, we propose the inexact alternating minimization algorithm (inexact AMA), which allows inexact iterations in the algorithm, and its accelerated variant, called the inexact fast alternating minimization algorithm (inexact…