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Data processing has to deal with many practical difficulties. Data is often corrupted by artifacts or noise and acquiring data can be expensive and difficult. Thus, the given data is often incomplete and inaccurate. To overcome these…
In this paper, we propose an acceleration framework for a class of iterative methods using the Reduced Order Method (ROM). Assuming that the underlying iterative scheme generates a rich basis for the solution space, we construct the next…
A class of (block) rational Krylov subspace based projection method for solving large-scale continuous-time algebraic Riccati equation (CARE) $0 = \mathcal{R}(X) := A^HX + XA + C^HC - XBB^HX$ with a large, sparse $A$ and $B$ and $C$ of full…
In recent years two Krylov subspace methods have been proposed for solving skew symmetric linear systems, one based on the minimum residual condition, the other on the Galerkin condition. We give new, algorithm-independent proofs that in…
We present PNKH-B, a projected Newton-Krylov method for iteratively solving large-scale optimization problems with bound constraints. PNKH-B is geared toward situations in which function and gradient evaluations are expensive, and the…
Optimization problems arise in a range of scenarios, from optimal control to model parameter estimation. In many applications, such as the development of digital twins, it is essential to solve these optimization problems within…
Several problems in machine learning, statistics, and other fields rely on computing eigenvectors. For large scale problems, the computation of these eigenvectors is typically performed via iterative schemes such as subspace iteration or…
Iterative hybrid projection methods have proven to be very effective for solving large linear inverse problems due to their inherent regularizing properties as well as the added flexibility to select regularization parameters adaptively. In…
This paper explores an iterative coupling approach to solve linear thermo-poroelasticity problems, with its application as a high-fidelity discretization utilizing finite elements during the training of projection-based reduced order…
For solving large-scale consistent linear system, we combine two efficient row index selection strategies with Kaczmarz-type method with oblique projection, and propose a greedy randomized Kaczmarz method with oblique projection (GRKO) and…
In this text I present a couple of new principles and thereon based iterative methods for numerical solution of sequences of systems of linear equations with fixed system matrix and changing right-hand-sides. The use of the new methods is…
This paper introduces MRTA-Sim, a Python/ROS2/Gazebo simulator for testing approaches to Multi-Robot Task Allocation (MRTA) problems on simulated robots in complex, indoor environments. Grid-based approaches to MRTA problems can be too…
Classical model order reduction (MOR) for parametric problems may become computationally inefficient due to large sizes of the required projection bases, especially for problems with slowly decaying Kolmogorov n-widths. Additionally,…
We propose an acceleration scheme for first-order methods (FOMs) for convex quadratic programs (QPs) that is analogous to Anderson acceleration and the Generalized Minimal Residual algorithm for linear systems. We motivate our proposed…
This article describes a bridge between POD-based model order reduction techniques and the classical Newton/Krylov solvers. This bridge is used to derive an efficient algorithm to correct, "on-the-fly", the reduced order modelling of highly…
Two new hybrid algorithms are proposed for large-scale linear discrete ill-posed problems in general-form regularization. They are both based on Krylov subspace inner-outer iterative algorithms. At each iteration, they need to solve a…
Multi-objective reinforcement learning (MORL) is effective for multi-echelon combinatorial supply chain optimisation, where tasks involve high dimensionality, uncertainty, and competing objectives. However, its deployment in dynamic…
We present an accelerated greedy strategy for training of projection-based reduced-order models for parametric steady and unsteady partial differential equations. Our approach exploits hierarchical approximate proper orthogonal…
In the numerical treatment of large-scale Sylvester and Lyapunov equations, projection methods require solving a reduced problem to check convergence. As the approximation space expands, this solution takes an increasing portion of the…
Augmented Krylov subspace methods aid in accelerating the convergence of a standard Krylov subspace method by including additional vectors in the search space. A residual projection framework based on residual (Petrov-) Galerkin constraints…