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We propose an algorithm for generating explicit solutions of multiparametric mixed-integer convex programs to within a given suboptimality tolerance. The algorithm is applicable to a very general class of optimization problems, but is most…

Optimization and Control · Mathematics 2019-06-12 Danylo Malyuta , Behcet Acikmese

Time-parallel time integration has received a lot of attention in the high performance computing community over the past two decades. Indeed, it has been shown that parallel-in-time techniques have the potential to remedy one of the main…

Numerical Analysis · Mathematics 2023-09-26 Martin J. Gander , Davide Palitta

Symplectic N-body integrators are widely used to study problems in celestial mechanics. The most popular algorithms are of 2nd and 4th order, requiring 2 and 6 substeps per timestep, respectively. The number of substeps increases rapidly…

Astrophysics · Physics 2009-10-31 J. E. Chambers , M. A. Murison

We propose a new framework to implement interior point method (IPM) to solve very large linear programs (LP). Traditional IPMs typically use Newton's method to approximately solve a subproblem that aims to minimize a log-barrier penalty…

Optimization and Control · Mathematics 2020-07-03 Tianyi Lin , Shiqian Ma , Yinyu Ye , Shuzhong Zhang

We investigate a family of approximate multi-step proximal point methods, framed as implicit linear discretizations of gradient flow. The resulting methods are multi-step proximal point methods, with similar computational cost in each…

Optimization and Control · Mathematics 2025-01-15 Yushen Huang , Yifan Sun

The study of metamaterials and architected materials has intensified interest in continuum mechanics models that capture size-dependent microstructure interactions. Among these, Consistent Couple-Stress Theory (C-CST) incorporates…

Numerical Analysis · Mathematics 2025-02-05 José Ortiz-Ocampo , Nicolás Guarín-Zapata

In this paper, we study the partial pole assignment problem in symmetric quadratic pencil with time delay. A novel multi-step method is proposed to solve this problem, resulting in the undesired eigenvalues being moved to desired values,…

Numerical Analysis · Mathematics 2023-07-04 Qing Liu

We consider a class of nonsmooth fractional programming problems with fixed-point constraints, where the numerator is convex and the denominator is concave. To solve this problem, we propose splitting algorithms that compute subgradient…

Optimization and Control · Mathematics 2025-09-03 Mootta Prangprakhon , Nimit Nimana

Partially observable Markov decision processes (POMDPs) have recently become popular among many AI researchers because they serve as a natural model for planning under uncertainty. Value iteration is a well-known algorithm for finding…

Artificial Intelligence · Computer Science 2011-06-02 N. L. Zhang , W. Zhang

Solving (mixed) integer linear programs, (M)ILPs for short, is a fundamental optimization task. While hard in general, recent years have brought about vast progress for solving structurally restricted, (non-mixed) ILPs: $n$-fold, tree-fold,…

Data Structures and Algorithms · Computer Science 2019-12-10 Cornelius Brand , Martin Koutecký , Sebastian Ordyniak

Block matrix structure is commonly arising is various physics and engineering applications. There are various advantages in preserving the blocks structure while computing the inversion of such partitioned matrices. In this context, using…

Numerical Analysis · Mathematics 2023-11-22 R. Thiru Senthil

The material point method (MPM) is a hybrid particle-grid method widely used for simulating large deformation with history-dependent behavior. Standard MPM often relies on a dense background grid, which can be highly inefficient when…

Computational Engineering, Finance, and Science · Computer Science 2026-05-28 Yidong Zhao , Lars Blatny , Xiang Feng , Mikkel M. Juel , Chenfanfu Jiang , Johan Gaume

A practical and efficient scheme for the higher order integration of the Landau-Lifschitz-Gilbert (LLG) equation is presented. The method is based on extrapolation of the two-step explicit midpoint rule and incorporates adaptive time step…

Computational Physics · Physics 2017-06-22 Lukas Exl , Norbert J. Mauser , Thomas Schrefl , Dieter Suess

Cohesive fracture is among the few techniques able to model complex fracture nucleation and propagation with a sharp (nonsmeared) representation of the crack. Implicit time-stepping schemes are often favored in mechanics due to their…

Numerical Analysis · Mathematics 2019-10-23 Stephen A. Vavasis , Katerina D. Papoulia , M. Reza Hirmand

We propose a fast integrator to a class of dynamical systems with several temporal scales. The proposed method is developed as an extension of the variable step size Heterogeneous Multiscale Method (VSHMM), which is a two-scale integrator…

Numerical Analysis · Mathematics 2015-10-21 Yoonsang Lee , Bjorn Engquist

In this paper we present an extension of standard iterative splitting schemes to multiple splitting schemes for solving higher order differential equations. We are motivated by dynamical systems, which occur in dynamics of the electrons in…

Numerical Analysis · Mathematics 2012-04-17 Juergen Geiser , Thomas Zacher

In this paper, we study temporal splitting algorithms for multiscale problems. The exact fine-grid spatial problems typically require some reduction in degrees of freedom. Multiscale algorithms are designed to represent the fine-scale…

Numerical Analysis · Mathematics 2021-06-02 Yalchin Efendiev , Sai-Mang Pun , Petr N. Vabishchevich

Matrix and tensor completion aim to recover a low-rank matrix / tensor from limited observations and have been commonly used in applications such as recommender systems and multi-relational data mining. A state-of-the-art matrix completion…

Numerical Analysis · Computer Science 2018-08-28 Quanming Yao , James T. Kwok

Subsampling is one of the popular methods to balance statistical efficiency and computational efficiency in the big data era. Most approaches aim at selecting informative or representative sample points to achieve good overall information…

Methodology · Statistics 2024-07-10 Haolin Chen , Holger Dette , Jun Yu

The automatic selection of an appropriate time step size has been considered extensively in the literature. However, most of the strategies developed operate under the assumption that the computational cost (per time step) is independent of…

Numerical Analysis · Mathematics 2018-08-14 Lukas Einkemmer