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A new domain decomposition preconditioner is introduced for efficiently solving linear systems Ax = b with a symmetric positive definite matrix A. The particularity of the new preconditioner is that it is not necessary to have access to the…

Numerical Analysis · Mathematics 2021-06-23 Nicole Spillane

Primal-Dual Hybrid Gradient (PDHG) and Alternating Direction Method of Multipliers (ADMM) are two widely-used first-order optimization methods. They reduce a difficult problem to simple subproblems, so they are easy to implement and have…

Optimization and Control · Mathematics 2019-09-10 Yanli Liu , Yunbei Xu , Wotao Yin

In this paper, we study the robust linearization of nonlinear poromechanics of unsaturated materials. The model of interest couples the Richards equation with linear elasticity equations, employing the equivalent pore pressure. In practice…

Numerical Analysis · Mathematics 2021-05-24 Jakub Wiktor Both , Kundan Kumar , Jan Martin Nordbotten , Florin Adrian Radu

A class of splitting alternating algorithms is proposed for finding the sparse solution of linear systems with concatenated orthogonal matrices. Depending on the number of matrices concatenated, the proposed algorithms are classified into…

Information Theory · Computer Science 2025-09-30 Yun-Bin Zhao , Zhong-Feng Sun

In this paper, an iterative algorithm is presented for solving Sylvester tensor equation $\mathscr{A}*_M\mathscr{X}+\mathscr{X}*_N\mathscr{C}=\mathscr{D}$, where $\mathscr{A}$, $\mathscr{C}$ and $\mathscr{D}$ are given tensors with…

Numerical Analysis · Mathematics 2018-11-27 Maolin Liang , Bing Zheng

The solution of systems of linear(ized) equations lies at the heart of many problems in Scientific Computing. In particular for systems of large dimension, iterative methods are a primary approach. Stationary iterative methods are generally…

Numerical Analysis · Mathematics 2025-04-08 Andy Wathen

For solving the continuous Sylvester equation, a class of the multiplicative splitting iteration method is presented. We consider two symmetric positive definite splittings for each coefficient matrix of the continuous Sylvester equations…

Numerical Analysis · Mathematics 2020-05-19 Yu Huang , Mohammad Khorsand Zak , Emran Tohidi

In this paper, we evaluate stochastic-computing simulated annealing (SC-SA) for solving large-scale combinatorial optimization problems. SC-SA is designed using stochastic computing, where the computatoin is reazlied using random bitstream,…

Optimization and Control · Mathematics 2026-03-24 Kota Katsuki , Duckgyu Shin , Naoya Onizawa , Takahiro Hanyu

In this work, we propose a preconditioned augmented Lagrangian method (ALM) for solving semidefinite programming (SDP) problems. The preconditioner is implemented via a weighted penalty function in the ALM subproblem, with the weight matrix…

Optimization and Control · Mathematics 2026-05-19 Tianyun Tang , Kim-Chuan Toh

This Paper conducts a thorough simulation study to assess the effectiveness of various acceleration techniques designed to enhance the conjugate gradient algorithm, which is used for solving large linear systems to accelerate Bayesian…

Computation · Statistics 2025-05-06 Zhihao Zhou

Alternating gradient-descent-ascent (AltGDA) is an optimization algorithm that has been widely used for model training in various machine learning applications, which aims to solve a nonconvex minimax optimization problem. However, the…

Machine Learning · Computer Science 2022-05-23 Ziyi Chen , Shaocong Ma , Yi Zhou

This article is devoted to one particular case of using universal accelerated proximal envelopes to obtain computationally efficient accelerated versions of methods used to solve various optimization problem setups. In this paper, we…

Optimization and Control · Mathematics 2021-01-14 Dmitry Pasechnyuk , Anton Anikin , Vladislav Matyukhin

We consider the uniqueness of solution (i.e., nonsingularity) of systems of $r$ generalized Sylvester and $\star$-Sylvester equations with $n\times n$ coefficients. After several reductions, we show that it is sufficient to analyze periodic…

Numerical Analysis · Mathematics 2019-06-18 Fernando De Terán , Bruno Iannazzo , Federico Poloni , Leonardo Robol

The problem of low-tubal-rank tensor estimation is a fundamental task with wide applications across high-dimensional signal processing, machine learning, and image science. Traditional approaches tackle such a problem by performing tensor…

Machine Learning · Computer Science 2025-12-24 Zhiyu Liu , Zhi Han , Yandong Tang , Jun Fan , Yao Wang

Iterative procedures for parameter estimation based on stochastic gradient descent allow the estimation to scale to massive data sets. However, in both theory and practice, they suffer from numerical instability. Moreover, they are…

Methodology · Statistics 2016-06-08 Panos Toulis , Dustin Tran , Edoardo M. Airoldi

We consider the iterative solution of large linear systems of equations in which the coefficient matrix is the sum of two terms, a sparse matrix $A$ and a possibly dense, rank deficient matrix of the form $\gamma UU^T$, where $\gamma > 0$…

Numerical Analysis · Mathematics 2022-11-08 Michele Benzi , Chiara Faccio

This thesis focuses on developing and analyzing accelerated and inexact first-order methods for solving or finding stationary points of various nonconvex composite optimization (NCO) problems. The main tools mainly come from variational and…

Optimization and Control · Mathematics 2021-12-28 Weiwei Kong

We investigate the acceleration of stationary iterations for multi-term Sylvester equation by means of reduced rank extrapolation (RRE). Theoretical convergence results and implementations are provided for both small and large-scale…

Numerical Analysis · Mathematics 2026-03-16 Peter Benner , Pascal den Boef , Patrick Kürschner , Xiaobo Liu , Jens Saak

Despite their frequent slow convergence, proximal gradient schemes are widely used in large-scale optimization tasks due to their tremendous stability, scalability, and ease of computation. In this paper, we develop and investigate a…

Computation · Statistics 2025-08-19 Nicholas C. Henderson , Ravi Varadhan

The variational approach to fracture is effective for simulating the nucleation and propagation of complex crack patterns, but is computationally demanding. The model is a strongly nonlinear non-convex variational inequality that demands…

Numerical Analysis · Mathematics 2016-05-18 Patrick E. Farrell , Corrado Maurini