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Related papers: Classification of Double Saddle-Point Systems

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The main focus of this paper is the study of efficient multigrid methods for large linear systems with a particular saddle-point structure. Indeed, when the system matrix is symmetric, but indefinite, the variational convergence theory that…

Numerical Analysis · Mathematics 2023-08-30 Marco Donatelli , Matthias Bolten , Paola Ferrari , Isabella Furci

We propose a doubly stochastic primal-dual coordinate optimization algorithm for empirical risk minimization, which can be formulated as a bilinear saddle-point problem. In each iteration, our method randomly samples a block of coordinates…

Machine Learning · Computer Science 2017-04-13 Adams Wei Yu , Qihang Lin , Tianbao Yang

In this paper, we study a class of inexact block triangular preconditioners for double saddle-point symmetric linear systems arising from the mixed finite element and mixed hybrid finite element discretization of Biot's poroelasticity…

Numerical Analysis · Mathematics 2025-07-02 Luca Bergamaschi , Massimiliano Ferronato , Angeles Martinez

In this paper, we propose a generalized shift-splitting (GSS) preconditioner, along with its two relaxed variants to solve the double saddle point problem (DSPP). The convergence of the associated GSS iterative method is analyzed, and…

Numerical Analysis · Mathematics 2025-07-08 Sk. Safique Ahmad , Pinki Khatun

In this paper, we propose a preconditioner based on the shift-splitting method for generalized saddle point problems with nonsymmetric positive definite (1,1)-block and symmetric positive semidefinite $(2,2)$-block. The proposed…

Numerical Analysis · Mathematics 2015-06-16 Davod Khojasteh Salkuyeh , Mohsen Masoudi , Davod Hezari

This paper presents a comprehensive analysis of critical point sets in two-layer neural networks. To study such complex entities, we introduce the critical embedding operator and critical reduction operator as our tools. Given a critical…

Machine Learning · Computer Science 2024-05-29 Leyang Zhang , Yaoyu Zhang , Tao Luo

In this paper, we extend the inexact Uzawa algorithm in [Q. Hu, J. Zou, SIAM J. Matrix Anal., 23(2001), pp. 317-338] to the nonsymmetric generalized saddle point problem. The techniques used here are similar to those in [Bramble \emph{et…

Numerical Analysis · Mathematics 2014-08-26 Hailun Shen , Hua Xiang

We consider convex-concave saddle point problems with a separable structure and non-strongly convex functions. We propose an efficient stochastic block coordinate descent method using adaptive primal-dual updates, which enables flexible…

Machine Learning · Statistics 2015-11-24 Zhanxing Zhu , Amos J. Storkey

In contact mechanics computation, the constraint conditions on the contact surfaces are typically enforced by the Lagrange multiplier method, resulting in a saddle point system. Given that the saddle point matrix is indefinite, solving…

Numerical Analysis · Mathematics 2024-09-24 Xiaoyu Duan , Hengbin An

We consider the problem of iteratively solving large and sparse double saddle-point systems arising from the stationary Stokes-Darcy equations in two dimensions, discretized by the Marker-and-Cell (MAC) finite difference method. We analyze…

Numerical Analysis · Mathematics 2023-02-28 Chen Greif , Yunhui He

In this article, we discuss several classes of Uzawa smoothers for the application in multigrid methods in the context of saddle point problems. Beside commonly used variants, such as the inexact and block factorization version, we also…

Numerical Analysis · Mathematics 2016-12-06 Lorenz John , Ulrich Rüde , Barbara Wohlmuth , Walter Zulehner

The preconditioned iterative solution of large-scale saddle-point systems is of great importance in numerous application areas, many of them involving partial differential equations. Robustness with respect to certain problem parameters is…

Numerical Analysis · Mathematics 2021-04-22 Roland Herzog

Large-scale saddle-point problems arise in such machine learning tasks as GANs and linear models with affine constraints. In this paper, we study distributed saddle-point problems (SPP) with strongly-convex-strongly-concave smooth…

Optimization and Control · Mathematics 2022-10-04 Dmitriy Metelev , Alexander Rogozin , Alexander Gasnikov , Dmitry Kovalev

We relativise double categories of relations to stable orthogonal factorisation systems. Furthermore, we present the characterisation of the relative double categories of relations in two ways. The first utilises a generalised comprehension…

Category Theory · Mathematics 2025-01-24 Keisuke Hoshino , Hayato Nasu

In this paper we consider multiple saddle point problems with block tridiagonal Hessian in a Hilbert space setting. Well-posedness and the related issue of preconditioning are discussed. We give a characterization of all block structured…

Numerical Analysis · Mathematics 2019-12-23 Alexander Beigl , Jarle Sogn , Walter Zulehner

We provide an overview of primal-dual algorithms for nonsmooth and non-convex-concave saddle-point problems. This flows around a new analysis of such methods, using Bregman divergences to formulate simplified conditions for convergence.

Optimization and Control · Mathematics 2021-08-03 Tuomo Valkonen

In this paper, we introduce a multilevel algorithm for approximating variational formulations of symmetric saddle point systems. The algorithm is based on availability of families of stable finite element pairs and on the availability of…

Numerical Analysis · Mathematics 2013-05-14 Constantin Bacuta

We consider a generic convex-concave saddle point problem with separable structure, a form that covers a wide-ranged machine learning applications. Under this problem structure, we follow the framework of primal-dual updates for saddle…

Machine Learning · Statistics 2015-06-15 Zhanxing Zhu , Amos J. Storkey

We study preconditioned proximal point methods for a class of saddle point problems, where the preconditioner decouples the overall proximal point method into an alternating primal--dual method. This is akin to the Chambolle--Pock method or…

Optimization and Control · Mathematics 2020-02-13 Tuomo Valkonen

In this article, we propose and study a stochastic and relaxed preconditioned Douglas--Rachford splitting method to solve saddle-point problems that have separable dual variables. We prove the almost sure convergence of the iteration…

Optimization and Control · Mathematics 2024-10-01 Yakun Dong , Kristian Bredies , Hongpeng Sun