相关论文: Absolute value preconditioning for symmetric indef…

We propose a new approximate factorization for solving linear systems with symmetric positive definite sparse matrices. In a nutshell the algorithm is to apply hierarchically block Gaussian elimination and additionally compress the fill-in.…

This paper presents a scalable physics-based block preconditioner for mixed-dimensional models in beam-solid interaction and their application in engineering. In particular, it studies the linear systems arising from a regularized…

A matrix free and a low rank approximation preconditioner are proposed to accelerate the convergence of stochastic gradient descent (SGD) by exploiting curvature information sampled from Hessian-vector products or finite differences of…

We develop a family of stabilized backward differentiation formula (sBDF) schemes of orders one through four for semilinear parabolic equations. The proposed methods are designed to achieve three properties that are rarely available…

Model predictive control (MPC) for linear dynamical systems requires solving an optimal control structured quadratic program (QP) at each sampling instant. This paper proposes a primal active-set strategy (PRESAS) for the efficient solution…

In this paper, we analyze different preconditionings designed to enhance robustness of pure-pixel search algorithms, which are used for blind hyperspectral unmixing and which are equivalent to near-separable nonnegative matrix factorization…

Recently, several works have shown that natural modifications of the classical conditional gradient method (aka Frank-Wolfe algorithm) for constrained convex optimization, provably converge with a linear rate when: i) the feasible set is a…

The partial reuse algebraic multigrid (AMG) setup cost amortization strategy is presented for the solution of non-steady state problems. The transfer operators are reused from the previous time steps, and the system matrices and the…

We report on a systematic implementation of su(2) invariance for matrix product states (MPS) with concrete computations cast in a diagrammatic language. As an application we present a variational MPS study of $su(2)$ invariant quantum spin…

Algorithmic methods for the explicit inversion of the indefinite double covering maps are proposed. These are based on either the Givens decomposition or the polar decomposition of the given matrix in the proper, indefinite orthogonal group…

For real matrices of full column-rank, we analyze the conditioning of several types of normal equations that are preconditioned by a randomized preconditioner computed in lower precision. These include symmetrically preconditioned normal…

A matrix optimization problem over an uncertain linear system on finite horizon (abbreviated as MOPUL) is studied, in which the uncertain transition matrix is regarded as a decision variable. This problem is in general NP-hard. By using the…

We propose a novel preconditioned inexact primal-dual interior point method for constrained convex quadratic programming problems. The algorithm we describe invokes the preconditioned conjugate gradient method on a new reduced Schur…

This study explores the integration of the hyper-power sequence, a method commonly employed for approximating the Moore-Penrose inverse, to enhance the effectiveness of an existing preconditioner. The approach is closely related to…

We investigate several robust preconditioners for solving the saddle-point linear systems that arise from spatial discretization of unsteady and steady variable-coefficient Stokes equations on a uniform staggered grid. Building on the…

Augmented Lagrangian and optimistic primal--dual methods stabilize equality-constrained optimization through seemingly different mechanisms: the former adds constraint-dependent primal curvature, while the latter adds dual memory. Recent…

Trimming is a ubiquitous operation in computer-aided-design whereby parts of a geometry are merged, intersected, or simply discarded. While it grants virtually unlimited flexibility in geometric design, it introduces a plethora of other…

We propose a preconditioner to accelerate the convergence of the GMRES iterative method for solving the system of linear equations obtained from discretize-then-optimize approach applied to optimal control problems constrained by a partial…

In this paper, we present a structured solver based on the preconditioned conjugate gradient method (PCGM) for solving the linear quadratic (LQ) optimal control problem for $K \times N$ sub-systems connected in a two-dimensional (2D) grid…

Within the framework of $ p $-adaptive flux reconstruction, we aim to construct efficient polynomial multigrid ($p$MG) preconditioners for implicit time integration of the Navier--Stokes equations using Jacobian-free Newton--Krylov (JFNK)…