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相关论文: A Convergence Analysis of the Peaceman--Rachford S…

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The Douglas--Rachford and Peaceman--Rachford splitting methods are common choices for temporal discretizations of evolution equations. In this paper we combine these methods with spatial discretizations fulfilling some easily verifiable…

数值分析 · 数学 2016-05-10 Eskil Hansen , Erik Henningsson

In this paper, we introduce a simple methodology to leverage strong convexity and smoothness in order to obtain an optimal linear convergence rate for the Peaceman--Rachford splitting (PRS) scheme applied to optimization problems involving…

最优化与控制 · 数学 2026-01-21 Luis Briceño-Arias , Fernando Roldán

In this paper we study the convergence of a Lie-Trotter operator splitting for stochastic semi-linear evolution equations in a Hilbert space. The abstract Hilbert space setting allows for the consideration of convergence of the…

数值分析 · 数学 2024-12-20 Joshua L Padgett , Qin Sheng

We study the applicability of the Peaceman-Rachford (PR) splitting method for solving nonconvex optimization problems. When applied to minimizing the sum of a strongly convex Lipschitz differentiable function and a proper closed function,…

最优化与控制 · 数学 2017-01-10 Guoyin Li , Tianxiang Liu , Ting Kei Pong

We adapt the alternating linearization method for proximal decomposition to structured regularization problems, in particular, to the generalized lasso problems. The method is related to two well-known operator splitting methods, the…

统计计算 · 统计学 2014-03-25 Xiaodong Lin , Minh Pham , Andrzej Ruszczynski

In this paper we present a unified picture concerning Lie-Trotter method for solving a large class of semilinear problems: nonlinear Schr\"odinger, Schr\"oginger--Poisson, Gross--Pitaevskii, etc. This picture includes more general schemes…

The Peaceman-Rachford splitting method is efficient for minimizing a convex optimization problem with a separable objective function and linear constraints. However, its convergence was not guaranteed without extra requirements. He {\it et…

最优化与控制 · 数学 2022-09-27 Yan Gu , Bo Jiang , Deren Han

Splitting schemes are a class of powerful algorithms that solve complicated monotone inclusion and convex optimization problems that are built from many simpler pieces. They give rise to algorithms in which the simple pieces of the…

最优化与控制 · 数学 2015-05-04 Damek Davis , Wotao Yin

We propose and analyse numerical schemes for a system of quasilinear, degenerate evolution equations modelling biofilm growth as well as other processes such as flow through porous media and the spreading of wildfires. The first equation in…

数值分析 · 数学 2024-04-05 R. K. H. Smeets , K. Mitra , I. S. Pop , S. Sonner

The Douglas-Rachford and Peaceman-Rachford algorithms have been successfully employed to solve convex optimization problems, or more generally find zeros of monotone inclusions. Recently, the behaviour of these methods in the inconsistent…

We consider the convergence behavior using the relaxed Peaceman-Rachford splitting method to solve the monotone inclusion problem $0 \in (A + B)(u)$, where $A, B: \Re^n \rightrightarrows \Re^n$ are maximal $\beta$-strongly monotone…

最优化与控制 · 数学 2022-11-15 Chee Khian Sim

We study solution techniques for an evolution equation involving second order derivative in time and the spectral fractional powers, of order $s \in (0,1)$, of symmetric, coercive, linear, elliptic, second-order operators in bounded domains…

数值分析 · 数学 2018-06-18 Lehel Banjai , Enrique Otarola

We consider the Cauchy problem for a second-order nonlinear evolution equation in a Hilbert space. This equation represents the abstract generalization of the Ball integro-differential equation. The general nonlinear case with respect to…

数值分析 · 数学 2022-09-20 Jemal Rogava , Mikheil Tsiklauri , Zurab Vashakidze

We formulate a doubly nonnegative (DNN) relaxation of the protein side-chain positioning (SCP) problem. We inherit the natural splitting of variables that stems from the facial reduction technique in the semidefinite relaxation. We solve…

最优化与控制 · 数学 2023-03-27 Forbes Burkowski , Jiyoung Im , Henry Wolkowicz

The article addresses the convergence of implicit and semi-implicit, fully discrete approximations of a class of nonlinear parabolic evolution problems. Such schemes are popular in the numerical solution of evolutions defined with the…

数值分析 · 数学 2019-02-22 Sören Bartels , Michael Růžička

This article presents the convergence analysis of a sequence of piecewise constant and piecewise linear functions obtained by the Rothe method to the solution of the first order evolution partial differential inclusion…

偏微分方程分析 · 数学 2013-07-15 Piotr Kalita

Since their introduction in 1967, Lawson methods have achieved constant interest in the time discretization of evolution equations. The methods were originally devised for the numerical solution of stiff differential equations. Meanwhile,…

数值分析 · 数学 2018-06-19 Marlis Hochbruck , Alexander Ostermann

This paper introduces the distributed Halpern Peaceman--Rachford (dHPR) method, an efficient algorithm for solving distributed convex composite optimization problems with non-smooth objectives, which achieves a non-ergodic $O(1/k)$…

最优化与控制 · 数学 2025-11-14 Zhangcheng Feng , Defeng Sun , Yancheng Yuan , Guojun Zhang

We prove convergence for the nonoverlapping Robin-Robin method applied to nonlinear elliptic equations with a $p$-structure, including degenerate diffusion equations governed by the $p$-Laplacian. This nonoverlapping domain decomposition is…

数值分析 · 数学 2021-05-04 Emil Engström , Eskil Hansen

We propose a novel time-splitting scheme for a class of semilinear stochastic evolution equations driven by cylindrical fractional noise. The nonlinearity is decomposed as the sum of a one-sided, non-globally, Lipschitz continuous function,…

数值分析 · 数学 2025-12-11 Xiao-Li Ding , Charles-Edouard Bréhier , Dehua Wang
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