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Recently, Bai and Benzi proposed a class of regularized Hermitian and skew-Hermitian splitting methods (RHSS) iteration methods for solving the nonsingular saddle point problem. In this paper, we apply this method to solve the singular…

数值分析 · 数学 2017-10-26 Zhen Chao , Guoliang Chen

We consider symmetric positive definite preconditioners for multiple saddle-point systems of block tridiagonal form, which can be applied within the MINRES algorithm. We describe such a preconditioner for which the preconditioned matrix has…

数值分析 · 数学 2023-02-02 John W. Pearson , Andreas Potschka

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…

机器学习 · 统计学 2015-06-15 Zhanxing Zhu , Amos J. Storkey

A class of preconditioners is introduced to enhance geometry optimisation and transition state search of molecular systems. We start from the Hessian of molecular mechanical terms, decompose it and retain only its positive definite part to…

化学物理 · 物理学 2018-04-06 Letif Mones , Gabor Csanyi , Christoph Ortner

We consider block preconditioners for double saddle-point systems, and investigate the effect of approximating the nested Schur complement associated with the trailing diagonal block on the eigenvalue distribution of the preconditioned…

数值分析 · 数学 2026-01-27 Chen Greif

We introduce a preconditioner for a hybridizable discontinuous Galerkin discretization of the linearized Navier-Stokes equations at high Reynolds number. The preconditioner is based on an augmented Lagrangian approach of the full…

数值分析 · 数学 2025-12-03 Alexander D. Lindsay , Sander Rhebergen , Ben S. Southworth

We propose a new class of multi-layer iterative schemes for solving sparse linear systems in saddle point structure. The new scheme consist of an iterative preconditioner that is based on the (approximate) nullspace method, combined with an…

数值分析 · 数学 2026-02-09 Murat Manguoğlu , Volker Mehrmann

For nonsymmetric block three-by-three singular saddle point problems arising from the Picard iteration method for a class of mixed finite element scheme, recently Salkuyeh et al. in (D.K. Salkuyeh, H. Aslani, Z.Z. Liang, An alternating…

数值分析 · 数学 2022-08-02 Hamed Aslani , Davod Khojasteh Salkuyeh

The paper looks at a scaled variant of the stochastic gradient descent algorithm for the matrix completion problem. Specifically, we propose a novel matrix-scaling of the partial derivatives that acts as an efficient preconditioning for the…

机器学习 · 计算机科学 2016-10-06 Bamdev Mishra , Rodolphe Sepulchre

Employing the ideas of non-linear preconditioning and testing of the classical proximal point method, we formalise common arguments in convergence rate and convergence proofs of optimisation methods to the verification of a simple…

最优化与控制 · 数学 2020-10-06 Tuomo Valkonen

Rectangular spectral collocation (RSC) methods have recently been proposed to solve linear and nonlinear differential equations with general boundary conditions and/or other constraints. The involved linear systems in RSC become extremely…

数值分析 · 数学 2015-10-22 Kui Du

We present a scalable approach to solve a class of elliptic partial differential equation (PDE)-constrained optimization problems with bound constraints. This approach utilizes a robust full-space interior-point (IP)-Gauss-Newton…

最优化与控制 · 数学 2024-10-22 Tucker Hartland , Cosmin G. Petra , Noemi Petra , Jingyi Wang

Saddle-point systems, i.e., structured linear systems with symmetric matrices are considered. A modified implementation of (preconditioned) MINRES is derived which allows to monitor the norms of the subvectors individually. Compared to the…

数值分析 · 数学 2016-09-08 Roland Herzog , Kirk M. Soodhalter

We develop robust solvers for a class of perturbed saddle-point problems arising in the study of a second-order elliptic equation in mixed form (in terms of flux and potential), and of the four-field formulation of Biot's consolidation…

数值分析 · 数学 2020-11-11 Wietse M. Boon , Miroslav Kuchta , Kent-Andre Mardal , Ricardo Ruiz-Baier

In this paper, we consider using Schur complements to design preconditioners for twofold and block tridiagonal saddle point problems. One type of the preconditioners are based on the nested (or recursive) Schur complement, the other is…

数值分析 · 数学 2024-04-05 Mingchao Cai , Guoliang Ju , Jingzhi Li

The main computational cost of algorithms for computing reduced-order models of parametric dynamical systems is in solving sequences of very large and sparse linear systems. We focus on efficiently solving these linear systems, arising…

数值分析 · 数学 2018-09-19 Navneet Pratap Singh , Kapil Ahuja

Efficient numerical solvers for partial differential equations empower science and engineering. One of the commonly employed numerical solvers is the preconditioned conjugate gradient (PCG) algorithm which can solve large systems to a given…

数值分析 · 数学 2023-09-07 Yichen Li , Peter Yichen Chen , Tao Du , Wojciech Matusik

We propose an augmented Lagrangian-based preconditioner to accelerate the convergence of Krylov subspace methods applied to linear systems of equations with a block three-by-three structure such as those arising from mixed finite element…

数值分析 · 数学 2023-10-26 Fatemeh P. A. Beik , Michele Benzi

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…

计算工程、金融与科学 · 计算机科学 2023-11-14 Michał Łukasz Mika , Marco ten Eikelder , Dominik Schillinger , René Rinke Hiemstra

The discretization of Cahn-Hilliard equation with obstacle potential leads to a block 2 by 2 non-linear system, where the p1, 1q block has a non-linear and non-smooth term. Recently a globally convergent Newton Schur method was proposed for…

数值分析 · 计算机科学 2021-09-22 Pawan Kumar