相关论文: Ideal Preconditioners for Saddle Point Systems wit…

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…

Layer-wise preconditioning methods are a family of memory-efficient optimization algorithms that introduce preconditioners per axis of each layer's weight tensors. These methods have seen a recent resurgence, demonstrating impressive…

To precondition a large and sparse linear system, two direct methods for approximate factoring of the inverse are devised. The algorithms are fully parallelizable and appear to be more robust than the iterative methods suggested for the…

We consider strongly-convex-strongly-concave saddle-point problems with general non-bilinear objective and different condition numbers with respect to the primal and the dual variables. First, we consider such problems with smooth composite…

We deal with interval parametric systems of linear equations and the goal is to solve such systems, which basically comes down to finding an enclosure for a parametric solution set. Obviously we want this enclosure to be as tight as…

We study generalized smoothness in nonconvex optimization, focusing on $(L_0, L_1)$-smoothness and anisotropic smoothness. The former was empirically derived from practical neural network training examples, while the latter arises naturally…

In this paper we study the linear systems arising from discretized poroelasticity problems. We formulate one block preconditioner for the two-filed Biot model and several preconditioners for the classical three-filed Biot model under the…

We propose a uniform block-diagonal preconditioner for condensed $H$(div)-conforming HDG schemes for parameter-dependent saddle point problems, including the generalized Stokes equations and the linear elasticity equations. An optimal…

This paper presents a new stochastic preconditioning approach. For symmetric diagonally-dominant M-matrices, we prove that an incomplete LDL factorization can be obtained from random walks, and used as a preconditioner for an iterative…

The convergence behaviour of first-order methods can be severely slowed down when applied to high-dimensional non-convex functions due to the presence of saddle points. If, additionally, the saddles are surrounded by large plateaus, it is…

We study first-order methods with preconditioning for solving structured nonlinear convex optimization problems. We propose a new family of preconditioners generated by symmetric polynomials. They provide first-order optimization methods…

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…

We present original time-parallel algorithms for the solution of the implicit Euler discretization of general linear parabolic evolution equations with time-dependent self-adjoint spatial operators. Motivated by the inf-sup theory of…

We study the performance of stochastic first-order methods for finding saddle points of convex-concave functions. A notorious challenge faced by such methods is that the gradients can grow arbitrarily large during optimization, which may…

We propose a two-level nested preconditioned iterative scheme for solving sparse linear systems of equations in which the coefficient matrix is symmetric and indefinite with relatively small number of negative eigenvalues. The proposed…

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…

Topology optimization problems generally support multiple local minima, and real-world applications are typically three-dimensional. In previous work [I. P. A. Papadopoulos, P. E. Farrell, and T. M. Surowiec, Computing multiple solutions of…

We give sufficient conditions on a symmetric tensor S in S^dF^n to satisfy the equality: the symmetric rank of S, denoted as srank(S), is equal to the rank of S, denoted as rank(S). This is done by considering the rank of the unfolded S…

Provably finding stationary points on bounded-rank tensors turns out to be an open problem [E. Levin, J. Kileel, and N. Boumal, Math. Program., 199 (2023), pp. 831--864] due to the inherent non-smoothness of the set of bounded-rank tensors.…

Saddle points provide a hierarchical view of the energy landscape, revealing transition pathways and interconnected basins of attraction, and offering insight into the global structure, metastability, and possible collective mechanisms of…