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This work focuses on the iterative solution of sequences of KKT linear systems arising in interior point methods applied to large convex quadratic programming problems. This task is the computational core of the interior point procedure and…

数值分析 · 数学 2015-09-22 S. Bellavia , V. De Simone , D. di Serafino , B. Morini

We consider an efficient preconditioner for boundary integral equation (BIE) formulations of the two-dimensional Stokes equations in porous media. While BIEs are well-suited for resolving the complex porous geometry, they lead to a dense…

数值分析 · 数学 2016-09-16 Pieter Coulier , Bryan Quaife , Eric Darve

The conic bundle implementation of the spectral bundle method for large scale semidefinite programming solves in each iteration a semidefinite quadratic subproblem by an interior point approach. For larger cutting model sizes the limiting…

最优化与控制 · 数学 2023-08-25 Christoph Helmberg

The paper focuses on developing and studying efficient block preconditioners based on classical algebraic multigrid for the large-scale sparse linear systems arising from the fully coupled and implicitly cell-centered finite volume…

数值分析 · 数学 2021-02-03 Xiaoqiang Yue , Shulei Zhang , Xiaowen Xu , Shi Shu , Weidong Shi

We consider linear parameter-dependent systems $A(\mu) x(\mu) = b$ for many different $\mu$, where $A$ is large and sparse, and depends nonlinearly on $\mu$. Solving such systems individually for each $\mu$ would require great computational…

数值分析 · 数学 2021-04-20 Elias Jarlebring , Siobhán Correnty

This survey explores modern approaches for computing low-rank approximations of high-dimensional matrices by means of the randomized SVD, randomized subspace iteration, and randomized block Krylov iteration. The paper compares the…

数值分析 · 数学 2023-09-25 Joel A. Tropp , Robert J. Webber

In this article we present a new multigrid preconditioner for the linear systems arising in the semismooth Newton method solution of certain control-constrained, quadratic distributed optimal control problems. Using a piecewise constant…

数值分析 · 数学 2016-02-16 Andrei Draganescu , Jyoti Saraswat

Large linear systems are ubiquitous in modern computational science and engineering. The main recipe for solving them is the use of Krylov subspace iterative methods with well-designed preconditioners. Recently, GNNs have been shown to be a…

This work is concerned with the numerical solution of large-scale symmetric positive definite matrix equations of the form $A_1XB_1^\top + A_2XB_2^\top + \dots + A_\ell X B_\ell^\top = F$, as they arise from discretized partial differential…

数值分析 · 数学 2024-12-04 Ivan Bioli , Daniel Kressner , Leonardo Robol

Poroelasticity problems play an important role in various engineering, geophysical, and biological applications. Their full discretization results in a large-scale saddle-point system at each time step that is becoming singular for locking…

数值分析 · 数学 2025-06-27 Weizhang Huang , Zhuoran Wang

In classical frameworks as the Euclidean space, positive definite kernels as well as their analytic properties are explicitly available and can be incorporated directly in kernel-based learning algorithms. This is different if the…

数值分析 · 数学 2023-01-18 Wolfgang Erb

A primary computational problem in kernel regression is solution of a dense linear system with the $N\times N$ kernel matrix. Because a direct solution has an O($N^3$) cost, iterative Krylov methods are often used with fast matrix-vector…

数值分析 · 计算机科学 2014-08-07 Balaji Vasan Srinivasan , Qi Hu , Nail A. Gumerov , Raghu Murtugudde , Ramani Duraiswami

In this paper, we propose an algorithm for the construction of low-rank approximations of the inverse of an operator given in low-rank tensor format. The construction relies on an updated greedy algorithm for the minimization of a suitable…

数值分析 · 数学 2017-05-11 Loic Giraldi , Anthony Nouy , Gregory Legrain

The hierarchical interpolative factorization for elliptic partial differential equations is a fast algorithm for approximate sparse matrix inversion in linear or quasilinear time. Its accuracy can degrade, however, when applied to strongly…

数值分析 · 数学 2019-04-09 Jordi Feliu-Fabà , Kenneth L. Ho , Lexing Ying

Interior-point methods for linear programming problems require the repeated solution of a linear system of equations. Solving these linear systems is non-trivial due to the severe ill-conditioning of the matrices towards convergence. This…

最优化与控制 · 数学 2021-05-05 Jeffrey Cornelis , Wim Vanroose

We introduce a unified framework for computing approximately-optimal preconditioners for solving linear and non-linear systems of equations. We demonstrate that the condition number minimization problem, under structured transformations…

最优化与控制 · 数学 2025-12-09 M. Levent Doğan , Alperen Ergür , Elias Tsigaridas

We present a polynomial preconditioner for solving large systems of linear equations. The polynomial is derived from the minimum residual polynomial (the GMRES polynomial) and is more straightforward to compute and implement than many…

数值分析 · 数学 2022-01-13 Jennifer A. Loe , Ronald B. Morgan

This paper has proposed the GMRES that augments Krylov subspaces with a set of approximate right singular vectors. The proposed method suppresses the error norms of a linear system of equations. Numerical experiments comparing the proposed…

数值分析 · 数学 2019-02-07 Mashetti Ravibabu

It was recently demonstrated that the boundary element method based on the Burton-Miller formulation (BM-BEM), widely used for solving exterior problems, can be adapted to solve transmission problems efficiently. This approach utilises…

数值分析 · 数学 2025-06-03 Keigo Tomoyasu , Hiroshi Isakari

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…

数值分析 · 数学 2022-11-23 Ioannis P. A. Papadopoulos , Patrick E. Farrell
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