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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…

最优化与控制 · 数学 2023-01-31 Nikita Doikov , Anton Rodomanov

We present and analyze a class of nonsymmetric preconditioners within a normal (weighted least-squares) matrix form for use in GMRES to solve nonsymmetric matrix problems that typically arise in finite element discretizations. An example of…

数值分析 · 数学 2014-09-02 Blanca Ayuso de Dios , Andrew T. Barker , Panayot S. Vassilevski

The complex-shifted Laplacian systems arising in a wide range of applications. In this work, we propose an absolute-value based preconditioner for solving the complex-shifted Laplacian system. In our approach, the complex-shifted Laplacian…

数值分析 · 数学 2024-08-02 Xuelei Lin , Congcong Li , Sean Hon

We propose and analyze a general framework called nonlinear preconditioned primal-dual with projection for solving nonconvex-nonconcave and non-smooth saddle-point problems. The framework consists of two steps. The first is a nonlinear…

最优化与控制 · 数学 2024-01-11 Lu Zhang , Hongxia Wang , Hui Zhang

In this paper, we examine a number of additive and multiplicative multilevel iterative methods and preconditioners in the setting of two-dimensional local mesh refinement. While standard multilevel methods are effective for uniform…

数值分析 · 数学 2010-01-12 Burak Aksoylu , Stephen Bond , Michael Holst

We propose several circulant preconditioners for systems defined by some functions $g$ of Toeplitz matrices $A_n$. In this paper we are interested in solving $g(A_n)\mathbf{x}=\mathbf{b}$ by the preconditioned conjugate method or the…

数值分析 · 数学 2018-07-31 Sean Hon

In this paper we introduce an algebraic recursive multilevel incomplete factorization preconditioner, based on a distributed Schur complement formulation, for solving general linear systems. The novelty of the proposed method is to combine…

数值分析 · 数学 2015-09-23 Yiming Bu , Bruno Carpentieri , Zhaoli Shen , Tingzhu Huang

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

In [McDonald, Pestana and Wathen, \textit{SIAM J. Sci. Comput.}, 40 (2018), pp. A1012--A1033], a block circulant preconditioner is proposed for all-at-once linear systems arising from evolutionary partial differential equations, in which…

数值分析 · 数学 2021-03-04 X. -L. Lin , M. Ng

In this paper we are concerned with fast algorithms for the systems arising from the plane wave discretizations for two-dimensional Helmholtz equations with large wave numbers. We consider the plane wave weighted least squares (PWLS) method…

数值分析 · 数学 2016-07-19 Qiya Hu , Xuan Li

Multilevel optimization has gained renewed interest in machine learning due to its promise in applications such as hyperparameter tuning and continual learning. However, existing methods struggle with the inherent difficulty of efficiently…

机器学习 · 计算机科学 2024-10-16 Yuntian Gu , Xuzheng Chen

Achieving robust control and optimization in high-fidelity physics simulations is extremely challenging, especially for evolutionary systems whose solutions span vast scales across space, time, and physical variables. In conjunction with…

最优化与控制 · 数学 2025-05-29 Brian K. Tran , Ben S. Southworth , Hannah F. Blumhoefer , Samuel Olivier

This paper is concerned with the design, analysis and implementation of preconditioning concepts for spectral Discontinuous Galerkin discretizations of elliptic boundary value problems. While presently known techniques realize a growth of…

数值分析 · 数学 2014-05-14 Kolja Brix , Martin Campos Pinto , Claudio Canuto , Wolfgang Dahmen

We present a robust and scalable preconditioner for the solution of large-scale linear systems that arise from the discretization of elliptic PDEs amenable to rank compression. The preconditioner is based on hierarchical low-rank…

数值分析 · 数学 2017-12-27 Gustavo Chávez , George Turkiyyah , Stefano Zampini , David Keyes

This work considers the iterative solution of large-scale problems subject to non-symmetric matrices or operators arising in discretizations of (port-)Hamiltonian partial differential equations. We consider problems governed by an operator…

数值分析 · 数学 2025-10-21 Volker Mehrmann , Manuel Schaller , Martin Stoll

We define and analyze (local) multilevel diagonal preconditioners for isogeometric boundary elements on locally refined meshes in two dimensions. Hypersingular and weakly-singular integral equations are considered. We prove that the…

数值分析 · 数学 2019-04-30 Thomas Führer , Gregor Gantner , Dirk Praetorius , Stefan Schimanko

We introduce a novel two-level overlapping additive Schwarz preconditioner for accelerating the training of scientific machine learning applications. The design of the proposed preconditioner is motivated by the nonlinear two-level…

数值分析 · 数学 2025-09-26 Youngkyu Lee , Alena Kopaničáková , George Em Karniadakis

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

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

Due to the indefiniteness and poor spectral properties, the discretized linear algebraic system of the vector Laplacian by mixed finite element methods is hard to solve. A block diagonal preconditioner has been developed and shown to be an…

数值分析 · 数学 2016-01-19 Long Chen , Yongke Wu , Lin Zhong , Jie Zhou