相关论文: Hybrid-Cubic-Rational Semi-Lagrangian Method with …
In this paper, we introduce a new hybrid algorithm for solving equilibrium problems. The algorithm combines the extragradient method and the hybrid (outer approximation) method. In this algorithm, only an optimization program is solved at…
We describe a strategy for solving nonlinear eigenproblems numerically. Our approach is based on the approximation of a vector-valued function, defined as solution of a non-homogeneous version of the eigenproblem. This approximation step is…
The paper develops a hybrid method for solving a system of advection--diffusion equations in a bulk domain coupled to advection--diffusion equations on an embedded surface. A monotone nonlinear finite volume method for equations posed in…
We present three new semi-Lagrangian methods based on radial basis function (RBF) interpolation for numerically simulating transport on a sphere. The methods are mesh-free and are formulated entirely in Cartesian coordinates, thus avoiding…
This paper considers the stochastic convex composite optimization problem and presents multi-cut stochastic approximation (SA) methods for solving it, whose models in expectation overestimate its objective function. The multi-cut model…
The structural properties of fluids whose molecules interact via potentials with a hard-core plus n piece-wise constant sections of different widths and heights are derived using a (semi-analytical) rational-function approximation method.…
We propose a semi-proximal augmented Lagrangian based decomposition method for convex composite quadratic conic programming problems with primal block angular structures. Using our algorithmic framework, we are able to naturally derive…
Gradient methods have applications in multiple fields, including signal processing, image processing, and dynamic systems. In this paper, we present a nonlinear gradient method for solving convex supra-quadratic functions by developing the…
Efficient transport algorithms are essential to the numerical resolution of incompressible fluid flow problems. Semi-Lagrangian methods are widely used in grid based methods to achieve this aim. The accuracy of the interpolation strategy…
A rational approximation by a ratio of polynomial functions is a flexible alternative to polynomial approximation. In particular, rational functions exhibit accurate estimations to nonsmooth and non- Lipschitz functions, where polynomial…
This paper presents a concurrent global-local numerical method for solving multiscale parabolic equations in divergence form. The proposed method employs hybrid coefficient to provide accurate macroscopic information while preserving…
We test a new "hybrid" scheme for simulating dynamical fluid flows in which cylindrical components of the momentum are advected across a rotating Cartesian coordinate mesh. This hybrid scheme allows us to conserve angular momentum to…
In this paper, we aim to solve high dimensional convex quadratic programming (QP) problems with a large number of quadratic terms, linear equality and inequality constraints. In order to solve the targeted {\bf QP} problems to a desired…
State-of-the-art techniques for simultaneous localization and mapping (SLAM) employ iterative nonlinear optimization methods to compute an estimate for robot poses. While these techniques often work well in practice, they do not provide…
By exploiting double-penalty terms for the primal subproblem, we develop a novel relaxed augmented Lagrangian method for solving a family of convex optimization problems subject to equality or inequality constraints. The method is then…
We introduce a new convex optimization problem, termed quadratic decomposable submodular function minimization. The problem is closely related to decomposable submodular function minimization and arises in many learning on graphs and…
In this article we study the estimation of bifurcation coefficients in nonlinear branching problems by means of Rayleigh-Ritz approximation to the eigenvectors of the corresponding linearized problem. It is essential that the approximations…
In this paper, we develop a numerical multiscale method to solve the fractional Laplacian with a heterogeneous diffusion coefficient. When the coefficient is heterogeneous, this adds to the computational costs. Moreover, the fractional…
In this paper, we propose a Robbins-Monro augmented Lagrangian method (RMALM) to solve a class of constrained stochastic convex optimization, which can be regarded as a hybrid of the Robbins-Monro type stochastic approximation method and…
We introduce a new framework of numerical multiscale methods for advection-dominated problems motivated by climate sciences. Current numerical multiscale methods (MsFEM) work well on stationary elliptic problems but have difficulties when…