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GMRES

Publications associées (60)

Novel corrector problems with exponential decay of the resonance error for numerical homogenization

Multiscale problems, such as modelling flows through porous media or predicting the mechanical properties of composite materials, are of great interest in many scientific areas. Analytical models describing these phenomena are rarely available, and one mus ...

EPFL2020

Compress-and-restart block Krylov subspace methods for Sylvester matrix equations

Daniel Kressner, Stefano Massei, Kathryn Dianne Lund

Block Krylov subspace methods (KSMs) comprise building blocks in many state-of-the-art solvers for large-scale matrix equations as they arise, for example, from the discretization of partial differential equations. While extended and rational block Krylov ...

2020

Random extrapolation for primal-dual coordinate descent

Volkan Cevher, Ahmet Alacaoglu

We introduce a randomly extrapolated primal-dual coordinate descent method that adapts to sparsity of the data matrix and the favorable structures of the objective function. Our method updates only a subset of primal and dual variables with sparse data, an ...

2020

Smooth Power Direction Transition of a Bidirectional LLC Resonant Converter for DC Transformer Applications

Drazen Dujic, Jakub Kucka

The bidirectional LLC resonant converter operated at fixed switching frequency is a preferable candidate for a true dc transformer that does not actively control the power flow. This is due to its naturally stiff voltage ratio regardless of the imposed loa ...

2020

Exact Diffusion for Distributed Optimization and Learning-Part I: Algorithm Development

Ali H. Sayed, Bicheng Ying, Kun Yuan

This paper develops a distributed optimization strategy with guaranteed exact convergence for a broad class of left-stochastic combination policies. The resulting exact diffusion strategy is shown in Part II of this paper to have a wider stability range an ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2019

MATHICSE Technical Report : Fast solvers for 2D fractional differential equations using rank structured matrices

Marco Mazza, Stefano Massei

We consider the discretization of time-space diffusion equations with fractional derivatives in space and either 1D or 2D spatial domains. The use of implicit Euler scheme in time and finite differences or finite elements in space, leads to a sequence of d ...

MATHICSE2018

SNM: Stochastic Newton Method for Optimization of Discrete Choice Models

Michel Bierlaire, Virginie Janine Camille Lurkin, Gael Lederrey

Optimization algorithms are rarely mentioned in the discrete choice literature. One reason may be that classic Newton-Raphson methods have been rather successful in estimating discrete choice parameters on available data sets of limited size. However, than ...

2018

SNM: Stochastic Newton Methodfor Optimization of Discrete Choice Models

Michel Bierlaire, Virginie Janine Camille Lurkin, Gael Lederrey

IEEE2018

A Householder-Based Algorithm For Hessenberg-Triangular Reduction

Daniel Kressner, Zvonimir Bujanovic

The QZ algorithm for computing eigenvalues and eigenvectors of a matrix pencil A - lambda B requires that the matrices first be reduced to Hessenberg-triangular (HT) form. The current method of choice for HT reduction relies entirely on Givens rotations re ...

SIAM PUBLICATIONS2018

Performance limits of stochastic sub-gradient learning, Part II: Multi-agent case

Ali H. Sayed, Bicheng Ying

The analysis in Part I [1] revealed interesting properties for subgradient learning algorithms in the context of stochastic optimization. These algorithms are used when the risk functions are non-smooth or involve non-differentiable components. They have b ...

Elsevier2018

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