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Transformed Primal-Dual Methods with Variable-Preconditioners
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This paper introduces a novel Transformed Primal-Dual with variable-metric/preconditioner (TPDv) algorithm, designed to efficiently solve affine constrained optimization problems common in nonlinear partial differential equations (PDEs). Diverging from traditional methods, TPDv iteratively updates time-evolving preconditioning operators, enhancing adaptability. The algorithm is derived and analyzed, demonstrating global linear convergence rates under mild assumptions. Numerical experiments on challenging nonlinear PDEs, including the Darcy-Forchheimer model and a nonlinear electromagnetic problem, showcase the algorithm's superiority over existing methods in terms of iteration numbers and computational efficiency. The paper concludes with a comprehensive convergence analysis.
Forward citations
Cited by 3 Pith papers
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Inexact projected preconditioned gradient methods with variable metrics: a Lyapunov convergence theory (extended version)
Inexact projected preconditioned gradient methods with variable metrics are shown to converge exponentially in continuous time and linearly in discrete time via a new Lyapunov analysis.
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Variable-preconditioned transformed primal-dual method for generalized Wasserstein Gradient Flows
VPTPD is a variable-preconditioned transformed primal-dual algorithm for dynamic JKO schemes that reports large speedups over prior primal-dual methods in 1D to 3D numerical tests.
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Parallel multilevel methods for solving the Darcy--Forchheimer model based on a nearly semicoercive formulation
Darcy-Forchheimer mixed finite element problems are recast as nearly semicoercive convex programs and solved by a multilevel additive Schwarz method with epsilon-robust convergence.
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