579 research outputs found
The LifeV library: engineering mathematics beyond the proof of concept
LifeV is a library for the finite element (FE) solution of partial
differential equations in one, two, and three dimensions. It is written in C++
and designed to run on diverse parallel architectures, including cloud and high
performance computing facilities. In spite of its academic research nature,
meaning a library for the development and testing of new methods, one
distinguishing feature of LifeV is its use on real world problems and it is
intended to provide a tool for many engineering applications. It has been
actually used in computational hemodynamics, including cardiac mechanics and
fluid-structure interaction problems, in porous media, ice sheets dynamics for
both forward and inverse problems. In this paper we give a short overview of
the features of LifeV and its coding paradigms on simple problems. The main
focus is on the parallel environment which is mainly driven by domain
decomposition methods and based on external libraries such as MPI, the Trilinos
project, HDF5 and ParMetis.
Dedicated to the memory of Fausto Saleri.Comment: Review of the LifeV Finite Element librar
Some Preconditioning Techniques for Saddle Point Problems
Saddle point problems arise frequently in many applications in science and engineering, including constrained optimization, mixed finite element formulations of partial differential equations, circuit analysis, and so forth. Indeed the formulation of most problems with constraints gives rise to saddle point systems. This paper provides a concise overview of iterative approaches for the solution of such systems which are of particular importance in the context of large scale computation. In particular we describe some of the most useful preconditioning techniques for Krylov subspace solvers applied to saddle point problems, including block and constrained preconditioners.\ud
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The work of Michele Benzi was supported in part by the National Science Foundation grant DMS-0511336
GMRES-Accelerated ADMM for Quadratic Objectives
We consider the sequence acceleration problem for the alternating direction
method-of-multipliers (ADMM) applied to a class of equality-constrained
problems with strongly convex quadratic objectives, which frequently arise as
the Newton subproblem of interior-point methods. Within this context, the ADMM
update equations are linear, the iterates are confined within a Krylov
subspace, and the General Minimum RESidual (GMRES) algorithm is optimal in its
ability to accelerate convergence. The basic ADMM method solves a
-conditioned problem in iterations. We give
theoretical justification and numerical evidence that the GMRES-accelerated
variant consistently solves the same problem in iterations
for an order-of-magnitude reduction in iterations, despite a worst-case bound
of iterations. The method is shown to be competitive against
standard preconditioned Krylov subspace methods for saddle-point problems. The
method is embedded within SeDuMi, a popular open-source solver for conic
optimization written in MATLAB, and used to solve many large-scale semidefinite
programs with error that decreases like , instead of ,
where is the iteration index.Comment: 31 pages, 7 figures. Accepted for publication in SIAM Journal on
Optimization (SIOPT
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Solving mixed sparse-dense linear least-squares problems by preconditioned iterative methods
The efficient solution of large linear least-squares problems in which the system matrix A contains rows with very different densities is challenging. Previous work has focused on direct methods for problems in which A has a few relatively dense rows. These rows are initially ignored, a factorization of the sparse part is computed using a sparse direct solver, and then the solution is updated to take account of the omitted dense rows. In some practical applications the number of dense rows can be significant and for very large problems, using a direct solver may not be feasible. We propose processing rows that are identified as dense separately within a conjugate gradient method using an incomplete factorization preconditioner combined with the factorization of a dense matrix of size equal to the number
of dense rows. Numerical experiments on large-scale problems from real applications are used to illustrate the effectiveness of our approach. The results demonstrate that we can efficiently solve problems that could not be solved by a preconditioned conjugate gradient method without exploiting the dense rows
Preconditioned conjugate-gradient methods for low-speed flow calculations
An investigation is conducted into the viability of using a generalized Conjugate Gradient-like method as an iterative solver to obtain steady-state solutions of very low-speed fluid flow problems. Low-speed flow at Mach 0.1 over a backward-facing step is chosen as a representative test problem. The unsteady form of the two dimensional, compressible Navier-Stokes equations is integrated in time using discrete time-steps. The Navier-Stokes equations are cast in an implicit, upwind finite-volume, flux split formulation. The new iterative solver is used to solve a linear system of equations at each step of the time-integration. Preconditioning techniques are used with the new solver to enhance the stability and convergence rate of the solver and are found to be critical to the overall success of the solver. A study of various preconditioners reveals that a preconditioner based on the Lower-Upper Successive Symmetric Over-Relaxation iterative scheme is more efficient than a preconditioner based on Incomplete L-U factorizations of the iteration matrix. The performance of the new preconditioned solver is compared with a conventional Line Gauss-Seidel Relaxation (LGSR) solver. Overall speed-up factors of 28 (in terms of global time-steps required to converge to a steady-state solution) and 20 (in terms of total CPU time on one processor of a CRAY-YMP) are found in favor of the new preconditioned solver, when compared with the LGSR solver
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