770 research outputs found
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
Preconditioning iterative methods for the optimal control of the Stokes equation
Solving problems regarding the optimal control of partial differential equations (PDEs) – also known as PDE-constrained optimization – is a frontier area of numerical analysis. Of particular interest is the problem of flow control, where one would like to effect some desired flow by exerting, for example, an external force. The bottleneck in many current algorithms is the solution of the optimality system – a system of equations in saddle point form that is usually very large and ill-conditioned. In this paper we describe two preconditioners – a block-diagonal preconditioner for the minimal residual method and a block-lower triangular preconditioner for a non-standard conjugate gradient method – which can be effective when applied to such problems where the PDEs are the Stokes equations. We consider only distributed control here, although other problems – for example boundary control – could be treated in the same way. We give numerical results, and compare these with those obtained by solving the equivalent forward problem using similar technique
Chebyshev polynomial filtered subspace iteration in the Discontinuous Galerkin method for large-scale electronic structure calculations
The Discontinuous Galerkin (DG) electronic structure method employs an
adaptive local basis (ALB) set to solve the Kohn-Sham equations of density
functional theory (DFT) in a discontinuous Galerkin framework. The adaptive
local basis is generated on-the-fly to capture the local material physics, and
can systematically attain chemical accuracy with only a few tens of degrees of
freedom per atom. A central issue for large-scale calculations, however, is the
computation of the electron density (and subsequently, ground state properties)
from the discretized Hamiltonian in an efficient and scalable manner. We show
in this work how Chebyshev polynomial filtered subspace iteration (CheFSI) can
be used to address this issue and push the envelope in large-scale materials
simulations in a discontinuous Galerkin framework. We describe how the subspace
filtering steps can be performed in an efficient and scalable manner using a
two-dimensional parallelization scheme, thanks to the orthogonality of the DG
basis set and block-sparse structure of the DG Hamiltonian matrix. The
on-the-fly nature of the ALBs requires additional care in carrying out the
subspace iterations. We demonstrate the parallel scalability of the DG-CheFSI
approach in calculations of large-scale two-dimensional graphene sheets and
bulk three-dimensional lithium-ion electrolyte systems. Employing 55,296
computational cores, the time per self-consistent field iteration for a sample
of the bulk 3D electrolyte containing 8,586 atoms is 90 seconds, and the time
for a graphene sheet containing 11,520 atoms is 75 seconds.Comment: Submitted to The Journal of Chemical Physic
Spectral methods for CFD
One of the objectives of these notes is to provide a basic introduction to spectral methods with a particular emphasis on applications to computational fluid dynamics. Another objective is to summarize some of the most important developments in spectral methods in the last two years. The fundamentals of spectral methods for simple problems will be covered in depth, and the essential elements of several fluid dynamical applications will be sketched
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