353 research outputs found
Multilevel Solvers for Unstructured Surface Meshes
Parameterization of unstructured surface meshes is of fundamental importance in many applications of digital geometry processing. Such parameterization approaches give rise to large and exceedingly ill-conditioned systems which are difficult or impossible to solve without the use of sophisticated multilevel preconditioning strategies. Since the underlying meshes are very fine to begin with, such multilevel preconditioners require mesh coarsening to build an appropriate hierarchy. In this paper we consider several strategies for the construction of hierarchies using ideas from mesh simplification algorithms used in the computer graphics literature. We introduce two novel hierarchy construction schemes and demonstrate their superior performance when used in conjunction with a multigrid preconditioner
Sparse preconditioning for model predictive control
We propose fast O(N) preconditioning, where N is the number of gridpoints on
the prediction horizon, for iterative solution of (non)-linear systems
appearing in model predictive control methods such as forward-difference
Newton-Krylov methods. The Continuation/GMRES method for nonlinear model
predictive control, suggested by T. Ohtsuka in 2004, is a specific application
of the Newton-Krylov method, which uses the GMRES iterative algorithm to solve
a forward difference approximation of the optimality equations on every time
step.Comment: 6 pages, 5 figures, to appear in proceedings of the American Control
Conference 2016, July 6-8, Boston, MA, USA. arXiv admin note: text overlap
with arXiv:1509.0286
An algebraic multigrid method for mixed discretizations of the Navier-Stokes equations
Algebraic multigrid (AMG) preconditioners are considered for discretized
systems of partial differential equations (PDEs) where unknowns associated with
different physical quantities are not necessarily co-located at mesh points.
Specifically, we investigate a mixed finite element discretization of
the incompressible Navier-Stokes equations where the number of velocity nodes
is much greater than the number of pressure nodes. Consequently, some velocity
degrees-of-freedom (dofs) are defined at spatial locations where there are no
corresponding pressure dofs. Thus, AMG approaches leveraging this co-located
structure are not applicable. This paper instead proposes an automatic AMG
coarsening that mimics certain pressure/velocity dof relationships of the
discretization. The main idea is to first automatically define coarse
pressures in a somewhat standard AMG fashion and then to carefully (but
automatically) choose coarse velocity unknowns so that the spatial location
relationship between pressure and velocity dofs resembles that on the finest
grid. To define coefficients within the inter-grid transfers, an energy
minimization AMG (EMIN-AMG) is utilized. EMIN-AMG is not tied to specific
coarsening schemes and grid transfer sparsity patterns, and so it is applicable
to the proposed coarsening. Numerical results highlighting solver performance
are given on Stokes and incompressible Navier-Stokes problems.Comment: Submitted to a journa
A hybrid recursive multilevel incomplete factorization preconditioner for solving general linear systems
In this paper we introduce an algebraic recursive multilevel incomplete factorization preconditioner, based on a distributed Schur complement formulation, for solving general linear systems. The novelty of the proposed method is to combine factorization techniques of both implicit and explicit type, recursive combinatorial algorithms, multilevel mechanisms and overlapping strategies to maximize sparsity in the inverse factors and consequently reduce the factorization costs. Numerical experiments demonstrate the good potential of the proposed solver to precondition effectively general linear systems, also against other state-of-the-art iterative solvers of both implicit and explicit form
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
Frequency-Domain Modeling Techniques for the Scalar Wave Equation : An Introduction
Frequency-domain finite-difference (FDFD) modeling offers several advantages over traditional timedomain
methods when simulating seismic wave propagation, including a convenient formulation within
the context of wavefield inversion and a straight-forward extension for adding complex attenuation mechanisms.
In this short paper we introduce the FDFD method, develop a simple solver for the scalar
Helmholtz problem, and explore some possible approaches for solving large scale seismic modeling problems
in the frequency domain.Massachusetts Institute of Technology. Earth Resources Laborator
Updating constraint preconditioners for KKT systems in quadratic programming via low-rank corrections
This work focuses on the iterative solution of sequences of KKT linear
systems arising in interior point methods applied to large convex quadratic
programming problems. This task is the computational core of the interior point
procedure and an efficient preconditioning strategy is crucial for the
efficiency of the overall method. Constraint preconditioners are very effective
in this context; nevertheless, their computation may be very expensive for
large-scale problems, and resorting to approximations of them may be
convenient. Here we propose a procedure for building inexact constraint
preconditioners by updating a "seed" constraint preconditioner computed for a
KKT matrix at a previous interior point iteration. These updates are obtained
through low-rank corrections of the Schur complement of the (1,1) block of the
seed preconditioner. The updated preconditioners are analyzed both
theoretically and computationally. The results obtained show that our updating
procedure, coupled with an adaptive strategy for determining whether to
reinitialize or update the preconditioner, can enhance the performance of
interior point methods on large problems.Comment: 22 page
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