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 $\kappa$-conditioned problem in $O(\sqrt{\kappa})$ iterations. We give theoretical justification and numerical evidence that the GMRES-accelerated variant consistently solves the same problem in $O(\kappa^{1/4})$ iterations for an order-of-magnitude reduction in iterations, despite a worst-case bound of $O(\sqrt{\kappa})$ 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 $O(1/k^{2})$, instead of $O(1/k)$, where $k$ is the iteration index.Comment: 31 pages, 7 figures. Accepted for publication in SIAM Journal on Optimization (SIOPT

Dynamics and Stability of Low-Reynolds-Number Swimming Near a Wall

The locomotion of microorganisms and tiny artificial swimmers is governed by low-Reynolds-number hydrodynamics, where viscous effects dominate and inertial effects are negligible. While the theory of low-Reynolds-number locomotion is well studied for unbounded fluid domains, the presence of a boundary has a significant influence on the swimmer’s trajectories and poses problems of dynamic stability of its motion. In this paper we consider a simple theoretical model of a microswimmer near a wall, study its dynamics, and analyze the stability of its motion. We highlight the underlying geometric structure of the dynamics, and establish a relation between the reversing symmetry of the system and existence and stability of periodic and steady solutions of motion near the wall. The results are demonstrated by numerical simulations and validated by motion experiments with macroscale robotic swimmer prototypes