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Johann Bourhis

Publications and source records attributed to Johann Bourhis.

2 recordsLinked to original sources

Quasi-Newton and Krylov Methods for the Solution of Nonconvex Trust-Region Subproblems

We study the solution of symmetric positive-definite linear systems by way of families of full- and limited-memory methods. Our contributions are threefold. We first derive new relationships between the conjugate-gradient method (CG) and quasi-Newton methods of the Broyden class that refine existing results, and clarify when those methods generate the same iterates and enjoy quadratic termination. We extend this perspective to the limited-memory BFGS (LBFGS) method. Next, we examine how DIOM, a limited-memory variant of the full orthogonalization Krylov method (FOM), is akin to LBFGS in that it provides a memory lever that is critical in practical performance. Finally, we generalize LBFGS and DIOM to the computation of trust-region steps for unconstrained, potentially nonconvex, optimization. We report numerical experience on positive-definite linear systems and unconstrained optimization problems. The results show that memory is a key algorithmic lever: LBFGS and DIOM are consistently more robust than CG and often achieve comparable accuracy with fewer Hessian-vector products. They emerge as viable alternatives to CG when high accuracy is desirable or when operations with the Hessian are at a premium. The limited-memory SR1 (LSR1) method can be competitive in full-memory form, but its limited-memory variant suffers from discarded curvature information.

math.OC↗

High-order quasi-Helmholtz Projectors: Definition, Analyses, Algorithms

The accuracy of the electric field integral equation (EFIE) can be substantially improved using high-order discretizations. However, this equation suffers from ill-conditioning and deleterious numerical effects in the low-frequency regime, often jeopardizing its solution. This can be fixed using quasi-Helmholtz decompositions, in which the source and testing elements are separated into their solenoidal and non-solenoidal contributions, then rescaled in order to avoid both the low-frequency conditioning breakdown and the loss of numerical accuracy. However, standard quasi-Helmholtz decompositions require handling discretized differential operators that often worsen the mesh-refinement ill-conditioning and require the finding of the topological cycles of the geometry, which can be expensive when modeling complex scatterers, especially in high-order. This paper solves these drawbacks by presenting the first extension of the quasi-Helmholtz projectors to high-order discretizations and their application to the stabilization of the EFIE when discretized with high-order basis functions. Our strategy will not require the identification of the cycles and will provide constant condition numbers for decreasing frequencies. Theoretical considerations will be accompanied by numerical results showing the effectiveness of our method in complex scenarios.

math.NA↗