Primal and dual-primal iterative substructuring methods of stochastic PDEs

Primal and Dual Interface Concentrated Iterative Substructuring Methods

This paper is devoted to the fast solution of interface concentrated finite element equations. The interface concentrated finite element schemes are constructed on the basis of a non-overlapping domain decomposition where a conforming boundary concentrated finite element approximation is used in every subdomain. Similar to data-sparse boundary element domain decomposition methods the total numb...

Dual-primal iterative substructuring for almost incompressible elasticity

On the Equivalence of Primal and Dual Substructuring Preconditioners

After a short historical review, we present four popular substructuring methods: FETI-1, BDD, FETI-DP, BDDC, and derive the primal versions to the two FETI methods, called PFETI-1 and P-FETI-DP, as proposed by Fragakis and Papadrakakis. The formulation of the BDDC method shows that it is the same as P-FETI-DP and the same as a preconditioner introduced by Cros. We prove the equality of eigenval...

Stochastic Inertial primal-dual algorithms

We propose and study a novel stochastic inertial primal-dual approach to solve composite optimization problems. These latter problems arise naturally when learning with penalized regularization schemes. Our analysis provide convergence results in a general setting, that allows to analyze in a unified framework a variety of special cases of interest. Key in our analysis is considering the framew...

Stochastic Primal-Dual Methods and Sample Complexity of Reinforcement Learning

We study the online estimation of the optimal policy of a Markov decision process (MDP). We propose a class of Stochastic Primal-Dual (SPD) methods which exploit the inherent minimax duality of Bellman equations. The SPD methods update a few coordinates of the value and policy estimates as a new state transition is observed. These methods use small storage and has low computational complexity p...