Local linear convergence analysis of Primal–Dual splitting methods

In this paper, we study the local linear convergence properties of a versatile class of Primal–Dual splitting methods for minimizing composite non-smooth convex optimization problems. Under the assumption that the non-smooth components of the problem are partly smooth relative to smooth manifolds, we present a unified local convergence analysis framework for these methods. More precisely, in our framework, we first show that (i) the sequences generated by Primal–Dual splitting methods identify a pair of primal and dual smooth manifolds in a finite number of iterations, and then (ii) enter a local linear convergence regime, which is characterized based on the structure of the underlying active smooth manifolds. We also show how our results for Primal–Dual splitting can be specialized to cover existing ones on Forward–Backward splitting and Douglas–Rachford splitting/ADMM (alternating direction methods of multipliers). Moreover, based on these obtained local convergence analysis result, several practical acceleration techniques are discussed. To exemplify the usefulness of the obtained result, we consider several concrete numerical experiments arising from fields including signal/image processing, inverse problems and machine learning. The demonstration not only verifies the local linear convergence behaviour of Primal–Dual splitting methods, but also the insights on how to accelerate them in practice.     

A simple three‐wave approximate Riemann solver for the Saint‐Venant‐Exner equations

Erosion and sediments transport processes have a great impact on industrial structures and on water quality. Despite its limitations, the Saint‐Venant‐Exner system is still (and for sure for some years) widely used in industrial codes to model the bedload sediment transport. In practice, its numerical resolution is mostly handled by a splitting technique that allows a weak coupling between hydraulic and morphodynamic distinct softwares but may suffer from important stability issues. In recent works, many authors proposed alternative methods based on a strong coupling that cure this problem but are not so trivial to implement in an industrial context. In this work, we then pursue 2 objectives. First, we propose a very simple scheme based on an approximate Riemann solver, respecting the strong coupling framework, and we demonstrate its stability and accuracy through a number of numerical test cases. However, second, we reinterpret our scheme as a splitting technique and we extend the purpose to propose what should be the minimal coupling that ensures the stability of the global numerical process in industrial codes, at least, when dealing with collocated finite volume method. The resulting splitting method is, up to our knowledge, the only one for which stability properties are fully demonstrated.