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In this paper, we develop a new type of accelerated algorithms to solve some classes of maximally monotone equations as well as monotone inclusions. Instead of using Nesterov's accelerating approach, our methods rely on a so-called…

Optimization and Control · Mathematics 2021-12-08 Quoc Tran-Dinh , Yang Luo

We report an accessible and robust tool for evaluating the effects of Coulomb collisions on a test particle in a plasma that obeys Maxwell-J\"uttner statistics. The implementation is based on the Beliaev-Budker collision integral which…

Plasma Physics · Physics 2018-01-17 Konsta Särkimäki , Eero Hirvijoki , Juuso Terävä

We consider stochastic zero-order optimization problems, which arise in settings from simulation optimization to reinforcement learning. We propose an adaptive sampling quasi-Newton method where we estimate the gradients of a stochastic…

Optimization and Control · Mathematics 2019-10-31 Raghu Bollapragada , Stefan M. Wild

The alternating direction method of multipliers (ADMM) is a versatile tool for solving a wide range of constrained optimization problems, with differentiable or non-differentiable objective functions. Unfortunately, its performance is…

Machine Learning · Computer Science 2017-07-20 Zheng Xu , Mario A. T. Figueiredo , Tom Goldstein

The alternating direction multiplier method (ADMM) is widely used in computer graphics for solving optimization problems that can be nonsmooth and nonconvex. It converges quickly to an approximate solution, but can take a long time to…

Optimization and Control · Mathematics 2020-06-29 Wenqing Ouyang , Yue Peng , Yuxin Yao , Juyong Zhang , Bailin Deng

Adaptive lattice Boltzmann methods (LBMs) are based on velocity discretizations that self-adjust to local macroscopic conditions such as velocity and temperature. While this feature improves the accuracy and the stability of LBMs for large…

Computational Physics · Physics 2020-11-04 C. Coreixas , J. Latt

In this paper we propose a corrected semi-proximal ADMM (alternating direction method of multipliers) for the general $p$-block $(p\!\ge 3)$ convex optimization problems with linear constraints, aiming to resolve the dilemma that almost all…

Optimization and Control · Mathematics 2015-02-12 Li Shen , Shaohua Pan

We extract new classes of anisotropic solutions in the framework of mimetic gravity, by applying the Tolman-Finch-Skea metric and a specific anisotropy not directly depending on it, and by matching smoothly the interior anisotropic solution…

General Relativity and Quantum Cosmology · Physics 2023-04-19 G. G. L. Nashed , Emmanuel N. Saridakis

This paper investigates the distributed stochastic nonconvex and nonsmooth composite optimization problem. Existing stochastic typically rely on uniform step size strictly bounded by global network parameters, such as the maximum node…

Optimization and Control · Mathematics 2026-03-10 Yangming Zhang , Yongyang Xiong , Jinming Xu , Keyou You , Yang Shi

We present a stochastic setting for optimization problems with nonsmooth convex separable objective functions over linear equality constraints. To solve such problems, we propose a stochastic Alternating Direction Method of Multipliers…

Machine Learning · Computer Science 2013-01-23 Hua Ouyang , Niao He , Alexander Gray

Electricity production currently generates approximately 25% of greenhouse gas emissions in the USA. Thus, increasing the amount of renewable energy is a key step to carbon neutrality. However, integrating a large amount of fluctuating…

Optimization and Control · Mathematics 2021-05-20 Aleksandr Lukashevich , Yury Maximov

Recently, a new framework to compute the photoionization rate in streamer discharges accurately and efficiently using the integral form and the fast multipole method (FMM) was presented. This paper further improves the efficiency of this…

Plasma Physics · Physics 2021-12-21 Bo Lin , Chijie Zhuang

In several recently proposed stochastic optimization methods (e.g. RMSProp, Adam, Adadelta), parameter updates are scaled by the inverse square roots of exponential moving averages of squared past gradients. Maintaining these per-parameter…

Machine Learning · Computer Science 2018-04-13 Noam Shazeer , Mitchell Stern

In this paper, we introduce a novel analytical solution to Tolman-Oppenheimer-Volkoff (TOV) equation, which is ultimately a hydrostatic equilibrium equation derived from the general relativity in the framework of relativistic isothermal…

General Relativity and Quantum Cosmology · Physics 2017-05-01 A. S. Saad , M. I. Nouh , A. A. Shaker , T. M. Kamel

The increasing number and precision of measurements of neutron star masses, radii, and, in the near future, moments of inertia offer the possibility of precisely determining the neutron star equation of state. One way to facilitate the…

High Energy Astrophysical Phenomena · Physics 2016-12-14 Carolyn A. Raithel , Feryal Özel , Dimitrios Psaltis

Hamiltonian Monte Carlo can provide powerful inference in complex statistical problems, but ultimately its performance is sensitive to various tuning parameters. In this paper we use the underlying geometry of Hamiltonian Monte Carlo to…

Methodology · Statistics 2015-02-03 M. J. Betancourt , Simon Byrne , Mark Girolami

We propose a new method for computing Dynamic Mode Decomposition (DMD) evolution matrices, which we use to analyze dynamical systems. Unlike the majority of existing methods, our approach is based on a variational formulation consisting of…

Numerical Analysis · Mathematics 2019-05-24 Omri Azencot , Wotao Yin , Andrea Bertozzi

Boltzmann codes are used extensively by several groups for constraining cosmological parameters with Cosmic Microwave Background and Large Scale Structure data. This activity is computationally expensive, since a typical project requires…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-27 Diego Blas , Julien Lesgourgues , Thomas Tram

Adaptive gradient methods are typically used for training over-parameterized models. To better understand their behaviour, we study a simplistic setting -- smooth, convex losses with models over-parameterized enough to interpolate the data.…

Machine Learning · Computer Science 2021-02-22 Sharan Vaswani , Issam Laradji , Frederik Kunstner , Si Yi Meng , Mark Schmidt , Simon Lacoste-Julien

An asymptotic analytical approach is proposed for bosonic probability amplitudes in unitary linear networks, such as the optical multiport devices for photons. The asymptotic approach applies for large number of bosons $N\gg M$ in the…

Quantum Physics · Physics 2014-01-24 V. S. Shchesnovich