Related papers: A cooperative conjugate gradient method for linear…
Alternating direction multiplication is a powerful technique for solving convex optimisation problems. When challenging subproblems are encountered in the real world, it is useful to solve them by introducing neighbourhood terms. When the…
Arnoldi method and conjugate gradient method are important classical iteration methods in solving linear systems and estimating eigenvalues. Their efficiency often affected by the high dimension of the space, where quantum computer can play…
Coarse-grained (CG) modeling simplifies molecular systems by mapping groups of atoms into representative units. However, traditional CG approaches rely on fixed mapping rules, which limit their ability to handle diverse chemical systems and…
A recent article introduced thecontinuous stochastic gradient method (CSG) for the efficient solution of a class of stochastic optimization problems. While the applicability of known stochastic gradient type methods is typically limited to…
An important method to optimize a function on standard simplex is the active set algorithm, which requires the gradient of the function to be projected onto a hyperplane, with sign constraints on the variables that lie in the boundary of…
We propose a stochastic conditional gradient method (CGM) for minimizing convex finite-sum objectives formed as a sum of smooth and non-smooth terms. Existing CGM variants for this template either suffer from slow convergence rates, or…
This Paper conducts a thorough simulation study to assess the effectiveness of various acceleration techniques designed to enhance the conjugate gradient algorithm, which is used for solving large linear systems to accelerate Bayesian…
We develop and analyze the Generalized Multiplicative Gradient (GMG) method for solving a class of convex optimization problems over symmetric cones, where the objective function does not have Lipschitz gradient over the feasible region.…
Multirate time integration methods apply different step sizes to resolve different components of the system based on the local activity levels. This local selection of step sizes allows increased computational efficiency while achieving the…
Enlarged Krylov subspace methods and their s-step versions were introduced [7] in the aim of reducing communication when solving systems of linear equations Ax = b. These enlarged CG methods consist of enlarging the Krylov subspace by a…
This paper describes a method for solving smooth nonconvex minimization problems subject to bound constraints with good worst-case complexity guarantees and practical performance. The method contains elements of two existing methods: the…
We suggest a conjugate subgradient type method without any line-search for minimization of convex non differentiable functions. Unlike the custom methods of this class, it does not require monotone decrease of the goal function and reduces…
In this paper, we study the problem of distributed multi-agent optimization over a network, where each agent possesses a local cost function that is smooth and strongly convex. The global objective is to find a common solution that…
In this article, we propose the Coopetititve Soft Gating Ensemble or CSGE for general machine learning tasks and interwoven systems. The goal of machine learning is to create models that generalize well for unknown datasets. Often, however,…
The Preconditioned Conjugate Gradient (PCG) method is widely used for solving linear systems of equations with sparse matrices. A recent version of PCG, Pipelined PCG, eliminates the dependencies in the computations of the PCG algorithm so…
This paper proposes a novel parallel stochastic gradient descent (SGD) method that is obtained by applying parallel sets of SGD iterations (each set operating on one node using the data residing in it) for finding the direction in each…
We describe an algorithm based on a logarithmic barrier function, Newton's method, and linear conjugate gradients that obtains an approximate minimizer of a smooth function over the nonnegative orthant. We develop a bound on the complexity…
A comparative study of different block matching alternatives for motion estimation is presented. The study is focused on computational burden and objective measures on the accuracy of prediction. Together with existing algorithms several…
In this paper, we propose a generalized conditional gradient method for multiobjective optimization, which can be viewed as an improved extension of the classical Frank-Wolfe (conditional gradient) method for single-objective optimization.…
In this paper, we consider the dual formulation of minimizing $\sum_{i\in I}f_i(x_i)+\sum_{j\in J} g_j(\mathcal{A}_jx)$ with the index sets $I$ and $J$ being large. To address the difficulties from the high dimension of the variable $x$…