Related papers: A block MINRES algorithm based on the banded Lancz…
Logic-Based Benders Decomposition (LBBD) and its Branch-and-Cut variant, namely Branch-and-Check, enjoy an extensive applicability on a broad variety of problems, including scheduling. Although LBBD offers problem-specific cuts to impose…
We propose a two-level nested preconditioned iterative scheme for solving sparse linear systems of equations in which the coefficient matrix is symmetric and indefinite with relatively small number of negative eigenvalues. The proposed…
Approximating the action of a matrix function $f(\mathbf{A})$ on a vector $\mathbf{b}$ is an increasingly important primitive in machine learning, data science, and statistics, with applications such as sampling high dimensional Gaussians,…
We study the block-coordinate forward-backward algorithm in which the blocks are updated in a random and possibly parallel manner, according to arbitrary probabilities. The algorithm allows different stepsizes along the block-coordinates to…
For optimization problems with nonlinear constraints, linearly constrained Lagrangian (LCL) methods sequentially minimize a Lagrangian function subject to linearized constraints. These methods converge rapidly near a solution but may not be…
We analyze the Lanczos method for matrix function approximation (Lanczos-FA), an iterative algorithm for computing $f(\mathbf{A}) \mathbf{b}$ when $\mathbf{A}$ is a Hermitian matrix and $\mathbf{b}$ is a given vector. Assuming that $f :…
Mobile-edge computing (MEC) is expected to provide low-latency computation service for wireless devices (WDs). However, when WDs are located at cell edge or communication links between base stations (BSs) and WDs are blocked, the offloading…
In this paper we propose a parallel coordinate descent algorithm for solving smooth convex optimization problems with separable constraints that may arise e.g. in distributed model predictive control (MPC) for linear network systems. Our…
In this work, we propose a simple yet generic preconditioned Krylov subspace method for a large class of nonsymmetric block Toeplitz all-at-once systems arising from discretizing evolutionary partial differential equations. Namely, our main…
The fast marching method is well-known for its worst-case optimal computational complexity in solving the Eikonal equation, and has been employed in numerous scientific and engineering fields. However, it has barely benefited from…
With the recent realization of exascale performace by Oak Ridge National Laboratory's Frontier supercomputer, reducing communication in kernels like QR factorization has become even more imperative. Low-synchronization Gram-Schmidt methods,…
Bundle methods have been intensively studied for solving both convex and nonconvex optimization problems. In most of the bundle methods developed thus far, at least one quadratic programming (QP) subproblem needs to be solved in each…
We propose efficient preconditioning algorithms for an eigenvalue problem arising in quantum physics, namely the computation of a few interior eigenvalues and their associated eigenvectors for the largest sparse real and symmetric…
The least-squares support vector machine is a frequently used kernel method for non-linear regression and classification tasks. Here we discuss several approximation algorithms for the least-squares support vector machine classifier. The…
In an unnormalized Krylov subspace framework for solving symmetric systems of linear equations, the orthogonal vectors that are generated by a Lanczos process are not necessarily on the form of gradients. Associating each orthogonal vector…
The Nystr\"om method is a popular low-rank approximation technique for large matrices that arise in kernel methods and convex optimization. Yet, when the data exhibits heavy-tailed spectral decay, the effective dimension of the problem…
Color image segmentation is an important topic in the image processing field. MRF-MAP is often adopted in the unsupervised segmentation methods, but their performance are far behind recent interactive segmentation tools supervised by user…
We present a stationary iteration based upon a block splitting for a class of indefinite least squares problem. Convergence of the proposed method is investigated and optimal value of the involving parameter is used. The induced…
We present a subgradient method for minimizing non-smooth, non-Lipschitz convex optimization problems. The only structure assumed is that a strictly feasible point is known. We extend the work of Renegar [5] by taking a different…
We propose a generalized Lanczos method to generate the many-body basis states of quantum lattice models using tensor-network states (TNS). The ground-state wave function is represented as a linear superposition composed from a set of TNS…