Related papers: A block MINRES algorithm based on the banded Lancz…
In this paper, we explore a specific optimization problem that combines a differentiable nonconvex function with a nondifferentiable function for multi-block variables, which is particularly relevant to tackle the multilinear…
In this paper, we revisit the generalized block power methods for approximating the eigenvector associated with $\lambda_1 = 1$ of a Markov chain transition matrix. Our analysis of the block power method shows that when $s$ linearly…
The sequential minimal optimization (SMO) algorithm and variants thereof are the de facto standard method for solving large quadratic programs for support vector machine (SVM) training. In this paper we propose a simple yet powerful…
Block encodings are a fundamental primitive in quantum algorithms, but can often have large ancilla overhead. In this work, we introduce novel techniques for reducing this overhead in two distinct ways. In Part I, we prove the existence of…
An efficient MCMC algorithm is presented to cluster the nodes of a network such that nodes with similar role in the network are clustered together. This is known as block-modelling or block-clustering. The model is the stochastic blockmodel…
On current computer architectures, GMRES' performance can be limited by its communication cost to generate orthonormal basis vectors of the Krylov subspace. To address this performance bottleneck, its $s$-step variant orthogonalizes a block…
The (fast) component-by-component (CBC) algorithm is an efficient tool for the construction of generating vectors for quasi-Monte Carlo rank-1 lattice rules in weighted reproducing kernel Hilbert spaces. We consider product weights, which…
This work presents a parallel variant of the algorithm introduced in [Acceleration of block coordinate descent methods with identification strategies Comput. Optim. Appl. 72(3):609--640, 2019] to minimize the sum of a partially separable…
The complexity of quantum many-body problems scales exponentially with the size of the system, rendering any finite size scaling analysis a formidable challenge. This is particularly true for methods based on the full representation of the…
Semidefinite programming (SDP) with diagonal constraints arise in many optimization problems, such as Max-Cut, community detection and group synchronization. Although SDPs can be solved to arbitrary precision in polynomial time, generic…
In this research, to solve the large indefinite least squares problem, we firstly transform its normal equation into a sparse block three-by-three linear systems, then use GMRES method with an accelerated preconditioner to solve it. The…
Block coordinate descent is an optimization paradigm that iteratively updates one block of variables at a time, making it quite amenable to big data applications due to its scalability and performance. Its convergence behavior has been…
We study the problem of minimizing the sum of potentially non-differentiable convex cost functions with partially overlapping dependences in an asynchronous manner, where communication in the network is not coordinated. We study the…
We propose potential-based analyses for first-order algorithms applied to constrained and composite minimization problems. We first propose ``idealized'' frameworks for algorithms in the strongly and non-strongly convex cases and argue…
This paper presents a stochastic block-coordinate proximal Newton method for minimizing the sum of a blockwise Lipschitz-continuously differentiable function and a separable nonsmooth convex function. At each iteration, the method randomly…
This paper addresses the question of what exactly is an analogue of the preconditioned steepest descent (PSD) algorithm in the case of a symmetric indefinite system with an SPD preconditioner. We show that a basic PSD-like scheme for an…
Submodular function minimization is a fundamental optimization problem that arises in several applications in machine learning and computer vision. The problem is known to be solvable in polynomial time, but general purpose algorithms have…
We develop and analyze efficient "coordinate-wise" methods for finding the leading eigenvector, where each step involves only a vector-vector product. We establish global convergence with overall runtime guarantees that are at least as good…
A new variant of the GMRES method is presented for solving linear systems with the same matrix and subsequently obtained multiple right-hand sides. The new method keeps such properties of the classical GMRES algorithm as follows. Both bases…
We consider the problem of minimizing a convex, separable, nonsmooth function subject to linear constraints. The numerical method we propose is a block-coordinate extension of the Chambolle-Pock primal-dual algorithm. We prove convergence…