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Tensor networks have in recent years emerged as the powerful tools for solving the large-scale optimization problems. One of the most popular tensor network is tensor train (TT) decomposition that acts as the building blocks for the…
Low-rank representation (LRR) is an effective method for subspace clustering and has found wide applications in computer vision and machine learning. The existing LRR solver is based on the alternating direction method (ADM). It suffers…
Tensor completion is a natural higher-order generalization of matrix completion where the goal is to recover a low-rank tensor from sparse observations of its entries. Existing algorithms are either heuristic without provable guarantees,…
This work has been submitted to the IEEE for possible publication. Copyright may be transferred without notice, after which this version may no longer be accessible. Numerous renowned algorithms for tackling the compressed sensing problem…
Low-rank tensor methods for the approximate solution of second-order elliptic partial differential equations in high dimensions have recently attracted significant attention. A critical issue is to rigorously bound the error of such…
In this work, we explore the application of multilinear algebra in reducing the order of multidimentional linear time-invariant (MLTI) systems. We use tensor Krylov subspace methods as key tools, which involve approximating the system…
We develop both first and second order numerical optimization methods to solve non-smooth optimization problems featuring a shared sparsity penalty, constrained by differential equations with uncertainty. To alleviate the curse of…
We study the optimal transport problem for $d>2$ discrete measures. This is a linear programming problem on $d$-tensors. It gives a way to compute a "distance" between two sets of discrete measures. We introduce an entropic regularization…
We study alternating first-order algorithms with no inner loops for solving nonconvex-strongly-concave min-max problems. We show the convergence of the alternating gradient descent--ascent algorithm method by proposing a substantially…
In this paper, we propose new learning algorithms for approximating high-dimensional functions using tree tensor networks in a least-squares setting. Given a dimension tree or architecture of the tensor network, we provide an algorithm that…
Dictionary Learning (DL) is one of the leading sparsity promoting techniques in the context of image classification, where the "dictionary" matrix D of images and the sparse matrix X are determined so as to represent a redundant image…
We present a novel deep learning approach to approximate the solution of large, sparse, symmetric, positive-definite linear systems of equations. These systems arise from many problems in applied science, e.g., in numerical methods for…
The alternating gradient descent (AGD) is a simple but popular algorithm which has been applied to problems in optimization, machine learning, data ming, and signal processing, etc. The algorithm updates two blocks of variables in an…
This paper considers a convex optimization problem with cost and constraints that evolve over time. The function to be minimized is strongly convex and possibly non-differentiable, and variables are coupled through linear constraints. In…
In the framework of tensor spaces, we consider orthogonalization kernels to generate an orthogonal basis of a tensor subspace from a set of linearly independent tensors. In particular, we experimentally study the loss of orthogonality of…
The Nystr\"om method offers an effective way to obtain low-rank approximation of SPD matrices, and has been recently extended and analyzed to nonsymmetric matrices (leading to the generalized Nystr\"om method). It is a randomized,…
We present a novel, practical, and provable approach for solving diagonally constrained semi-definite programming (SDP) problems at scale using accelerated non-convex programming. Our algorithm non-trivially combines acceleration motions…
This paper examines the problem of state estimation in power distribution systems under low-observability conditions. The recently proposed constrained matrix completion method which combines the standard matrix completion method and power…
The state-of-art seismic imaging techniques treat inversion tasks such as FWI and LSRTM as PDE-constrained optimization problems. Due to the large-scale nature, gradient-based optimization algorithms are preferred in practice to update the…
In the last two decades, increased need for high-fidelity simulations of the time evolution and propagation of forces in granular media has spurred renewed interest in discrete element method (DEM) modeling of frictional contact. Force…