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In this paper, we argue for the utility of deterministic inference in the classical problem of numerical linear algebra, that of solving a linear system. We show how the Gaussian belief propagation solver, known to work for symmetric…

Numerical Analysis · Mathematics 2020-02-26 Vladimir Fanaskov

Singular equations with rank-deficient Jacobians arise frequently in algebraic computing applications. As shown in case studies in this paper, direct and intuitive modeling of algebraic problems often results in nonisolated singular…

Numerical Analysis · Mathematics 2021-02-19 Zhonggang Zeng

In this paper, we propose a novel adaptive stochastic extended iterative method, which can be viewed as an improved extension of the randomized extended Kaczmarz (REK) method, for finding the unique minimum Euclidean norm least-squares…

Numerical Analysis · Mathematics 2025-09-23 Yun Zeng , Deren Han , Yansheng Su , Jiaxin Xie

We introduce a hybrid stochastic estimator to design stochastic gradient algorithms for solving stochastic optimization problems. Such a hybrid estimator is a convex combination of two existing biased and unbiased estimators and leads to…

Optimization and Control · Mathematics 2019-05-16 Quoc Tran-Dinh , Nhan H. Pham , Dzung T. Phan , Lam M. Nguyen

Neural networks are predominantly trained using gradient-based methods, yet in many applications their final predictions remain far from the accuracy attainable within the model's expressive capacity. We introduce Linearized Subspace…

Machine Learning · Computer Science 2026-01-21 Wenbo Cao , Weiwei Zhang

The Frank Wolfe algorithm (FW) is a popular projection-free alternative for solving large-scale constrained optimization problems. However, the FW algorithm suffers from a sublinear convergence rate when minimizing a smooth convex function…

Optimization and Control · Mathematics 2021-10-20 Robin Francis , Sundeep Prabhakar Chepuri

Based on the joint bidiagonalization process of a large matrix pair $\{A,L\}$, we propose and develop an iterative regularization algorithm for the large scale linear discrete ill-posed problems in general-form regularization: $\min\|Lx\| \…

Numerical Analysis · Mathematics 2020-07-21 Zhongxiao Jia , Yanfei Yang

Inversion of sparse matrices with standard direct solve schemes is robust, but computationally expensive. Iterative solvers, on the other hand, demonstrate better scalability; but, need to be used with an appropriate preconditioner (e.g.,…

Numerical Analysis · Mathematics 2017-09-28 Hadi Pouransari , Pieter Coulier , Eric Darve

This paper presents the SCvx algorithm, a successive convexification algorithm designed to solve non-convex constrained optimal control problems with global convergence and superlinear convergence-rate guarantees. The proposed algorithm can…

Optimization and Control · Mathematics 2019-02-28 Yuanqi Mao , Michael Szmuk , Xiangru Xu , Behcet Acikmese

For a symmetric positive semidefinite linear system of equations $\mathcal{Q} {\bf x} = {\bf b}$, where ${\bf x} = (x_1,\ldots,x_s)$ is partitioned into $s$ blocks, with $s \geq 2$, we show that each cycle of the classical block symmetric…

Numerical Analysis · Mathematics 2017-05-24 Xudong Li , Defeng Sun , Kim-Chuan Toh

This paper discusses various types of constraints, difficulties and solutions to overcome the challenges regarding university course allocation problem. A hybrid evolutionary algorithm has been defined combining Local Repair Algorithm and…

Neural and Evolutionary Computing · Computer Science 2023-07-25 Dibyo Fabian Dofadar , Riyo Hayat Khan , Shafqat Hasan , Towshik Anam Taj , Arif Shakil , Mahbub Majumdar

In this paper we introduce an iterative Jacobi algorithm for solving distributed model predictive control (DMPC) problems, with linear coupled dynamics and convex coupled constraints. The algorithm guarantees stability and persistent…

Optimization and Control · Mathematics 2008-09-23 Dang Doan , Tamas Keviczky , Ion Necoara , Moritz Diehl

This is the first in a series of papers which deal with the development of novel methods for solving a system of linear algebraic equations with a time complexity lower than existing algorithms. The NxN system of linear equations, Ax = b,…

Optimization and Control · Mathematics 2022-06-16 Vilas Patwardhan

We develop a novel and single-loop variance-reduced algorithm to solve a class of stochastic nonconvex-convex minimax problems involving a nonconvex-linear objective function, which has various applications in different fields such as…

Optimization and Control · Mathematics 2020-10-27 Quoc Tran-Dinh , Deyi Liu , Lam M. Nguyen

This work wishes to support various mathematical issues concerning the iterative methods with the help of new programming languages. We consider a way to show how problems in math have an answer by using different academic resources and…

Mathematical Software · Computer Science 2009-05-29 Claudiu Chirilov

The shuffled linear regression problem aims to recover linear relationships in datasets where the correspondence between input and output is unknown. This problem arises in a wide range of applications including survey data, in which one…

Computation · Statistics 2022-10-03 Efe Onaran , Soledad Villar

Self-supervised learning (SSL) as an effective paradigm of representation learning has achieved tremendous success on various curated datasets in diverse scenarios. Nevertheless, when facing the long-tailed distribution in real-world…

Machine Learning · Computer Science 2023-10-27 Zhihan Zhou , Jiangchao Yao , Feng Hong , Ya Zhang , Bo Han , Yanfeng Wang

Stochastic convex optimization algorithms are the most popular way to train machine learning models on large-scale data. Scaling up the training process of these models is crucial, but the most popular algorithm, Stochastic Gradient Descent…

Machine Learning · Statistics 2018-10-30 Ashok Cutkosky , Robert Busa-Fekete

Iteration method is commonly used in solving linear systems of equations. We present quantum algorithms for the relaxed row and column iteration methods by constructing unitary matrices in the iterative processes, which generalize row and…

Quantum Physics · Physics 2022-06-29 Xiao-Qi Liu , Jing Wang , Ming Li , Shu-Qian Shen , Weiguo Li , Shao-Ming Fei

In this paper, we propose a parallel-in-time algorithm for approximately solving parabolic equations. In particular, we apply the $k$-step backward differentiation formula, and then develop an iterative solver by using the waveform…

Numerical Analysis · Mathematics 2021-06-04 Shuonan Wu , Zhi Zhou
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