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Mirror descent (MD) is a powerful first-order optimization technique that subsumes several optimization algorithms including gradient descent (GD). In this work, we develop a semi-definite programming (SDP) framework to analyze the…

Optimization and Control · Mathematics 2022-01-19 Youbang Sun , Mahyar Fazlyab , Shahin Shahrampour

Adaptive stepsize control is a critical feature for the robust and efficient numerical solution of initial-value problems in ordinary differential equations. In this paper, we show that adaptive stepsize control can be incorporated within a…

Numerical Analysis · Mathematics 2015-04-27 Andrew J. Christlieb , Colin B. Macdonald , Benjamin W. Ong , Raymond J. Spiteri

In application of the Balancing Domain Decomposition by Constraints (BDDC) to a case with many substructures, solving the coarse problem exactly becomes the bottleneck which spoils scalability of the solver. However, it is straightforward…

Numerical Analysis · Mathematics 2013-01-29 Jakub Šístek , Jan Mandel , Bedřich Sousedík , Pavel Burda

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…

Optimization and Control · Mathematics 2014-11-19 Ion Necoara , Dragos Clipici

We propose an {\em implementable} numerical scheme for the discretization of linear-quadratic optimal control problems involving SDEs in higher dimensions with {\em control constraint}. For time discretization, we employ the implicit Euler…

Analysis of PDEs · Mathematics 2024-12-12 Abhishek Chaudhary

Multilevel Monte Carlo (MLMC) has become an important methodology in applied mathematics for reducing the computational cost of weak approximations. For many problems, it is well-known that strong pairwise coupling of numerical solutions in…

Numerical Analysis · Mathematics 2022-10-11 Neil K. Chada , Håkon Hoel , Ajay Jasra , Georgios E. Zouraris

In this work, we study a novel class of projection-based algorithms for linearly constrained problems (LCPs) which have a lot of applications in statistics, optimization, and machine learning. Conventional primal gradient-based methods for…

Optimization and Control · Mathematics 2021-01-06 Xiang Li , Zhihua Zhang

This paper presents a sequence of deferred correction (DC) schemes built recursively from the implicit midpoint scheme for the numerical solution of general first order ordinary differential equations (ODEs). It is proven that each scheme…

Numerical Analysis · Mathematics 2021-04-06 Saint-Cyr E. R. Koyaguerebo-Ime , Yves Bourgault

We incorporate deep learning (DL) into coherent beam combining (CBC) systems for the first time, to the best of our knowledge. Using a well-trained convolutional neural network DL model, the phase error in CBC systems could be accurately…

Many problems in control theory can be formulated as semidefinite programs (SDPs). For large-scale SDPs, it is important to exploit the inherent sparsity to improve the scalability. This paper develops efficient first-order methods to solve…

Optimization and Control · Mathematics 2020-01-13 Yang Zheng , Giovanni Fantuzzi , Antonis Papachristodoulou , Paul Goulart , Andrew Wynn

Pseudo-arclength continuation is a well-established method for generating a numerical curve approximating the solution of an underdetermined system of nonlinear equations. It is an inherently sequential predictor-corrector method in which…

Numerical Analysis · Mathematics 2013-12-13 Dhavide Aruliah , Lennaert van Veen , Alex Dubitski

An optimal experimental set-up maximizes the value of data for statistical inferences and predictions. The efficiency of strategies for finding optimal experimental set-ups is particularly important for experiments that are time-consuming…

Numerical Analysis · Mathematics 2020-02-04 Joakim Beck , Ben Mansour Dia , Luis F. R. Espath , Raul Tempone

We propose a dual dynamic integer programming (DDIP) framework for solving multi-scale mixed-integer model predictive control (MPC) problems. Such problems arise in applications that involve long horizons and/or fine temporal…

Optimization and Control · Mathematics 2020-07-21 Ranjeet Kumar , Michael J. Wenzel , Mohammad N. ElBsat , Michael J. Risbeck , Kirk H. Drees , Victor M. Zavala

Speculative decoding (SD) is a promising method for accelerating the decoding process of Large Language Models (LLMs). The efficiency of SD primarily hinges on the consistency between the draft model and the verify model. However, existing…

Computation and Language · Computer Science 2025-06-02 Longze Chen , Renke Shan , Huiming Wang , Lu Wang , Ziqiang Liu , Run Luo , Jiawei Wang , Hamid Alinejad-Rokny , Min Yang

In this paper, we have evaluated various methods of time-frequency-selective fading channels estimation in OFDM system and some of them improved under time varying conditions. So, these different techniques will be studied through different…

Other Computer Science · Computer Science 2012-05-16 Zaier Aida , Ridha Bouallegue

Multi-task learning (MTL) has been widely adopted for its ability to simultaneously learn multiple tasks. While existing gradient manipulation methods often yield more balanced solutions than simple scalarization-based approaches, they…

Machine Learning · Computer Science 2025-09-29 Peiyao Xiao , Chaosheng Dong , Shaofeng Zou , Kaiyi Ji

Machine learning (ML) is a key technique for big-data-driven modelling and analysis of massive Internet of Things (IoT) based intelligent and ubiquitous computing. For fast-increasing applications and data amounts, distributed learning is a…

Machine Learning · Computer Science 2022-02-08 Hao Chen , Yu Ye , Ming Xiao , Mikael Skoglund

In this article we consider a Bayesian inverse problem associated to elliptic partial differential equations (PDEs) in two and three dimensions. This class of inverse problems is important in applications such as hydrology, but the…

Computation · Statistics 2014-12-16 Alex Beskos , Ajay Jasra , Ege Muzaffer , Andrew Stuart

Spectral Clustering (SC) is a widely used data clustering method which first learns a low-dimensional embedding $U$ of data by computing the eigenvectors of the normalized Laplacian matrix, and then performs k-means on $U^\top$ to get the…

Machine Learning · Computer Science 2017-12-11 Canyi Lu , Jiashi Feng , Zhouchen Lin , Shuicheng Yan

Stochastic differential equations (SDEs) offer powerful and accessible mathematical models for capturing both deterministic and probabilistic aspects of dynamic behavior across a wide range of physical, financial, and social systems.…

Statistics Theory · Mathematics 2026-02-17 Paromita Banerjee , Anirban Mondal