English
Related papers

Related papers: A Fast Algorithm for Computing High-dimensional Ri…

200 papers

In this paper, we study randomized and cyclic coordinate descent for convex unconstrained optimization problems. We improve the known convergence rates in some cases by using the numerical semidefinite programming performance estimation…

Optimization and Control · Mathematics 2022-12-26 Hadi Abbaszadehpeivasti , Etienne de Klerk , Moslem Zamani

We consider the problem of solving random parity games. We prove that parity games exibit a phase transition threshold above $d_P$, so that when the degree of the graph that defines the game has a degree $d > d_P$ then there exists a…

Logic in Computer Science · Computer Science 2020-07-17 Richard Combes , Mikael Touati

This paper investigates the efficient solution of penalized quadratic regressions in high-dimensional settings. A novel and efficient algorithm for ridge-penalized quadratic regression is proposed, leveraging the matrix structures of the…

Computation · Statistics 2023-12-05 Cheng Wang , Haozhe Chen , Binyan Jiang

In recent studies on sparse modeling, $l_q$ ($0<q<1$) regularization has received considerable attention due to its superiorities on sparsity-inducing and bias reduction over the $l_1$ regularization.In this paper, we propose a cyclic…

Optimization and Control · Mathematics 2014-08-05 Jinshan Zeng , Zhimin Peng , Shaobo Lin , Zongben Xu

We study the design of robust subexponential algorithms for classical connectivity problems on intersection graphs of similarly sized fat objects in $\mathbb{R}^d$. In this setting, each vertex corresponds to a geometric object, and two…

Data Structures and Algorithms · Computer Science 2025-12-04 Malory Marin , Jean-Florent Raymond , Rémi Watrigant

Any optimization algorithm based on the risk parity approach requires the formulation of portfolio total risk in terms of marginal contributions. In this paper we use the independence of the underlying factors in the market to derive the…

Risk Management · Quantitative Finance 2014-09-30 Lorenzo Mercuri , Edit Rroji

The iteration complexity of the block-coordinate descent (BCD) type algorithm has been under extensive investigation. It was recently shown that for convex problems the classical cyclic BCGD (block coordinate gradient descent) achieves an…

Optimization and Control · Mathematics 2015-12-16 Ruoyu Sun , Mingyi Hong

Block coordinate descent (BCD) methods approach optimization problems by performing gradient steps along alternating subgroups of coordinates. This is in contrast to full gradient descent, where a gradient step updates all coordinates…

Numerical Analysis · Mathematics 2019-07-29 Simon Rabanser , Lukas Neumann , Markus Haltmeier

The rotation averaging problem is a fundamental task in computer vision applications. It is generally very difficult to solve due to the nonconvex rotation constraints. While a sufficient optimality condition is available in the literature,…

Computer Vision and Pattern Recognition · Computer Science 2021-03-19 Yihong Dong , Lunchen Xie , Qingjiang Shi

Logistic regression (LR) is an important machine learning model for classification, with wide applications in text classification, image analysis and medicine diagnosis, etc. However, training LR generally entails an iterative gradient…

Quantum Physics · Physics 2019-07-12 Hai-Ling Liu , Chao-Hua Yu , Yu-Sen Wu , Shi-Jie Pan , Su-Juan Qin , Fei Gao , Qiao-Yan Wen

We consider a broad class of dynamic programming (DP) problems that involve a partially linear structure and some positivity properties in their system equation and cost function. We address deterministic and stochastic problems, possibly…

Optimization and Control · Mathematics 2026-04-21 Yuchao Li , Dimitri Bertsekas

Model compression is a crucial part of deploying neural networks (NNs), especially when the memory and storage of computing devices are limited in many applications. This paper focuses on two model compression techniques: low-rank…

Machine Learning · Computer Science 2024-08-16 Chenyang Li , Jihoon Chung , Mengnan Du , Haimin Wang , Xianlian Zhou , Bo Shen

In this paper, we consider how to partition the parity-check matrices (PCMs) to reduce the hardware complexity and computation delay for the row layered decoding of quasi-cyclic low-density parity-check (QC-LDPC) codes. First, we formulate…

Information Theory · Computer Science 2022-08-30 Teng Lu , Xuan He , Peng Kang , Jiongyue Xing , Xiaohu Tang

An efficient quantum algorithm is proposed to solve in polynomial time the parity problem, one of the hardest problems both in conventional quantum computation and in classical computation, on NMR quantum computers. It is based on the…

Quantum Physics · Physics 2007-05-23 Xijia Miao

The Maximum Common Subgraph is a computationally challenging problem with countless practical applications. Even if it has been long proven NP-hard, its importance still motivates searching for exact solutions. This work starts by…

Data Structures and Algorithms · Computer Science 2020-11-09 Andrea Marcelli , Stefano Quer , Giovanni Squillero

We provide improved parallel approximation algorithms for the important class of packing and covering linear programs. In particular, we present new parallel $\epsilon$-approximate packing and covering solvers which run in…

Data Structures and Algorithms · Computer Science 2015-11-23 Di Wang , Michael Mahoney , Nishanth Mohan , Satish Rao

Sketched gradient algorithms have been recently introduced for efficiently solving the large-scale constrained Least-squares regressions. In this paper we provide novel convergence analysis for the basic method {\it Gradient Projection…

Optimization and Control · Mathematics 2017-06-05 Junqi Tang , Mohammad Golbabaee , Mike Davies

In this paper, we present an efficient algorithm to sample random sparse matrices to be used as check matrices for quantum Low-Density Parity-Check (LDPC) codes. To ease the treatment, we mainly describe our algorithm as a technique to…

Information Theory · Computer Science 2026-01-27 Paolo Santini

Stochastic algorithms are among the best for solving computationally hard search and reasoning problems. The runtime of such procedures is characterized by a random variable. Different algorithms give rise to different probability…

Artificial Intelligence · Computer Science 2013-02-08 Carla P. Gomes , Bart Selman

Matrix Factorization (MF) has been widely applied in machine learning and data mining. A large number of algorithms have been studied to factorize matrices. Among them, stochastic gradient descent (SGD) is a commonly used method.…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-06-30 Yuanhang Yu , Dong Wen , Ying Zhang , Xiaoyang Wang , Wenjie Zhang , Xuemin Lin