Related papers: QUADRO: A supervised dimension reduction method vi…
Optimization with orthogonality constraints frequently arises in various fields such as machine learning. Riemannian optimization offers a powerful framework for solving these problems by equipping the constraint set with a Riemannian…
Mixed discrete-continuous optimization is central to engineering design, where discrete choices interact with continuous fields. These problems are difficult due to high-dimensional, complex search spaces. To tackle them, Quantum Annealing…
Quantum and Classical computers continue to work together in tight cooperation to solve difficult problems. The combination is thus suggested in recent times for decoding the Low Density Parity Check (LDPC) codes, for the next generation…
This paper considers the problem of minimizing a convex expectation function with a set of inequality convex expectation constraints. We present a computable stochastic approximation type algorithm, namely the stochastic linearized proximal…
Linear Regression is a seminal technique in statistics and machine learning, where the objective is to build linear predictive models between a response (i.e., dependent) variable and one or more predictor (i.e., independent) variables. In…
Quadratic Unconstrained Binary Optimization (QUBO) is a broad class of optimization problems with many practical applications. To solve its hard instances in an exact way, known classical algorithms require exponential time and several…
We present a quantum algorithm for fitting a linear regression model to a given data set using the least squares approach. Different from previous algorithms which yield a quantum state encoding the optimal parameters, our algorithm outputs…
We propose a new randomized optimization method for high-dimensional problems which can be seen as a generalization of coordinate descent to random subspaces. We show that an adaptive sampling strategy for the random subspace significantly…
We introduce a new iterative method for computing solutions of elliptic equations with random rapidly oscillating coefficients. Similarly to a multigrid method, each step of the iteration involves different computations meant to address…
This work studies the problem of learning appropriate low dimensional image representations. We propose a generic algorithmic framework, which leverages two classic representation learning paradigms, i.e., sparse representation and the…
We consider the following constrained Rayleigh quotient optimization problem (CRQopt) $$ \min_{x\in \mathbb{R}^n} x^{T}Ax\,\,\mbox{subject to}\,\, x^{T}x=1\,\mbox{and}\,C^{T}x=b, $$ where $A$ is an $n\times n$ real symmetric matrix and $C$…
Resolving a linear combination of point sources from their band-limited Fourier data is a fundamental problem in imaging and signal processing. With the incomplete Fourier data and the inevitable noise in the measurement, there is a…
The Sequential Linear Quadratic (SLQ) algorithm is a continuous-time variant of the well-known Differential Dynamic Programming (DDP) technique with a Gauss-Newton Hessian approximation. This family of methods has gained popularity in the…
This manuscript presents a framework for using multilevel quadrature formulae to compute the solution of optimal control problems constrained by random partial differential equations. Our approach consists in solving a sequence of optimal…
Quadratic constrained quadratic programming problems often occur in various fields such as engineering practice, management science, and network communication. This article mainly studies a non convex quadratic programming problem with…
Quantum computing is a promising candidate for accelerating machine learning tasks. Limited by the control accuracy of current quantum hardware, reducing the consumption of quantum resources is the key to achieving quantum advantage. Here,…
Latent variable models represent a useful tool for the analysis of complex data when the constructs of interest are not observable. A problem related to these models is that the integrals involved in the likelihood function cannot be solved…
We propose a Jacobi-style distributed algorithm to solve convex, quadratically constrained quadratic programs (QCQPs), which arise from a broad range of applications. While small to medium-sized convex QCQPs can be solved efficiently by…
Building on previous research which generalized multilevel Monte Carlo methods using either sparse grids or Quasi-Monte Carlo methods, this paper considers the combination of all these ideas applied to elliptic PDEs with finite-dimensional…
We develop a novel randomized conjugate gradient least squares (RCGLS) method for solving least-squares problems, in which iterative sketching is employed at each step to reduce the dimension and hence the computational cost. In particular,…