Related papers: Inexact spectral deferred corrections
Rapidly developing machine learning methods has stimulated research interest in computationally reconstructing differential equations (DEs) from observational data which may provide additional insight into underlying causative mechanisms.…
Semidefinite programming (SDP) is widely acknowledged as one of the most effective methods for deriving the tightest lower bounds of the optimal power flow (OPF) problems. In this paper, an enhanced semidefinite relaxation model that…
Dual Coordinate Descent (DCD) and Block Dual Coordinate Descent (BDCD) are important iterative methods for solving convex optimization problems. In this work, we develop scalable DCD and BDCD methods for the kernel support vector machines…
Asynchronous stochastic gradient descent (ASGD) is a popular parallel optimization algorithm in machine learning. Most theoretical analysis on ASGD take a discrete view and prove upper bounds for their convergence rates. However, the…
This paper presents a hybrid Sequential Convex Programming (SCP) framework for solving the unbalanced three-phase AC Optimal Power Flow (OPF) problem. The method combines a fixed McCormick outer approximation of bilinear voltage-current…
We present a novel acceleration technique for improving the convergence of source iteration for discrete ordinates transport calculations. Our approach uses the idea of the dynamic mode decomposition (DMD) to estimate the slowly decaying…
Discontinuities and delayed terms are encountered in the governing equations of a large class of problems ranging from physics and engineering to medicine and economics. These systems cannot be properly modelled and simulated with standard…
In [13], an Inexact variant of Stochastic Dual Dynamic Programming (SDDP) called ISDDP was introduced which uses approximate (instead of exact with SDDP) primal dual solutions of the problems solved in the forward and backward passes of the…
We consider the low-rank alternating directions implicit (ADI) iteration for approximately solving large-scale algebraic Sylvester equations. Inside every iteration step of this iterative process a pair of linear systems of equations has to…
An inverse problem in spectroscopy is considered. The objective is to restore the discrete spectrum from observed spectrum data, taking into account the spectrometer's line spread function. The problem is reduced to solution of a system of…
Semidefinite programming (SDP) is a powerful framework from convex optimization that has striking potential for data science applications. This paper develops a provably correct randomized algorithm for solving large, weakly constrained SDP…
We present convergence results in expectation for stochastic subspace correction schemes and their accelerated versions to solve symmetric positive-definite variational problems, and discuss their potential for achieving fault tolerance in…
In this paper, we present a predictor-corrector strategy for constructing rank-adaptive dynamical low-rank approximations (DLRAs) of matrix-valued ODE systems. The strategy is a compromise between (i) low-rank step-truncation approaches…
In this paper, we consider the nonsmooth convex optimization problems over the fixed point constraint sets of firmly nonexpansive operators. To find an optimal solution of the problem, we present an iterative method based on the hybrid…
In this study, we introduce a refined method for ascertaining error estimations in numerical simulations of dynamical systems via an innovative application of composition techniques. Our approach involves a dual application of a basic…
Coded distributed computing was recently introduced to mitigate the effect of stragglers on distributed computing. This paper combines ideas of approximate computing with coded computing to further accelerate computation. We propose…
This paper focuses on the design of sequential quadratic optimization (commonly known as SQP) methods for solving large-scale nonlinear optimization problems. The most computationally demanding aspect of such an approach is the computation…
The primary focus of this paper is on designing an inexact first-order algorithm for solving constrained nonlinear optimization problems. By controlling the inexactness of the subproblem solution, we can significantly reduce the…
Scattering by an isolated defect embedded in a dielectric medium of two dimensional periodicity is of interest in many sub-fields of electrodynamics. Present approaches to compute this scattering rely either on the Born approximation and…
Speculative decoding is a technique that uses multiple language models to accelerate infer- ence. Previous works have used an experi- mental approach to optimize the throughput of the inference pipeline, which involves LLM training and can…