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The Bregman-Kaczmarz method is an iterative method which can solve strongly convex problems with linear constraints and uses only one or a selected number of rows of the system matrix in each iteration, thereby making it amenable for…

Optimization and Control · Mathematics 2023-07-31 Dirk A. Lorenz , Maximilian Winkler

The Kaczmarz algorithm is an iterative technique designed to solve consistent linear systems of equations. It falls within the category of row-action methods, focusing on handling one equation per iteration. This characteristic makes it…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-02-01 Inês Ferreira , Juan A. Acebrón , José Monteiro

We consider a class of multi-agent cooperative consensus optimization problems with local nonlinear convex constraints where only those agents connected by an edge can directly communicate, hence, the optimal consensus decision lies in the…

Optimization and Control · Mathematics 2023-02-23 Nazanin Abolfazli , Afrooz Jalilzadeh , Erfan Yazdandoost Hamedani

We provide lower error bounds for randomized algorithms that approximate integrals of functions depending on an unrestricted or even infinite number of variables. More precisely, we consider the infinite-dimensional integration problem on…

Numerical Analysis · Mathematics 2021-02-09 Michael Gnewuch

This paper considers distributed average consensus using finite-bit bounded quantizer with possibly unbounded data. Under the framework of the alternating direction method of multipliers (ADMM), we develop distributed averaging algorithms…

Optimization and Control · Mathematics 2017-08-22 Shengyu Zhu , Biao Chen

In this paper we propose distributed dual gradient algorithms for linearly constrained separable convex problems and analyze their rate of convergence under different assumptions. Under the strong convexity assumption on the primal…

Optimization and Control · Mathematics 2014-02-04 Ion Necoara , Valentin Nedelcu

This paper is about randomized iterative algorithms for solving a linear system of equations $X \beta = y$ in different settings. Recent interest in the topic was reignited when Strohmer and Vershynin (2009) proved the linear convergence…

Optimization and Control · Mathematics 2014-06-23 Aaditya Ramdas

Recovering a signal $x^\ast \in \mathbb{R}^n$ from a sequence of linear measurements is an important problem in areas such as computerized tomography and compressed sensing. In this work, we consider an online setting in which measurements…

Numerical Analysis · Mathematics 2022-11-14 Benjamin Jarman , Yotam Yaniv , Deanna Needell

In this paper, we present novel randomized algorithms for solving saddle point problems whose dual feasible region is given by the direct product of many convex sets. Our algorithms can achieve an ${\cal O}(1/N)$ and ${\cal O}(1/N^2)$ rate…

Optimization and Control · Mathematics 2015-11-16 Cong Dang , Guanghui Lan

The problem of quickest change detection with communication rate constraints is studied. A network of wireless sensors with limited computation capability monitors the environment and sends observations to a fusion center via wireless…

Systems and Control · Computer Science 2016-09-06 Xiaoqiang Ren , Karl H. Johansson , Dawei Shi , Ling Shi

Recently, diffusion probabilistic models (DPMs) have achieved promising results in diverse generative tasks. A typical DPM framework includes a forward process that gradually diffuses the data distribution and a reverse process that…

Machine Learning · Computer Science 2023-10-31 Tianyu Pang , Cheng Lu , Chao Du , Min Lin , Shuicheng Yan , Zhijie Deng

We explore the probabilistic foundations of shared control in complex dynamic environments. In order to do this, we formulate shared control as a random process and describe the joint distribution that governs its behavior. For…

Robotics · Computer Science 2015-08-10 Pete Trautman

We propose randomized subspace gradient methods for high-dimensional constrained optimization. While there have been similarly purposed studies on unconstrained optimization problems, there have been few on constrained optimization problems…

Optimization and Control · Mathematics 2023-07-10 Ryota Nozawa , Pierre-Louis Poirion , Akiko Takeda

Quantum algorithms and complexity have recently been studied not only for discrete, but also for some numerical problems. Most attention has been paid so far to the integration problem, for which a speed-up is shown by quantum computers…

Quantum Physics · Physics 2007-05-23 Boleslaw Kacewicz

We study how the learning rate affects the performance of a relaxed randomized Kaczmarz algorithm for solving $A x \approx b + \varepsilon$, where $A x =b$ is a consistent linear system and $\varepsilon$ has independent mean zero random…

Numerical Analysis · Mathematics 2022-08-10 Nicholas F. Marshall , Oscar Mickelin

In this correspondence we study the problem of channel-aware decision fusion when the sensor detection probability is not known at the decision fusion center. Several alternatives proposed in the literature are compared and new fusion rules…

Information Theory · Computer Science 2016-03-11 Domenico Ciuonzo , Pierluigi Salvo Rossi

Iterative phase retrieval algorithms typically employ projections onto constraint subspaces to recover the unknown phases in the Fourier transform of an image, or, in the case of x-ray crystallography, the electron density of a molecule.…

Numerical Analysis · Mathematics 2025-10-20 Veit Elser

We consider linear reaction-diffusion equations posed on unbounded domains, and discretized by adaptive Lagrange finite elements. To obtain finite-dimensional spaces, it is necessary to introduce a truncation boundary, whereby only a…

Numerical Analysis · Mathematics 2025-11-13 Théophile Chaumont-Frelet , Gregor Gantner

We consider decentralized optimization problems where one aims to minimize a sum of convex smooth objective functions distributed between nodes in the network. The links in the network can change from time to time. For the setting when the…

Optimization and Control · Mathematics 2023-01-30 Dmitriy Metelev , Alexander Rogozin , Dmitry Kovalev , Alexander Gasnikov

We present a fully computable a posteriori error estimator for piecewise linear finite element approximations of reaction-diffusion problems with mixed boundary conditions and piecewise constant reaction coefficient formulated in arbitrary…

Numerical Analysis · Mathematics 2015-07-06 Mark Ainsworth , Tomáš Vejchodský
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