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A class of fast greedy block Kaczmarz methods combined with general greedy strategy and average technique are proposed for solving large consistent linear systems. Theoretical analysis of the convergence of the proposed method is given in…

Numerical Analysis · Mathematics 2022-10-18 Aqin Xiao , Junfeng Yin , Ning Zheng

We study (constrained) nonconvex (composite) optimization problems where the decision variables vector can be split into blocks of variables. Random block projection is a popular technique to handle this kind of problem for its remarkable…

Optimization and Control · Mathematics 2019-06-17 Zhan Yu , Daniel W. C. Ho

To efficiently solve large scale nonlinear systems, we propose a novel Random Greedy Fast Block Kaczmarz method. This approach integrates the strengths of random and greedy strategies while avoiding the computationally expensive…

Numerical Analysis · Mathematics 2025-08-14 Renjie Ding , Dongling Wang

Deep learning-based numerical schemes for solving high-dimensional backward stochastic differential equations (BSDEs) have recently raised plenty of scientific interest. While they enable numerical methods to approximate very…

Numerical Analysis · Mathematics 2023-10-06 Lorenc Kapllani , Long Teng , Matthias Rottmann

The state-of-the-art methods for solving optimization problems in big dimensions are variants of randomized coordinate descent (RCD). In this paper we introduce a fundamentally new type of acceleration strategy for RCD based on the…

Optimization and Control · Mathematics 2018-02-13 Dmitry Kovalev , Eduard Gorbunov , Elnur Gasanov , Peter Richtárik

The paper investigates the complex gradient descent method (CGD) for the best rational approximation of a given order to a function in the Hardy space on the unit disk. It is equivalent to finding the best Blaschke form with free poles. The…

Complex Variables · Mathematics 2018-05-09 Tao Qian , Jianzhong Wang

Deep Feedforward Neural Networks' (DFNNs) weights estimation relies on the solution of a very large nonconvex optimization problem that may have many local (no global) minimizers, saddle points and large plateaus. As a consequence,…

Optimization and Control · Mathematics 2020-06-16 Laura Palagi , Ruggiero Seccia

Quadratic programming (QP) is a fundamental optimization model with wide-ranging applications in decision-making and machine learning, yet efficiently solving large-scale instances remains a major computational challenge. Building upon the…

Optimization and Control · Mathematics 2026-03-02 Hongpei Li , Yicheng Huang , Huikang Liu , Dongdong Ge , Yinyu Ye

We study the worst-case behavior of Block Coordinate Descent (BCD) type algorithms for unconstrained minimization of coordinate-wise smooth convex functions. This behavior is indeed not completely understood, and the practical success of…

Optimization and Control · Mathematics 2025-07-23 Yassine Kamri , François Glineur , Julien M. Hendrickx , Ion Necoara

In this paper, we discuss the solution of a Quadratic Eigenvalue Complementarity Problem (QEiCP) by using Difference of Convex (DC) programming approaches. We first show that QEiCP can be represented as dc programming problem. Then we…

Optimization and Control · Mathematics 2019-02-14 Yi-Shuai Niu , Joaquim Judice , Hoai An Le thi , Dinh Tao Pham

The method of block coordinate gradient descent (BCD) has been a powerful method for large-scale optimization. This paper considers the BCD method that successively updates a series of blocks selected according to a Markov chain. This kind…

Optimization and Control · Mathematics 2018-11-26 Tao Sun , Yuejiao Sun , Yangyang Xu , Wotao Yin

Single-stage neural combinatorial optimization solvers have achieved near-optimal results on various small-scale combinatorial optimization (CO) problems without requiring expert knowledge. However, these solvers exhibit significant…

Artificial Intelligence · Computer Science 2025-01-22 Zhi Zheng , Changliang Zhou , Tong Xialiang , Mingxuan Yuan , Zhenkun Wang

Small-scale Mixed-Integer Quadratic Programming (MIQP) problems often arise in embedded control and estimation applications. Driven by the need for algorithmic simplicity to target computing platforms with limited memory and computing…

Optimization and Control · Mathematics 2021-01-25 Vihangkumar V. Naik , Alberto Bemporad

We consider least squares semidefinite programming (LSSDP) where the primal matrix variable must satisfy given linear equality and inequality constraints, and must also lie in the intersection of the cone of symmetric positive semidefinite…

Optimization and Control · Mathematics 2015-05-26 Defeng Sun , Kim-Chuan Toh , Liuqin Yang

This paper presents an efficient quadratic programming (QP) decoder via the alternating direction method of multipliers (ADMM) technique, called QP-ADMM, for binary low-density parity-check (LDPC) codes. Its main contents are as follows:…

Information Theory · Computer Science 2020-02-19 Jing Bai , Yongchao Wang , Qingjiang Shi

Quantum low-density parity-check (QLDPC) codes have emerged as a promising technique for quantum error correction. A variety of decoders have been proposed for QLDPC codes and many of them utilize belief propagation (BP) decoding in some…

Information Theory · Computer Science 2024-06-25 Hanwen Yao , Waleed Abu Laban , Christian Häger , Alexandre Graell i Amat , Henry D. Pfister

This paper develops a first-order optimization method for coupled structured matrix factorization (CoSMF) problems that arise in the context of hyperspectral super-resolution (HSR) in remote sensing. To best leverage the problem structures…

Signal Processing · Electrical Eng. & Systems 2020-04-22 Ruiyuan Wu , Hoi-To Wai , Wing-Kin Ma

Training deep neural networks (DNNs) efficiently is a challenge due to the associated highly nonconvex optimization. The backpropagation (backprop) algorithm has long been the most widely used algorithm for gradient computation of…

Machine Learning · Statistics 2018-03-28 Tim Tsz-Kit Lau , Jinshan Zeng , Baoyuan Wu , Yuan Yao

A novel augmented Lagrangian method for solving non-convex programs with nonlinear cost and constraint couplings in a distributed framework is presented. The proposed decomposition algorithm is made of two layers: The outer level is a…

Optimization and Control · Mathematics 2014-07-22 Jean-Hubert Hours , Colin N. Jones

Convolutional Neural Networks (CNNs) are pivotal in computer vision and Big Data analytics but demand significant computational resources when trained on large-scale datasets. Conventional training via back-propagation (BP) with losses like…

Machine Learning · Computer Science 2025-06-03 Aasish Kumar Sharma , Sanjeeb Prashad Pandey , Julian M. Kunkel