Related papers: Greedy Block Coordinate Descent (GBCD) Method for …
We consider coordinate descent methods on convex quadratic problems, in which exact line searches are performed at each iteration. (This algorithm is identical to Gauss-Seidel on the equivalent symmetric positive definite linear system.) We…
We report our progress on the project for solving larger scale quadratic assignment problems (QAPs). Our main approach to solve large scale NP-hard combinatorial optimization problems such as QAPs is a parallel branch-and-bound method…
Quadratic programming (QP) is the most widely applied category of problems in nonlinear programming. Many applications require real-time/fast solutions, though not necessarily with high precision. Existing methods either involve matrix…
Generalized low-density parity-check (GLDPC) codes, where single parity-check constraints on the code bits are replaced with generalized constraints (an arbitrary linear code), are a promising class of codes for low-latency communication.…
Semidefinite programming (SDP) is a fundamental convex optimization problem with wide-ranging applications. However, solving large-scale instances remains computationally challenging due to the high cost of solving linear systems and…
Model Predictive Control (MPC) is a popular optimization-based control technique. MPC is usually formulated as sparse or dense Quadratic Programming (QP). This paper reviews two well-known methods, namely, state condensing and move…
Leveraging the current generation of quantum devices to solve optimization problems of practical interest necessitates the development of hybrid quantum-classical (HQC) solution approaches. In this paper, a multi-cut Benders decomposition…
For a symmetric positive semidefinite linear system of equations $\mathcal{Q} {\bf x} = {\bf b}$, where ${\bf x} = (x_1,\ldots,x_s)$ is partitioned into $s$ blocks, with $s \geq 2$, we show that each cycle of the classical block symmetric…
We present a general approach to designing capacity-approaching high-girth low-density parity-check (LDPC) codes that are friendly to hardware implementation. Our methodology starts by defining a new class of "hierarchical" quasi-cyclic…
Deep learning has aroused extensive attention due to its great empirical success. The efficiency of the block coordinate descent (BCD) methods has been recently demonstrated in deep neural network (DNN) training. However, theoretical…
Qudits offer significant advantages over qubit-based architectures, including more efficient gate compilation, reduced resource requirements, improved error-correction primitives, and enhanced capabilities for quantum communication and…
Recently proposed adaptive Sketch & Project (SP) methods connect several well-known projection methods such as Randomized Kaczmarz (RK), Randomized Block Kaczmarz (RBK), Motzkin Relaxation (MR), Randomized Coordinate Descent (RCD), Capped…
We propose and analyze a block coordinate descent proximal algorithm (BCD-prox) for simultaneous filtering and parameter estimation of ODE models. As we show on ODE systems with up to d=40 dimensions, as compared to state-of-the-art…
In this paper, we propose an inexact multi-block ADMM-type first-order method for solving a class of high-dimensional convex composite conic optimization problems to moderate accuracy. The design of this method combines an inexact 2-block…
Dimensionality reduction on quadratic manifolds augments linear approximations with quadratic correction terms. Previous works rely on linear approximations given by projections onto the first few leading principal components of the…
The density peaks clustering (DPC) algorithm has attracted considerable attention for its ability to detect arbitrarily shaped clusters based on a simple yet effective assumption. Recent advancements integrating granular-ball (GB) computing…
Configuration Optimization Problems (COPs), which involve minimizing a loss function over a set of discrete points $\boldsymbol{\gamma} \subset P$, are common in areas like Model Order Reduction, Active Learning, and Optimal Experimental…
Consider the linear ill-posed problems of the form $\sum_{i=1}^{b} A_i x_i =y$, where, for each $i$, $A_i$ is a bounded linear operator between two Hilbert spaces $X_i$ and ${\mathcal Y}$. When $b$ is huge, solving the problem by an…
Existing MAP inference algorithms for determinantal point processes (DPPs) need to calculate determinants or conduct eigenvalue decomposition generally at the scale of the full kernel, which presents a great challenge for real-world…
We introduce an algorithm called SQDP (Stochastic Quadratic Dynamic Programming) to solve some multistage stochastic optimization problems having strongly convex recourse functions. The algorithm extends the classical Stochastic Dual…