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This paper presents an algorithmic framework for solving unconstrained stochastic optimization problems using only stochastic function evaluations. We employ central finite-difference based gradient estimation methods to approximate the…

Optimization and Control · Mathematics 2025-01-14 Raghu Bollapragada , Cem Karamanli

We propose a novel stochastic gradient descent method for solving linear least squares problems with partially observed data. Our method uses submatrices indexed by a randomly selected pair of row and column index sets to update the iterate…

Numerical Analysis · Mathematics 2020-07-10 Kui Du , Xiao-Hui Sun

We develop new polynomial methods for studying systems of word equations. We use them to improve some earlier results and to analyze how sizes of systems of word equations satisfying certain independence properties depend on the lengths of…

Formal Languages and Automata Theory · Computer Science 2011-08-19 Aleksi Saarela

We consider stochastic differential equations in a Hilbert space, perturbed by the gradient of a convex potential. We investigate the problem of convergence of a sequence of such processes. We propose applications of this method to…

Probability · Mathematics 2007-05-23 Lorenzo Zambotti

We study experimentally systems of orthogonal polynomials with respect to self-similar measures. When the support of the measure is a Cantor set, we observe some interesting properties of the polynomials, both on the Cantor set and in the…

Classical Analysis and ODEs · Mathematics 2009-10-06 Steven M. Heilman , Philip Owrutsky , Robert S. Strichartz

Causal structure learning has been a challenging task in the past decades and several mainstream approaches such as constraint- and score-based methods have been studied with theoretical guarantees. Recently, a new approach has transformed…

Machine Learning · Computer Science 2019-11-19 Ignavier Ng , Shengyu Zhu , Zhitang Chen , Zhuangyan Fang

In this paper, inexact Gauss-Newton like methods for solving injective-overdetermined systems of equations are studied. We use a majorant condition, defined by a function whose derivative is not necessarily convex, to extend and improve…

Optimization and Control · Mathematics 2014-12-10 M. L. N. Goncalves

We study the iterative solution of linear systems of equations arising from stochastic Galerkin finite element discretizations of saddle point problems. We focus on the Stokes model with random data parametrized by uniformly distributed…

Numerical Analysis · Mathematics 2018-10-31 Christopher Müller , Sebastian Ullmann , Jens Lang

In this paper we established a class of optimal fourth-order methods which is obtained by existing third-order method for solving nonlinear equations for simple roots by using weight functions. Some physical examples are given to illustrate…

Numerical Analysis · Mathematics 2013-07-30 J. P. Jaiswal

We give a derivation of the method of conjugate gradients based on the requirement that each iterate minimizes a strictly convex quadratic on the space spanned by the previously observed gradients. Rather than verifying that the search…

Optimization and Control · Mathematics 2021-04-02 David Ek , Anders Forsgren

This work wishes to support various mathematical issues concerning the iterative methods with the help of new programming languages. We consider a way to show how problems in math have an answer by using different academic resources and…

Mathematical Software · Computer Science 2009-05-29 Claudiu Chirilov

In this paper, we explore the concept of metric-driven numerical methods as a powerful tool for solving various types of multiscale partial differential equations. Our focus is on computing constrained minimizers of functionals - or,…

Numerical Analysis · Mathematics 2026-04-13 Patrick Henning , Laura Huynh , Daniel Peterseim

We propose a new approach to the combinatorial interpretations of linearization coefficient problem of orthogonal polynomials. We first establish a difference system and then solve it combinatorially and analytically using the method of…

Classical Analysis and ODEs · Mathematics 2012-11-20 Mourad E. H. Ismail , Anisse Kasraoui , Jiang Zeng

We present a distributed conjugate gradient method for distributed optimization problems, where each agent computes an optimal solution of the problem locally without any central computation or coordination, while communicating with its…

Optimization and Control · Mathematics 2024-02-27 Ola Shorinwa , Mac Schwager

We provide a framework connecting several well known theories related to the linearity of graded modules over graded algebras. In the first part, we pay a particular attention to the tensor products of graded bimodules over graded algebras.…

K-Theory and Homology · Mathematics 2017-09-27 Eduardo Marcos , Andrea Solotar , Yury Volkov

In this paper, we propose a procedure for constructing an infinite number of families of solutions of given linear differential equations with partial derivatives with constant coefficients. We use monogenic functions that are defined on…

Complex Variables · Mathematics 2018-11-28 Vitalii Shpakivskyi

The Kaczmarz method for solving linear systems of equations is an iterative algorithm that has found many applications ranging from computer tomography to digital signal processing. Despite the popularity of this method, useful theoretical…

Numerical Analysis · Mathematics 2007-05-23 Thomas Strohmer , Roman Vershynin

In this paper, two new subspace minimization conjugate gradient methods based on $p - $regularization models are proposed, where a special scaled norm in $p - $regularization model is analyzed. Different choices for special scaled norm lead…

Optimization and Control · Mathematics 2020-04-06 Ting Zhao , Hongwei Liu , Zexian Liu

We propose two new dependent type systems. The first, is a dependent graded/linear type system where a graded dependent type system is connected via modal operators to a linear type system in the style of Linear/Non-linear logic. We then…

Logic in Computer Science · Computer Science 2023-07-20 Peter Hanukaev , Harley Eades

In this contribution, we present a full overview of the continuous stochastic gradient (CSG) method, including convergence results, step size rules and algorithmic insights. We consider optimization problems in which the objective function…

Optimization and Control · Mathematics 2023-03-23 Max Grieshammer , Lukas Pflug , Michael Stingl , Andrian Uihlein