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The aim of this paper is to investigate the use of an entropic projection method for the iterative regularization of linear ill-posed problems. We derive a closed form solution for the iterates and analyze their convergence behaviour both…

Optimization and Control · Mathematics 2020-01-29 Martin Burger , Elena Resmerita , Martin Benning

A critical factor in adopting machine learning for time-sensitive financial tasks is computational speed, including model training and inference. This paper demonstrates that a broad class of such problems, especially those previously…

Computational Finance · Quantitative Finance 2025-05-27 Liexin Cheng , Xue Cheng , Shuaiqiang Liu

Multi-step processes via large language models (LLMs) have proven effective for solving complex reasoning tasks. However, the depth of exploration of the reasoning procedure can significantly affect the task performance. Existing methods to…

Artificial Intelligence · Computer Science 2025-06-19 Jinghan Zhang , Xiting Wang , Fengran Mo , Yeyang Zhou , Wanfu Gao , Kunpeng Liu

Packing and covering linear programs belong to the narrow class of linear programs that are efficiently solvable in parallel and distributed models of computation, yet are a powerful modeling tool for a wide range of fundamental problems in…

Data Structures and Algorithms · Computer Science 2017-10-26 Jelena Diakonikolas , Lorenzo Orecchia

We present a block gradient ascent method for solving the quantum optimal transport problem with entropic regularisation similar to the algorithm proposed in [D. Feliciangeli, A. Gerolin, L. Portinale: J. Funct. Anal. 285 (2023), no. 4,…

Mathematical Physics · Physics 2025-03-25 Marvin Randig , Max von Renesse

We consider the problem of estimating a probability distribution that maximizes the entropy while satisfying a finite number of moment constraints, possibly corrupted by noise. Based on duality of convex programming, we present a novel…

Optimization and Control · Mathematics 2019-10-22 Tobias Sutter , David Sutter , Peyman Mohajerin Esfahani , John Lygeros

Maximum entropy models are considered by many to be one of the most promising avenues of language modeling research. Unfortunately, long training times make maximum entropy research difficult. We present a novel speedup technique: we change…

Computation and Language · Computer Science 2007-05-23 Joshua Goodman

Extreme Learning Machines (ELM) provide a fast alternative to traditional gradient-based learning in neural networks, offering rapid training and robust generalization capabilities. Its theoretical basis shows its universal approximation…

Machine Learning · Computer Science 2024-06-27 Ergun Biçici

Continual learning aims to alleviate catastrophic forgetting when handling consecutive tasks under non-stationary distributions. Gradient-based meta-learning algorithms have shown the capability to implicitly solve the transfer-interference…

Machine Learning · Computer Science 2022-10-04 Xiaohan Zou , Tong Lin

We propose a general dual ascent framework for Lagrangean decomposition of combinatorial problems. Although methods of this type have shown their efficiency for a number of problems, so far there was no general algorithm applicable to…

Data Structures and Algorithms · Computer Science 2017-01-13 Paul Swoboda , Jan Kuske , Bogdan Savchynskyy

Bilevel optimization has been widely used in decision-making process. However, there still lacks an efficient algorithm to determine an optimal solution of a bilevel optimization problem, especially for a large-size problem. To bridge the…

Optimization and Control · Mathematics 2016-05-18 Xuan Liu , Zuyi Li

We present a new efficient algortithm for construction of linear latent structure (LLS) models. This algorithm reduces a problem of estimation of model parameters to a sequence of problems of linear algebra, which assures a low…

Probability · Mathematics 2007-06-13 Mikhail Kovtun , Igor Akushevich , Kenneth G. Manton , H. Dennis Tolley

Large-scale linear programs (LPs) arise in many decision systems, including ranking, allocation, and matching problems that must be solved repeatedly at massive scale. Prior work such as ECLIPSE and LinkedIn's open-source DuaLip showed that…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-03-06 Gregory Dexter , Aida Rahmattalabi , Sanjana Garg , Qinquan Song , Ruby Tu , Yuan Gao , Yi Zhang , Zhipeng Wang , Rahul Mazumder

In this paper, we show how a resource allocation problem can be solved through Integer Linear Programming (ILP). A detailed illustrative example is presented, together with an exhaustive overview of the mathematical model. The size of the…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-09-29 Filip De Turck

Linear algebraic primitives are at the core of many modern algorithms in engineering, science, and machine learning. Hence, accelerating these primitives with novel computing hardware would have tremendous economic impact. Quantum computing…

We present a message passing method for 0-1 integer linear programs. Our algorithm is based on a decomposition of the original problem into subproblems that are represented as binary decision diagrams. The resulting Lagrangean dual is…

Optimization and Control · Mathematics 2021-11-05 Jan-Hendrik Lange , Paul Swoboda

Dualization is a key discrete enumeration problem. It is not known whether or not this problem is polynomial-time solvable. Asymptotically optimal dualization algorithms are the fastest among the known dualization algorithms, which is…

Discrete Mathematics · Computer Science 2016-06-01 Elena V. Djukova , Andrey G. Nikiforov , Petr A. Prokofyev

In this paper, we propose a novel offloading learning approach to compromise energy consumption and latency in multi-tier network with mobile edge computing. In order to solve this integer programming problem, instead of using conventional…

Information Theory · Computer Science 2019-12-10 Shuhan Zhu , Wei Xu , Lisheng Fan , Kezhi Wang , George K. Karagiannidis

An algorithm for a family of self-starting high-order implicit time integration schemes with controllable numerical dissipation is proposed for both linear and nonlinear transient problems. This work builds on the previous works of the…

Numerical Analysis · Mathematics 2024-09-23 Daniel O'Shea , Xiaoran Zhang , Shayan Mohammadian , Chongmin Song

First-order primal-dual methods are appealing for their low memory overhead, fast iterations, and effective parallelization. However, they are often slow at finding high accuracy solutions, which creates a barrier to their use in…

Optimization and Control · Mathematics 2023-12-05 David Applegate , Oliver Hinder , Haihao Lu , Miles Lubin