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Distributed algorithms for solving coupled semidefinite programs (SDPs) commonly require many iterations to converge. They also put high computational demand on the computational agents. In this paper we show that in case the coupled…

Optimization and Control · Mathematics 2015-04-30 Sina Khoshfetrat Pakazad , Anders Hansson , Martin S. Andersen , Anders Rantzer

In the recent paper [Duff I. et al, SIAM J. Sci. Comp., 37(3) (2015), A1248-A1269] the authors proposed an interesting procedure for the parallel solution of large, sparse consistent linear systems of equations. In this respect, according…

Numerical Analysis · Mathematics 2018-01-30 Andrei Dumitraşc , Constantin Popa

Over the past two decades, fair resource allocation problems have received considerable attention in a variety of application areas. However, little progress has been made in the design of distributed algorithms with convergence guarantees…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-02-17 Jelena Marasevic , Cliff Stein , Gil Zussman

We propose a parallel algorithm for the numerical solution of a class of second order semi-linear equations coming from stochastic optimal control problems, by means of a dynamic domain decomposition technique. The new method is an…

Numerical Analysis · Mathematics 2016-02-11 Simone Cacace , Maurizio Falcone

A fast direct inversion scheme for the large sparse systems of linear equations resulting from the discretization of elliptic partial differential equations in two dimensions is given. The scheme is described for the particular case of a…

Numerical Analysis · Mathematics 2007-07-02 Per-Gunnar Martinsson

Developing large-scale distributed methods that are robust to the presence of adversarial or corrupted workers is an important part of making such methods practical for real-world problems. Here, we propose an iterative approach that is…

Machine Learning · Computer Science 2022-03-02 Xia Li , Longxiu Huang , Deanna Needell

Standard Gibbs sampling applied to a multivariate normal distribution with a specified precision matrix is equivalent in fundamental ways to the Gauss-Seidel iterative solution of linear equations in the precision matrix. Specifically, the…

Computation · Statistics 2015-05-14 Colin Fox , Albert Parker

This paper aims to investigate the distributed stochastic optimization problems on compact embedded submanifolds (in the Euclidean space) for multi-agent network systems. To address the manifold structure, we propose a distributed…

Optimization and Control · Mathematics 2025-10-28 Jishu Zhao , Xi Wang , Jinlong Lei , Shixiang Chen

Modern supervised learning techniques, particularly those using deep nets, involve fitting high dimensional labelled data sets with functions containing very large numbers of parameters. Much of this work is empirical. Interesting phenomena…

Machine Learning · Statistics 2018-05-30 Partha P Mitra

We consider the distributed weight balancing problem in networks of nodes that are interconnected via directed edges, each of which is able to admit a positive integer weight within a certain interval, captured by individual lower and upper…

Systems and Control · Electrical Eng. & Systems 2019-07-10 Apostolos I. Rikos , Christoforos N. Hadjicostis

Optimization tasks are crucial in statistical machine learning. Recently, there has been great interest in leveraging tools from dynamical systems to derive accelerated and robust optimization methods via suitable discretizations of…

Statistical Mechanics · Physics 2023-07-06 Guilherme França , Alessandro Barp , Mark Girolami , Michael I. Jordan

Integral-equation-based fast direct solvers for electromagnetic scattering can substantially reduce computational costs, especially in the presence of multiple excitations. We recently proposed a new high-frequency fast direct solver…

Numerical Analysis · Mathematics 2026-03-05 V. Giunzioni , C. Henry , A. Merlini , F. P. Andriulli

In this paper we consider generalized flow problems where there is an $m$-edge $n$-node directed graph $G = (V,E)$ and each edge $e \in E$ has a loss factor $\gamma_e >0$ governing whether the flow is increased or decreased as it crosses…

Data Structures and Algorithms · Computer Science 2025-10-21 Shunhua Jiang , Michael Kapralov , Lawrence Li , Aaron Sidford

In this paper, a novel parallel hybrid iterative method is proposed for finding a common element of the set of solutions of a system of equilibrium problems, the set of solutions of variational inequalities for inverse strongly monotone…

Optimization and Control · Mathematics 2015-10-28 Dang Van Hieu

We propose a novel stochastic distributed method for both monotone and strongly monotone variational inequalities with Lipschitz operator and proper convex regularizers arising in various applications from game theory to adversarial…

Optimization and Control · Mathematics 2024-10-07 Aleksandr Beznosikov , Darina Dvinskikh , Dmitry Bylinkin , Andrei Semenov , Alexander Gasnikov

Group equivariant neural networks are growing in importance owing to their ability to generalise well in applications where the data has known underlying symmetries. Recent characterisations of a class of these networks that use high-order…

Machine Learning · Computer Science 2024-12-17 Edward Pearce-Crump , William J. Knottenbelt

This paper proposes and analyzes a communication-efficient distributed optimization framework for general nonconvex nonsmooth signal processing and machine learning problems under an asynchronous protocol. At each iteration, worker machines…

Optimization and Control · Mathematics 2020-07-15 Jineng Ren , Jarvis Haupt

We present a general method of designing fast approximation algorithms for cut-based minimization problems in undirected graphs. In particular, we develop a technique that given any such problem that can be approximated quickly on trees,…

Data Structures and Algorithms · Computer Science 2010-11-09 Aleksander Madry

This paper proposes distributed algorithms for multi-agent networks to achieve a solution in finite time to a linear equation $Ax=b$ where $A$ has full row rank, and with the minimum $l_1$-norm in the underdetermined case (where $A$ has…

Systems and Control · Computer Science 2017-10-02 Jingqiu Zhou , Wang Xuan , Shaoshuai Mou , Brian. D. O. Anderson

This manuscript presents a new extended linear system for integral equation based techniques for solving boundary value problems on locally perturbed geometries. The new extended linear system is similar to a previously presented technique…

Numerical Analysis · Mathematics 2021-03-17 Yabin Zhang , Adrianna Gillman