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MCMC algorithms such as Metropolis-Hastings algorithms are slowed down by the computation of complex target distributions as exemplified by huge datasets. We offer in this paper a useful generalisation of the Delayed Acceptance approach,…

Computation · Statistics 2015-03-06 Marco Banterle , Clara Grazian , Anthony Lee , Christian P. Robert

Divide and Conquer is a well known algorithmic procedure for solving many kinds of problem. In this procedure, the problem is partitioned into two parts until the problem is trivially solvable. Finding the distance of the closest pair is an…

Computational Geometry · Computer Science 2011-11-11 Mohammad Zaidul Karim , Nargis Akter

In this work, we propose some new Douglas-Rashford splitting algorithms for solving a class of generalized DC (difference of convex functions) in real Hilbert spaces. The proposed methods leverage the proximal properties of the nonsmooth…

Optimization and Control · Mathematics 2024-04-24 Yonghong Yao , Lateef O. Jolaoso , Yekini Shehu , Jen-Chih Yao

We consider the learning of algorithmic tasks by mere observation of input-output pairs. Rather than studying this as a black-box discrete regression problem with no assumption whatsoever on the input-output mapping, we concentrate on tasks…

Machine Learning · Computer Science 2018-10-16 Alex Nowak-Vila , David Folqué , Joan Bruna

In this paper, a new method is proposed for sparse PCA based on the recursive divide-and-conquer methodology. The main idea is to separate the original sparse PCA problem into a series of much simpler sub-problems, each having a closed-form…

Computer Vision and Pattern Recognition · Computer Science 2012-12-03 Qian Zhao , Deyu Meng , Zongben Xu

The alternating direction method of multipliers (ADM or ADMM) breaks a complex optimization problem into much simpler subproblems. The ADM algorithms are typically short and easy to implement yet exhibit (nearly) state-of-the-art…

Optimization and Control · Mathematics 2021-02-02 Ming Yan , Wotao Yin

Many problems in control theory can be formulated as semidefinite programs (SDPs). For large-scale SDPs, it is important to exploit the inherent sparsity to improve the scalability. This paper develops efficient first-order methods to solve…

Optimization and Control · Mathematics 2020-01-13 Yang Zheng , Giovanni Fantuzzi , Antonis Papachristodoulou , Paul Goulart , Andrew Wynn

The self-consistent procedure in electronic structure calculations is revisited using a highly efficient and robust algorithm for solving the non-linear eigenvector problem i.e. H({{\psi}}){\psi} = E{\psi}. This new scheme is derived from a…

Computational Physics · Physics 2015-06-12 Brendan Gavin , Eric Polizzi

The volume of image repositories continues to grow. Despite the availability of content-based addressing, we still lack a lightweight tool that allows us to discover images of distinct characteristics from a large collection. In this paper,…

Computer Vision and Pattern Recognition · Computer Science 2024-02-15 Shanfeng Hu

We present a design and implementation of the Thomas algorithm optimized for hardware acceleration on an FPGA, the Thomas Core. The hardware-based algorithm combined with the custom data flow and low level parallelism available in an FPGA…

Computational Finance · Quantitative Finance 2015-10-16 Samuel Palmer

Motivated by the need for decentralized learning, this paper aims at designing a distributed algorithm for solving nonconvex problems with general linear constraints over a multi-agent network. In the considered problem, each agent owns…

Optimization and Control · Mathematics 2022-06-23 Jiawei Zhang , Songyang Ge , Tsung-Hui Chang , Zhi-Quan Luo

Nowadays computational complexity of fast walsh hadamard transform and nonlinearity for Boolean functions and large substitution boxes is a major challenge of modern cryptography research on strengthening encryption schemes against linear…

Cryptography and Security · Computer Science 2020-04-27 Behrooz Khadem , Reza Ghasemi

For large-scale eigenvalue problems requiring many mutually orthogonal eigenvectors, traditional numerical methods suffer substantial computational and communication costs with limited parallel scalability, primarily due to explicit…

Numerical Analysis · Mathematics 2026-01-12 Shengyue Wang , Aihui Zhou

A parallel algorithm for solving a series of matrix equations with a constant tridiagonal matrix and different right-hand sides is proposed and studied. The process of solving the problem is represented in two steps. The first preliminary…

Numerical Analysis · Mathematics 2010-12-07 Andrew Terekhov

The linear primal-dual hybrid gradient (PDHG) method is a first-order method that splits convex optimization problems with saddle-point structure into smaller subproblems. Unlike those obtained in most splitting methods, these subproblems…

Optimization and Control · Mathematics 2022-04-05 Jérôme Darbon , Gabriel P. Langlois

Existing results on decomposition methods and algorithms for nonconvex problems are minimal. Parallel decomposition algorithms do not exist for nonconvex problems with coupling nonlinear equality constraints. Besides, decomposition…

Optimization and Control · Mathematics 2026-05-18 Yiqing Zhai , Ying Cui , Danny H. K. Tsang

We consider the least-squares approximation of a matrix C in the set of doubly stochastic matrices with the same sparsity pattern as C. Our approach is based on applying the well-known Alternating Direction Method of Multipliers (ADMM) to a…

Optimization and Control · Mathematics 2019-10-14 Nikitas Rontsis , Paul J. Goulart

There is an ongoing effort to develop tools that apply distributed computational resources to tackle large problems or reduce the time to solve them. In this context, the Alternating Direction Method of Multipliers (ADMM) arises as a method…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-03-09 Ning Hao , AmirReza Oghbaee , Mohammad Rostami , Nate Derbinsky , José Bento

Distributed optimization is an essential paradigm to solve large-scale optimization problems in modern applications where big-data and high-dimensionality creates a computational bottleneck. Distributed optimization algorithms that exhibit…

Systems and Control · Electrical Eng. & Systems 2023-05-25 Aayushya Agarwal , Larry Pileggi

This paper presents new parallel algorithms for generating Euclidean minimum spanning trees and spatial clustering hierarchies (known as HDBSCAN$^*$). Our approach is based on generating a well-separated pair decomposition followed by using…

Data Structures and Algorithms · Computer Science 2021-04-05 Yiqiu Wang , Shangdi Yu , Yan Gu , Julian Shun
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