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We develop a distributed Block Chebyshev-Davidson algorithm to solve large-scale leading eigenvalue problems for spectral analysis in spectral clustering. First, the efficiency of the Chebyshev-Davidson algorithm relies on the prior…
In this paper we consider the problem of identifying intersections between two sets of d-dimensional axis-parallel rectangles. This is a common problem that arises in many agent-based simulation studies, and is of central importance in the…
In this article, we present two new greedy algorithms for the computation of the lowest eigenvalue (and an associated eigenvector) of a high-dimensional eigenvalue problem, and prove some convergence results for these algorithms and their…
This paper aims to develop distributed algorithms for nonconvex optimization problems with complicated constraints associated with a network. The network can be a physical one, such as an electric power network, where the constraints are…
This study develops an algorithm for distributed computing of linear programming problems of huge-scales. Global consensus with single common variable, multiblocks, and augmented Lagrangian are adopted. The consensus is used to partition…
With the recent proliferation of large-scale learning problems,there have been a lot of interest on distributed machine learning algorithms, particularly those that are based on stochastic gradient descent (SGD) and its variants. However,…
Algorithms have two costs: arithmetic and communication. The latter represents the cost of moving data, either between levels of a memory hierarchy, or between processors over a network. Communication often dominates arithmetic and…
We develop an algorithm to solve tridiagonal systems of linear equations, which appear in implicit finite-difference schemes of partial differential equations (PDEs), being the time-dependent Schr\"{o}dinger equation (TDSE) an ideal…
We present a greedy algorithm for computing selected eigenpairs of a large sparse matrix $H$ that can exploit localization features of the eigenvector. When the eigenvector to be computed is localized, meaning only a small number of its…
In this paper we present randomized algorithms for sorting and convex hull that achieves optimal performance (for speed-up and cache misses) on the multicore model with private cache model. Our algorithms are cache oblivious and generalize…
We present an algorithm to solve very large one-dimensional disordered and interacting few-particle systems. Our approach exploits the localized nature of the eigenfunctions in real space to achieve a linear scaling with the total system…
An inexact accelerated stochastic Alternating Direction Method of Multipliers (AS-ADMM) scheme is developed for solving structured separable convex optimization problems with linear constraints. The objective function is the sum of a…
Douglas-Rachford splitting and its equivalent dual formulation ADMM are widely used iterative methods in composite optimization problems arising in control and machine learning applications. The performance of these algorithms depends on…
The qubit mapping problem (QMP) focuses on the mapping and routing of qubits in quantum circuits so that the strict connectivity constraints imposed by near-term quantum hardware are satisfied. QMP is a pivotal task for quantum circuit…
We show a method resulting in the improvement of several polynomial-space, exponential-time algorithms. An instance of the problem Max (r,2)-CSP, or simply Max 2-CSP, is parametrized by the domain size r (often 2), the number of variables n…
In this paper, we propose and analyze an inexact version of the symmetric proximal alternating direction method of multipliers (ADMM) for solving linearly constrained optimization problems. Basically, the method allows its first subproblem…
We study the problem of estimating the covariance matrix of a high-dimensional distribution when a small constant fraction of the samples can be arbitrarily corrupted. Recent work gave the first polynomial time algorithms for this problem…
Many problems in physics, chemistry and other fields are perturbative in nature, i.e. differ only slightly from related problems with known solutions. Prominent among these is the eigenvalue perturbation problem, wherein one seeks the…
Given a rectangle $R$ with area $A$ and a set of areas $L=\{A_1,...,A_n\}$ with $\sum_{i=1}^n A_i = A$, we consider the problem of partitioning $R$ into $n$ sub-regions $R_1,...,R_n$ with areas $A_1,...,A_n$ in a way that the total…
The optimization problem of sparse and low-rank matrix recovery is considered, which involves a least squares problem with a rank constraint and a cardinality constraint. To overcome the challenges posed by these constraints, an asymptotic…