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We consider the problem of generating n-dimensional vectors with a fixed sum, with the goal of generating a uniform distribution of vectors over a valid region. This means that each possible vector has an equal probability of being…

Optimization and Control · Mathematics 2025-01-29 Rick S. H. Willemsen , Wilco van den Heuvel , Michel van de Velden

Endowing machines with abstract reasoning ability has been a long-term research topic in artificial intelligence. Raven's Progressive Matrix (RPM) is widely used to probe abstract visual reasoning in machine intelligence, where models will…

Artificial Intelligence · Computer Science 2024-04-16 Fan Shi , Bin Li , Xiangyang Xue

A new approach to solving eigenvalue optimization problems for large structured matrices is proposed and studied. The class of optimization problems considered is related to computing structured pseudospectra and their extremal points, and…

Numerical Analysis · Mathematics 2022-06-22 Nicola Guglielmi , Christian Lubich , Stefano Sicilia

Contour integration techniques have become a popular choice for solving the linear and non-linear eigenvalue problems. They principally include the Sakurai-Sugiura methods, the Beyn's algorithm, the FEAST/NLFEAST algorithms and other…

Numerical Analysis · Mathematics 2020-07-10 Julien Brenneck , Eric Polizzi

In this paper, we propose a subspace method based on neural networks for eigenvalue problems with high accuracy and low cost. We first construct a neural network-based orthogonal basis by some deep learning method and dimensionality…

Numerical Analysis · Mathematics 2026-01-21 Xiaoying Dai , Yunying Fan , Zhiqiang Sheng

The Matrix-based Renyi's entropy enables us to directly measure information quantities from given data without the costly probability density estimation of underlying distributions, thus has been widely adopted in numerous statistical…

Machine Learning · Statistics 2022-05-17 Yuxin Dong , Tieliang Gong , Shujian Yu , Chen Li

Random Reshuffling (RR) is an algorithm for minimizing finite-sum functions that utilizes iterative gradient descent steps in conjunction with data reshuffling. Often contrasted with its sibling Stochastic Gradient Descent (SGD), RR is…

Optimization and Control · Mathematics 2021-04-06 Konstantin Mishchenko , Ahmed Khaled , Peter Richtárik

Random reshuffling with momentum (RRM) corresponds to the SGD optimizer with momentum option enabled, as found in many machine learning libraries like PyTorch and TensorFlow. Despite its widespread use, the convergence properties of RRM do…

Optimization and Control · Mathematics 2026-03-24 Junwen Qiu , Bohao Ma , Andre Milzarek

Large scale optimization problems are ubiquitous in machine learning and data analysis and there is a plethora of algorithms for solving such problems. Many of these algorithms employ sub-sampling, as a way to either speed up the…

Optimization and Control · Mathematics 2016-02-29 Farbod Roosta-Khorasani , Michael W. Mahoney

Nonlinear robust optimization (NRO) is widely used in different applications, including energy, control, and economics, to make robust decisions under uncertainty. One of the classical solution methods in NRO is an outer approximation…

Optimization and Control · Mathematics 2023-02-27 Bowen Li , Kibaek Kim , Sven Leyffer

In recent years, various subspace algorithms have been developed to handle large-scale optimization problems. Although existing subspace Newton methods require fewer iterations to converge in practice, the matrix operations and full…

Optimization and Control · Mathematics 2024-06-05 Taisei Miyaishi , Ryota Nozawa , Pierre-Louis Poirion , Akiko Takeda

Solving large-scale Generalized Eigenvalue Problems (GEPs) is a fundamental yet computationally prohibitive task in science and engineering. As a promising direction, contour integral (CI) methods, such as the CIRR algorithm, offer an…

Machine Learning · Computer Science 2025-11-05 Yeqiu Chen , Ziyan Liu , Hong Wang

Two asymptotically exact a posteriori error estimates are proposed for eigenvalues by the nonconforming Crouzeix--Raviart and enriched Crouzeix-- Raviart elements. The main challenge in the design of such error estimators comes from the…

Numerical Analysis · Mathematics 2019-11-26 Jun Hu , Limin Ma

The generalized eigenvalue problem (GEP) serves as a cornerstone in a wide range of applications in numerical linear algebra and scientific computing. However, traditional approaches that aim to maximize the classical Rayleigh quotient…

Optimization and Control · Mathematics 2025-07-04 Xiaozhi Liu , Yong Xia

Large-scale eigenvalue problems arise in various fields of science and engineering and demand computationally efficient solutions. In this study, we investigate the subspace approximation for parametric linear eigenvalue problems, aiming to…

Autonomous exploration is a new technology in the field of robotics that has found widespread application due to its objective to help robots independently localize, scan maps, and navigate any terrain without human control. Up to present,…

Nonconvex sparse models have received significant attention in high-dimensional machine learning. In this paper, we study a new model consisting of a general convex or nonconvex objectives and a variety of continuous nonconvex…

Optimization and Control · Mathematics 2020-10-26 Digvijay Boob , Qi Deng , Guanghui Lan , Yilin Wang

Given the $n\times n$ matrix polynomial $P(x)=\sum_{i=0}^kP_i x^i$, we consider the associated polynomial eigenvalue problem. This problem, viewed in terms of computing the roots of the scalar polynomial $\det P(x)$, is treated in…

Numerical Analysis · Mathematics 2012-07-27 Dario A. Bini , V. Noferini

Ridge regularized linear models (RRLMs), such as ridge regression and the SVM, are a popular group of methods that are used in conjunction with coefficient hypothesis testing to discover explanatory variables with a significant multivariate…

Statistics Theory · Mathematics 2015-09-15 Eric V. Strobl , Shyam Visweswaran

Allocation of samples in stratified and/or multistage sampling is one of the central issues of sampling theory. In a survey of a population often the constraints for precision of estimators of subpopulations parameters have to be taken care…

Statistics Theory · Mathematics 2015-03-31 Jacek Wesolowski , Robert Wieczorkowski