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We show that asymptotically, completely asynchronous stochastic gradient procedures achieve optimal (even to constant factors) convergence rates for the solution of convex optimization problems under nearly the same conditions required for…

Optimization and Control · Mathematics 2015-08-05 John C. Duchi , Sorathan Chaturapruek , Christopher Ré

For the large sparse systems of weakly nonlinear equations arising in the discretizations of many classical differential and integral equations, this paper presents a class of synchronous parallel multi-splitting two-stage two-parameter…

Mathematical Physics · Physics 2012-12-20 Hwang Myong Gun

In this paper, we present a method that enables to solve in parallel the Euler-Lagrange system associated with the optimal control of a parabolic equation. Our approach is based on an iterative update of a sequence of intermediate targets…

Optimization and Control · Mathematics 2011-10-19 Yvon Maday , Julien Salomon , Kamel Riahi

In this paper, we introduce two parallel extragradient-proximal methods for solving split equilibrium problems. The algorithms combine the extragradient method, the proximal method and the hybrid (outer approximation) method. The weak and…

Optimization and Control · Mathematics 2015-11-10 Dang Van Hieu

The goal of this paper is to provide computational tools able to find a solution of a system of polynomial inequalities. The set of inequalities is reformulated as a system of polynomial equations. Three different methods, two of which…

Dynamical Systems · Mathematics 2016-03-04 Laura Menini , Corrado Possieri , Antonio Tornambè

Numerical methods based on interval arithmetic are efficient means to reliably solve nonlinear systems of equations. Algorithm bc3revise is an interval method that tightens variables' domains by enforcing a property called box consistency.…

Numerical Analysis · Computer Science 2008-12-18 Frédéric Goualard , Alexandre Goldsztejn

Many parallel algorithms which solve basic problems in computer science use auxiliary space linear in the input to facilitate conflict-free computation. There has been significant work on improving these parallel algorithms to be in-place,…

Data Structures and Algorithms · Computer Science 2025-03-11 Chase Hutton , Adam Melrod

In this paper we investigate an adaptive discretization strategy for ill-posed linear prob- lems combined with a regularization from a class of semiiterative methods. We show that such a discretization approach in combination with a…

Numerical Analysis · Mathematics 2014-07-22 Wolfgang Erb , Evgeniya V. Semenova

We present a regularization method to approach a solution of the pessimistic formulation of ill -posed bilevel problems . This allows to overcome the difficulty arising from the non uniqueness of the lower level problems solutions and…

Optimization and Control · Mathematics 2016-08-16 Maïtine Bergounioux , Mounir Haddou

This paper presents a stabilized sequential quadratic programming (SQP) method for solving optimization problems in Banach spaces. The optimization problem considered in this study has a general form that enables us to represent various…

Optimization and Control · Mathematics 2025-06-03 Yuya Yamakawa

For a Hilbert space setting Chambolle and Pock introduced an attractive first-order algorithm which solves a convex optimization problem and its Fenchel dual simultaneously. We present a generalization of this algorithm to Banach spaces.…

Optimization and Control · Mathematics 2014-12-02 Thorsten Hohage , Carolin Homann

Many challenging tasks in sensor networks, including sensor calibration, ranking of nodes, monitoring, event region detection, collaborative filtering, collaborative signal processing, {\em etc.}, can be formulated as a problem of solving a…

Distributed, Parallel, and Cluster Computing · Computer Science 2008-11-21 Ezra N. Hoch , Danny Bickson , Danny Dolev

One way to reduce the time of conducting optimization studies is to evaluate designs in parallel rather than just one-at-a-time. For expensive-to-evaluate black-boxes, batch versions of Bayesian optimization have been proposed. They work by…

Optimization and Control · Mathematics 2023-04-04 Mickael Binois , Nicholson Collier , Jonathan Ozik

We present a scalability study of Golub-Kahan bidiagonalization for the parallel iterative solution of symmetric indefinite linear systems with a 2x2 block structure. The algorithms have been implemented within the parallel numerical…

Numerical Analysis · Mathematics 2020-01-29 Carola Kruse , Masha Sosonkina , Mario Arioli , Nicolas Tardieu , Ulrich Ruede

Consider linear ill-posed problems governed by the system $A_i x = y_i$ for $i =1, \cdots, p$, where each $A_i$ is a bounded linear operator from a Banach space $X$ to a Hilbert space $Y_i$. In case $p$ is huge, solving the problem by an…

Numerical Analysis · Mathematics 2023-05-17 Qinian Jin , Xiliang Lu , Liuying Zhang

In this paper, a two-step regularization method is used to solve an ill-posed spherical pseudo-differential equation in the presence of noisy data. For the first step of regularization we approximate the data by means of a spherical…

Numerical Analysis · Mathematics 2015-01-05 Hui Cao , Sergei V. Pereverzyev , Ian H. Sloan , Pavlo Tkachenko

We adapt the alternating linearization method for proximal decomposition to structured regularization problems, in particular, to the generalized lasso problems. The method is related to two well-known operator splitting methods, the…

Computation · Statistics 2014-03-25 Xiaodong Lin , Minh Pham , Andrzej Ruszczynski

We investigate modified steepest descent methods coupled with a loping Kaczmarz strategy for obtaining stable solutions of nonlinear systems of ill-posed operator equations. We show that the proposed method is a convergent regularization…

Numerical Analysis · Mathematics 2008-08-03 A. De Cezaro , M. Haltmeier , A. Leitao , O. Scherzer

This paper is concerned with a novel regularisation technique for solving linear ill-posed operator equations in Hilbert spaces from data that is corrupted by white noise. We combine convex penalty functionals with extreme-value statistics…

Statistics Theory · Mathematics 2012-04-03 Klaus Frick , Philipp Marnitz , Axel Munk

In view of the existing limitations of sequential computing, parallelization has emerged as an alternative in order to improve the speedup of numerical simulations. In the framework of evolutionary problems, space-time parallel methods…

Numerical Analysis · Mathematics 2025-02-13 Andrés Arrarás , Francisco J. Gaspar , Iñigo Jimenez-Ciga , Laura Portero
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