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In this paper, we concentrate on a particular category of quadratically constrained quadratic programming (QCQP): nonconvex QCQP with one equality constraint. This type of QCQP problem optimizes a quadratic objective under a fixed…

Optimization and Control · Mathematics 2025-06-05 Licheng Zhao , Rui Zhou , Wenqiang Pu

This paper proposes a novel family of primal-dual-based distributed algorithms for smooth, convex, multi-agent optimization over networks that uses only gradient information and gossip communications. The algorithms can also employ…

Optimization and Control · Mathematics 2020-03-04 Jinming Xu , Ye Tian , Ying Sun , Gesualdo Scutari

Greedy-GQ is an off-policy two timescale algorithm for optimal control in reinforcement learning. This paper develops the first finite-sample analysis for the Greedy-GQ algorithm with linear function approximation under Markovian noise. Our…

Machine Learning · Computer Science 2020-05-21 Yue Wang , Shaofeng Zou

The "classical" (weak) greedy algorithm is widely used within model order reduction in order to compute a reduced basis in the offline training phase: An a posteriori error estimator is maximized and the snapshot corresponding to the…

Numerical Analysis · Mathematics 2026-05-27 Niklas Reich , Karsten Urban , Jürgen Vorloeper

This paper defines a generalized column subset selection problem which is concerned with the selection of a few columns from a source matrix A that best approximate the span of a target matrix B. The paper then proposes a fast greedy…

Data Structures and Algorithms · Computer Science 2013-12-25 Ahmed K. Farahat , Ali Ghodsi , Mohamed S. Kamel

An algorithm which computes a solution of a set optimization problem is provided. The graph of the objective map is assumed to be given by finitely many linear inequalities. A solution is understood to be a set of points in the domain…

Optimization and Control · Mathematics 2014-05-29 Andreas Löhne , Carola Schrage

Compressive sensing claims that the sparse signals can be reconstructed exactly from many fewer measurements than traditionally believed necessary. One of issues ensuring the successful compressive sensing is to deal with the…

Information Theory · Computer Science 2009-03-31 Lianlin Li , Fang Li

We extend results known for the randomized Gauss-Seidel and the Gauss-Southwell methods for the case of a Hermitian and positive definite matrix to certain classes of non-Hermitian matrices. We obtain convergence results for a whole range…

Numerical Analysis · Mathematics 2023-01-02 Andreas Frommer , Daniel B. Szyld

In this paper we consider a class of optimization problems with a strongly convex objective function and the feasible set given by an intersection of a simple convex set with a set given by a number of linear equality and inequality…

Optimization and Control · Mathematics 2016-05-11 Alexey Chernov , Pavel Dvurechensky , Alexander Gasnikov

This paper presents a detailed, numerical study on the performance of the standard phasing algorithms with random phase illumination (RPI). Phasing with high resolution RPI and the oversampling ratio $\sigma=4$ determines a unique phasing…

Optics · Physics 2015-06-05 Albert Fannjiang , Wenjing Liao

The randomized group-greedy method and its customized method for large-scale sensor selection problems are proposed. The randomized greedy sensor selection algorithm is applied straightforwardly to the group-greedy method, and a customized…

Signal Processing · Electrical Eng. & Systems 2023-03-27 Takayuki Nagata , Keigo Yamada , Kumi Nakai , Yuji Saito , Taku Nonomura

This paper addresses the problem of single image super-resolution (SR), which consists of recovering a high resolution image from its blurred, decimated and noisy version. The existing algorithms for single image SR use different strategies…

Computer Vision and Pattern Recognition · Computer Science 2016-05-03 Ningning Zhao , Qi Wei , Adrian Basarab , Nicolas Dobigeon , Denis Kouame , Jean-Yves Tourneret

We present a family of algorithms, called descent algorithms, for optimizing convex and non-convex functions. We also introduce a new first-order algorithm, called rescaled gradient descent (RGD), and show that RGD achieves a faster…

Optimization and Control · Mathematics 2020-01-07 Ashia Wilson , Lester Mackey , Andre Wibisono

We study the properties of a simple greedy algorithm for the generation of data-adapted anisotropic triangulations. Given a function f, the algorithm produces nested triangulations and corresponding piecewise polynomial approximations of f.…

Numerical Analysis · Mathematics 2012-06-06 Jean-Marie Mirebeau , Albert Cohen

In this paper, we propose an inexact golden ratio primal-dual algorithm with linesearch step(IP-GRPDAL) for solving the saddle point problems, where two subproblems can be approximately solved by applying the notations of inexact extended…

Optimization and Control · Mathematics 2025-09-23 Changjie Fang , Jinxiu Liu , Jingtao Qiu , Shenglan Chen

The aim of this paper is to develop greedy algorithms which generate uniformly distributed sequences in the $d$-dimensional unit cube $[0,1]^d$. The figures of merit are three different variants of $L_2$ discrepancy. Theoretical results…

Number Theory · Mathematics 2022-10-19 Ralph Kritzinger

The classical problem of maximizing a submodular function under a matroid constraint is considered. Defining a new measure for the increments made by the greedy algorithm at each step, called the discriminant, improved approximation ratio…

Data Structures and Algorithms · Computer Science 2018-10-31 Nived Rajaraman , Rahul Vaze

Quasi-convex optimization acts a pivotal part in many fields including economics and finance; the subgradient method is an effective iterative algorithm for solving large-scale quasi-convex optimization problems. In this paper, we…

Optimization and Control · Mathematics 2019-10-25 Yaohua Hu , Jiawen Li , Carisa Kwok Wai Yu

Recent results in homotopy and solution paths demonstrate that certain well-designed greedy algorithms, with a range of values of the algorithmic parameter, can provide solution paths to a sequence of convex optimization problems. On the…

Statistics Theory · Mathematics 2009-09-29 Xiaoming Huo , Xuelei , Ni

In this paper, we propose a double iteratively reweighted algorithm to solve nonconvex and nonsmooth optimization problems, where both the objectives and constraint functions are formulated by concave compositions to promote group-sparse…

Optimization and Control · Mathematics 2025-11-25 Wanqin Nie , Kai Tu , Minglu Ye , Shuqin Sun
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