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By introducing a subsampling strategy, we propose a randomized block Kaczmarz-Motzkin method for solving linear systems. Such strategy not only determines the block size, but also combines and extends two famous strategies, i.e., randomness…
Numerical quantum transport calculations are commonly based on a tight-binding formulation. A wide class of quantum transport algorithms requires the tight-binding Hamiltonian to be in the form of a block-tridiagonal matrix. Here, we…
In this paper we consider general rank minimization problems with rank appearing in either objective function or constraint. We first establish that a class of special rank minimization problems has closed-form solutions. Using this result,…
We present a robust and scalable preconditioner for the solution of large-scale linear systems that arise from the discretization of elliptic PDEs amenable to rank compression. The preconditioner is based on hierarchical low-rank…
This work studies the linear approximation of high-dimensional dynamical systems using low-rank dynamic mode decomposition (DMD). Searching this approximation in a data-driven approach is formalised as attempting to solve a low-rank…
Matrix factorization techniques compute low-rank product approximations of high dimensional data matrices and as a result, are often employed in recommender systems and collaborative filtering applications. However, many algorithms for this…
This paper introduces a new extragradient-type algorithm for a class of nonconvex-nonconcave minimax problems. It is well-known that finding a local solution for general minimax problems is computationally intractable. This observation has…
In this paper we present a novel randomized block coordinate descent method for the minimization of a convex composite objective function. The method uses (approximate) partial second-order (curvature) information, so that the algorithm…
Canonical polyadic decomposition (CPD) is at the core of fast matrix multiplication, a computational problem with widespread implications across several seemingly unrelated problems in computer science. Much recent progress in this field…
Complex valued systems with an indefinite matrix term arise in important applications such as for certain time-harmonic partial differential equations such as the Maxwell's equation and for the Helmholtz equation. Complex systems with…
Memory-Bounded Dynamic Programming (MBDP) has proved extremely effective in solving decentralized POMDPs with large horizons. We generalize the algorithm and improve its scalability by reducing the complexity with respect to the number of…
This paper deals with the problem of constructing superregular matrices that lead to MDP convolutional codes. These matrices are a type of lower block triangular Toeplitz matrices with the property that all the square submatrices that can…
In this paper we propose a parallel coordinate descent algorithm for solving smooth convex optimization problems with separable constraints that may arise e.g. in distributed model predictive control (MPC) for linear network systems. Our…
We investigate block designs, under the A- and MV-criteria, when each treatment can have only one or two replications due to resource constraints, as can happen, for example, in early generation varietal trials. While these are commonly…
We provide new high-accuracy randomized algorithms for solving linear systems and regression problems that are well-conditioned except for $k$ large singular values. For solving such $d \times d$ positive definite system our algorithms…
We consider the problem of identifying underlying community-like structures in graphs. Towards this end we study the Stochastic Block Model (SBM) on $k$-clusters: a random model on $n=km$ vertices, partitioned in $k$ equal sized clusters,…
In numerical simulations of many charged systems at the micro/nano scale, a common theme is the repeated solution of the Poisson-Boltzmann equation. This task proves challenging, if not entirely infeasible, largely due to the nonlinearity…
Under consideration are multicomponent minimization problems involving a separable nonsmooth convex function penalizing the components individually, and nonsmooth convex coupling terms penalizing linear mixtures of the components. We…
We give new and efficient black-box reconstruction algorithms for some classes of depth-$3$ arithmetic circuits. As a consequence, we obtain the first efficient algorithm for computing the tensor rank and for finding the optimal tensor…
The capability of discretization of matrix elements in the problem of quadratic functional minimization with linear member built on matrix in N-dimensional configuration space with discrete coordinates is researched. It is shown, that…