Related papers: Structure of the preconditioned system in various …
Large linear systems are ubiquitous in modern computational science and engineering. The main recipe for solving them is the use of Krylov subspace iterative methods with well-designed preconditioners. Recently, GNNs have been shown to be a…
This paper presents a case study of application of the preconditioned method of conjugate gradients (CG) on a problem with operator resembling the structure of sum of Kronecker products. In particular, we are solving the Poisson's equation…
Preconditioning is a crucial operation in gradient-based numerical optimisation. It helps decrease the local condition number of a function by appropriately transforming its gradient. For a convex function, where the gradient can be…
The solution of a sparse system of linear equations is ubiquitous in scientific applications. Iterative methods, such as the Preconditioned Conjugate Gradient method (PCG), are normally chosen over direct methods due to memory and…
Optimization in machine learning, both theoretical and applied, is presently dominated by first-order gradient methods such as stochastic gradient descent. Second-order optimization methods, that involve second derivatives and/or second…
The article proposes a Caputo fractional conjugate gradient (CFCG) method for unconstrained optimization problems which is applicable to smooth as well as non-smooth problmes. The proposed method uses a non-adaptive version of the Caputo…
Zeroth-order (ZO) optimization is widely used to handle challenging tasks, such as query-based black-box adversarial attacks and reinforcement learning. Various attempts have been made to integrate prior information into the gradient…
We incorporate future information in the form of the estimated value of future gradients in online convex optimization. This is motivated by demand response in power systems, where forecasts about the current round, e.g., the weather or the…
The recent advancement of foundation models (FMs) has brought about a paradigm shift, revolutionizing various sectors worldwide. The popular optimizers used to train these models are stochastic gradient descent-based algorithms, which face…
In the past decade, we had developed a series of splitting contraction algorithms for separable convex optimization problems, at the root of the alternating direction method of multipliers. Convergence of these algorithms was studied under…
The conditional gradient algorithm (also known as the Frank-Wolfe algorithm) has recently regained popularity in the machine learning community due to its projection-free property to solve constrained problems. Although many variants of the…
We propose an augmented Lagrangian-based preconditioner to accelerate the convergence of Krylov subspace methods applied to linear systems of equations with a block three-by-three structure such as those arising from mixed finite element…
This paper introduces a methodology for improving the accuracy and efficiency of reduced order models (ROMs) constructed using the least-squares Petrov-Galerkin (LSPG) projection method through the introduction of preconditioning. Unlike…
In Bayesian Networks (BNs), the direction of edges is crucial for causal reasoning and inference. However, Markov equivalence class considerations mean it is not always possible to establish edge orientations, which is why many BN structure…
Predictive coding graphs (PCGs) are a recently introduced generalization to predictive coding networks, a neuroscience-inspired probabilistic latent variable model. Here, we prove how PCGs define a mathematical superset of feedforward…
We present a modified version of the PRESB preconditioner for two-by-two block system of linear equations with the coefficient matrix $$\textbf{A}=\left(\begin{array}{cc} F & -G^* G & F \end{array}\right),$$ where $F\in\mathbb{C}^{n\times…
Prior to the parallel solution of a large linear system, it is required to perform a partitioning of its equations/unknowns. Standard partitioning algorithms are designed using the considerations of the efficiency of the parallel…
The Preconditioned Conjugate Gradient method is often employed for the solution of linear systems of equations arising in numerical simulations of physical phenomena. While being widely used, the solver is also known for its lack of…
The low-rank matrix recovery problem often arises in various fields, including signal processing, machine learning, and imaging science. The Riemannian gradient descent (RGD) algorithm has proven to be an efficient algorithm for solving…
We propose two novel conditional gradient-based methods for solving structured stochastic convex optimization problems with a large number of linear constraints. Instances of this template naturally arise from SDP-relaxations of…