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In this paper preconditioners for the Conjugate Gradient method are studied to solve the Newton system with symmetric positive definite Jacobian. In particular, we define a sequence of preconditioners built by means of SR1 and BFGS low-rank…

Numerical Analysis · Mathematics 2020-01-07 Luca Bergamaschi , Jose Marin , Angeles Martinez

In this paper, we focus on the task of optimizing the parameters in Parametrized Quantum Circuits (PQCs). While popular algorithms, such as Simultaneous Perturbation Stochastic Approximation (SPSA), limit the number of circuit-execution to…

Quantum Physics · Physics 2025-11-18 Sayantan Pramanik , M Girish Chandra

We present a modification of the conditional gradient sliding (CGS) method that was originally developed in \cite{lan2016conditional}. While the CGS method is a theoretical breakthrough in the theory of projection-free first-order methods…

Optimization and Control · Mathematics 2020-06-11 Hamid Nazari , Yuyuan Ouyang

In this paper, we investigate the behavior of gradient descent algorithms in physics-informed machine learning methods like PINNs, which minimize residuals connected to partial differential equations (PDEs). Our key result is that the…

Machine Learning · Computer Science 2024-05-06 Tim De Ryck , Florent Bonnet , Siddhartha Mishra , Emmanuel de Bézenac

Recent enhancements to the Primal-Dual Hybrid Gradient (PDHG) algorithm have enabled GPUs to efficiently solve large linear programming problems, often faster than the long-dominant simplex and interior-point methods. The solutions found by…

Optimization and Control · Mathematics 2025-11-19 Edward Rothberg

We investigate iterative methods with randomized preconditioners for solving overdetermined least-squares problems, where the preconditioners are based on a random embedding of the data matrix. We consider two distinct approaches: the…

Numerical Analysis · Mathematics 2021-04-15 Jonathan Lacotte , Mert Pilanci

This paper proposes a family of online second order methods for possibly non-convex stochastic optimizations based on the theory of preconditioned stochastic gradient descent (PSGD), which can be regarded as an enhance stochastic Newton…

Machine Learning · Statistics 2018-05-01 Xi-Lin Li

The ParaDiag family of algorithms solves differential equations by using preconditioners that can be inverted in parallel through diagonalization. In the context of optimal control of linear parabolic PDEs, the state-of-the-art ParaDiag…

Numerical Analysis · Mathematics 2024-03-15 Arne Bouillon , Giovanni Samaey , Karl Meerbergen

This paper addresses the question of what exactly is an analogue of the preconditioned steepest descent (PSD) algorithm in the case of a symmetric indefinite system with an SPD preconditioner. We show that a basic PSD-like scheme for an…

Numerical Analysis · Mathematics 2017-01-12 Eugene Vecharynski , Andrew Knyazev

Benefiting from the intrinsic supervision information exploitation capability, contrastive learning has achieved promising performance in the field of deep graph clustering recently. However, we observe that two drawbacks of the positive…

Machine Learning · Computer Science 2023-01-04 Xihong Yang , Yue Liu , Sihang Zhou , Siwei Wang , Wenxuan Tu , Qun Zheng , Xinwang Liu , Liming Fang , En Zhu

An efficient method, preconditioned conjugate gradient method with a filtering function (PCG-F), is proposed for solving iteratively the Dirac equation in 3D lattice space for nuclear systems. The filtering function is adopted to avoid the…

Nuclear Theory · Physics 2020-10-14 B. Li , Z. X. Ren , P. W. Zhao

In this paper, we first introduce a preconditioned primal-dual gradient algorithm based on conjugate duality theory. This algorithm is designed to solve composite optimization problem whose objective function consists of two summands: a…

Optimization and Control · Mathematics 2023-09-27 Jiahong Guo , Xiao Wang , Xiantao Xiao

A recent article introduced thecontinuous stochastic gradient method (CSG) for the efficient solution of a class of stochastic optimization problems. While the applicability of known stochastic gradient type methods is typically limited to…

Optimization and Control · Mathematics 2021-11-16 Lukas Pflug , Max Grieshammer , Andrian Uihlein , Michael Stingl

The conjugate gradient solver (CG) is a prevalent method for solving symmetric and positive definite linear systems Ax=b, where effective preconditioners are crucial for fast convergence. Traditional preconditioners rely on prescribed…

Machine Learning · Computer Science 2025-11-03 Zherui Yang , Zhehao Li , Kangbo Lyu , Yixuan Li , Tao Du , Ligang Liu

Solving structured systems of linear equations in a non-centralized fashion is an important step in many distributed optimization and control algorithms. Fast convergence is required in manifold applications. Known decentralized algorithms,…

Optimization and Control · Mathematics 2021-09-03 Alexander Engelmann , Timm Faulwasser

This paper considers the multi-agent linear least-squares problem in a server-agent network. In this problem, the system comprises multiple agents, each having a set of local data points, that are connected to a server. The goal for the…

Optimization and Control · Mathematics 2024-10-29 Kushal Chakrabarti , Nirupam Gupta , Nikhil Chopra

We propose the fusion discriminator, a single unified framework for incorporating conditional information into a generative adversarial network (GAN) for a variety of distinct structured prediction tasks, including image synthesis, semantic…

Computer Vision and Pattern Recognition · Computer Science 2019-05-15 Faisal Mahmood , Wenhao Xu , Nicholas J. Durr , Jeremiah W. Johnson , Alan Yuille

Least squares method is one of the simplest and most popular techniques applied in data fitting, imaging processing and high dimension data analysis. The classic methods like QR and SVD decomposition for solving least squares problems has a…

Numerical Analysis · Mathematics 2018-06-11 Long Chen , Huiwen Wu

Motivated by large-scale applications, there is a recent trend of research on using first-order methods for solving LP. Among them, PDLP, which is based on a primal-dual hybrid gradient (PDHG) algorithm, may be the most promising one. In…

Optimization and Control · Mathematics 2026-04-08 Tianhao Liu , Haihao Lu

A matrix free and a low rank approximation preconditioner are proposed to accelerate the convergence of stochastic gradient descent (SGD) by exploiting curvature information sampled from Hessian-vector products or finite differences of…

Machine Learning · Statistics 2022-11-09 Xilin Li