Related papers: A modified block Lanczos algorithm with fewer vect…
This paper first proposes an N-block PCPM algorithm to solve N-block convex optimization problems with both linear and nonlinear constraints, with global convergence established. A linear convergence rate under the strong second-order…
We present an efficient method for computing dominant eigenvalues of large, nonsymmetric, diagonalizable matrices based on an adaptive block Lanczos algorithm combined with Chebyshev polynomial filtering. The proposed approach improves…
There has been much recent interest in finding unconstrained local minima of smooth functions, due in part of the prevalence of such problems in machine learning and robust statistics. A particular focus is algorithms with good complexity…
The goal of this paper is to present two algorithms for solving systems of inclusion problems, with all component of the systems being a sum of two maximal monotone operators. The algorithms are variants of the forward-backward splitting…
A lattice of integers is the collection of all linear combinations of a set of vectors for which all entries of the vectors are integers and all coefficients in the linear combinations are also integers. Lattice reduction refers to the…
We present a hardware agnostic error mitigation algorithm for near term quantum processors inspired by the classical Lanczos method. This technique can reduce the impact of different sources of noise at the sole cost of an increase in the…
In this work, we develop a fast hierarchical solver for solving large, sparse least squares problems. We build upon the algorithm, spaQR (sparsified QR), that was developed by the authors to solve large sparse linear systems. Our algorithm…
When given a generalized matrix separation problem, which aims to recover a low rank matrix $L_0$ and a sparse matrix $S_0$ from $M_0=L_0+HS_0$, the work \cite{CW25} proposes a novel convex optimization problem whose objective function is…
Lanczos methods for solving $\textit{A}\textbf{x}=\textbf{b}$ consist in constructing a sequence of vectors $(\textbf{x}_k), k=1,...$ such that $\textbf{r}_{k}=\textbf{b}-\textit{A}\textbf{x}_{k}=\textit{P}_{k}(\textit{A})\textbf{r}_{0}$,,…
We propose a unified framework to address a family of classical mixed-integer optimization problems with logically constrained decision variables, including network design, facility location, unit commitment, sparse portfolio selection,…
We consider the problem of efficiently solving large-scale linear least squares problems that have one or more linear constraints that must be satisfied exactly. Whilst some classical approaches are theoretically well founded, they can face…
This paper is concerned with the reduction of a unitary matrix U to CMV-like shape. A Lanczos--type algorithm is presented which carries out the reduction by computing the block tridiagonal form of the Hermitian part of U, i.e., of the…
In her seminal 1989 work, Greenbaum demonstrated that the results produced by the finite precision Lanczos algorithm after $k$ iterations can be interpreted as exact Lanczos results applied to a larger matrix, whose eigenvalues lie in small…
In this paper, we investigate the recovery of a sparse weight vector (parameters vector) from a set of noisy linear combinations. However, only partial information about the matrix representing the linear combinations is available. Assuming…
While quantum algorithms for solving large scale systems of linear equations offer potentially exponential speedups, their application has largely been confined to sparse matrices. This work extends the scope of these algorithms to a broad…
Inversion of sparse matrices with standard direct solve schemes is robust, but computationally expensive. Iterative solvers, on the other hand, demonstrate better scalability; but, need to be used with an appropriate preconditioner (e.g.,…
In this work, we focus on separable convex optimization problems with box constraints and a set of triangular linear constraints. The solution is given in closed-form as a function of some Lagrange multipliers that can be computed through…
Many matrices associated with fast transforms posess a certain low-rank property characterized by the existence of several block partitionings of the matrix, where each block is of low rank. Provided that these partitionings are known,…
We consider the homogenized linear feasibility problem, to find an $x$ on the unit sphere, satisfying $n$ line ar inequalities $a_i^Tx\ge 0$. To solve this problem we consider the centers of the insphere of spherical simpl ices, whose…
In [Steinerberger, Q. Appl. Math., 79:3, 419-429, 2021] and [Shao, SIAM J. Matrix Anal. Appl. 44(1), 212-239, 2023], two new types of Kaczmarz algorithms, which share some similarities, for consistent linear systems were proposed. These two…