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In this paper, we show that the standard semidefinite programming (SDP) relaxation of altering current optimal power flow (AC OPF) can be equivalently reformulated as second-order cone programming (SOCP) relaxation with maximal clique- and…
The state-of-the-art methods for solving optimization problems in big dimensions are variants of randomized coordinate descent (RCD). In this paper we introduce a fundamentally new type of acceleration strategy for RCD based on the…
We develop a novel randomised block coordinate primal-dual algorithm for a class of non-smooth ill-posed convex programs. Lying in the midway between the celebrated Chambolle-Pock primal-dual algorithm and Tseng's accelerated proximal…
We study the convergence of the Riemannian steepest descent algorithm on the Grassmann manifold for minimizing the block version of the Rayleigh quotient of a symmetric matrix. Even though this problem is non-convex in the Euclidean sense…
We investigate the \emph{minimum weight cycle (MWC)} problem in the $\mathsf{CONGEST}$ model of distributed computing. For undirected weighted graphs, we design a randomized algorithm that achieves a $(k+1)$-approximation, for any…
We consider gradient descent with constant stepsizes and derive exact worst-case convergence rates on the minimum gradient norm of the iterates. Our analysis covers all possible stepsizes and arbitrary upper/lower bounds on the curvature of…
A popular approach to the MAP inference problem in graphical models is to minimize an upper bound obtained from a dual linear programming or Lagrangian relaxation by (block-)coordinate descent. This is also known as convex/convergent…
Block-coordinate descent (BCD) is the method of choice to solve numerous large scale optimization problems, however their theoretical study for non-convex optimization, has received less attention. In this paper, we present a new…
A complete calculation of the ${\cal O}(\alpha_s^4)$ perturbative QCD corrections to the hadronic decay width of the $Z$-boson has recently been performed by Baikov et al.[1]. In their analysis, Baikov et al. relied on the conventional…
Classical stochastic gradient methods are well suited for minimizing expected-value objective functions. However, they do not apply to the minimization of a nonlinear function involving expected values or a composition of two expected-value…
Randomized coordinate descent (RCD) is a popular optimization algorithm with wide applications in solving various machine learning problems, which motivates a lot of theoretical analysis on its convergence behavior. As a comparison, there…
We study the question of whether parallelization in the exploration of the feasible set can be used to speed up convex optimization, in the local oracle model of computation. We show that the answer is negative for both deterministic and…
The Wasserstein distance has become increasingly important in machine learning and deep learning. Despite its popularity, the Wasserstein distance is hard to approximate because of the curse of dimensionality. A recently proposed approach…
We study the hardness of the problem of finding the distance of quantum error-correcting codes. The analogous problem for classical codes is known to be NP-hard, even in approximate form. For quantum codes, various problems related to…
In this work, we present and analyze C-SAGA, a (deterministic) cyclic variant of SAGA. C-SAGA is an incremental gradient method that minimizes a sum of differentiable convex functions by cyclically accessing their gradients. Even though the…
Langevin Monte Carlo (LMC) is a popular Bayesian sampling method. For the log-concave distribution function, the method converges exponentially fast, up to a controllable discretization error. However, the method requires the evaluation of…
Recently Grimmer [1] showed for smooth convex optimization by utilizing longer steps periodically, gradient descent's textbook $LD^2/2T$ convergence guarantees can be improved by constant factors, conjecturing an accelerated rate strictly…
Pose-Graph optimization is a crucial component of many modern SLAM systems. Most prominent state of the art systems address this problem by iterative non-linear least squares. Both number of iterations and convergence basin of these…
The difference-of-convex algorithm (DCA) is a well-established nonlinear programming technique that solves successive convex optimization problems. These sub-problems are obtained from the difference-of-convex~(DC) decompositions of the…
In this paper, we consider conditional gradient methods. These are methods that use a linear minimization oracle, which, for a given vector $p \in \mathbb{R}^n$, computes the solution of the subproblem $$\arg \min_{x\in X}{\langle p,x…