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We describe an algorithm that, given any full-rank matrix A having fewer rows than columns, can rapidly compute the orthogonal projection of any vector onto the null space of A, as well as the orthogonal projection onto the row space of A,…

Numerical Analysis · Computer Science 2011-05-26 Vladimir Rokhlin , Mark Tygert

Optimization algorithms such as projected Newton's method, FISTA, mirror descent, and its variants enjoy near-optimal regret bounds and convergence rates, but suffer from a computational bottleneck of computing ``projections'' in…

Machine Learning · Computer Science 2023-03-13 Jai Moondra , Hassan Mortagy , Swati Gupta

Sampling from high-dimensional probability distributions is fundamental in machine learning and statistics. As datasets grow larger, computational efficiency becomes increasingly important, particularly in reducing adaptive complexity,…

Data Structures and Algorithms · Computer Science 2025-09-23 Huanjian Zhou , Masashi Sugiyama

This paper focuses on minimizing a smooth function combined with a nonsmooth regularization term on a compact Riemannian submanifold embedded in the Euclidean space under a decentralized setting. Typically, there are two types of approaches…

Optimization and Control · Mathematics 2025-07-16 Lei Wang , Le Bao , Xin Liu

A new Hardy space Hardy space approach of Dirichlet type problem based on Tikhonov regularization and Reproducing Hilbert kernel space is discussed in this paper, which turns out to be a typical extremal problem located on the upper…

Numerical Analysis · Mathematics 2017-05-31 Zhulin Liu , C. L. Philip Chen

Projection methods aim to reduce the dimensionality of the optimization instance, thereby improving the scalability of high-dimensional problems. Recently, Sakaue and Oki proposed a data-driven approach for linear programs (LPs), where the…

Optimization and Control · Mathematics 2025-11-18 Anh Tuan Nguyen , Viet Anh Nguyen

We consider concave minimization problems over non-convex sets.Optimization problems with this structure arise in sparse principal component analysis. We analyze both a gradient projection algorithm and an approximate Newton algorithm where…

Numerical Analysis · Computer Science 2019-04-09 William W. Hager , Dzung T. Phan , Jia-Jie Zhu

Probabilistic circuits (PCs) offer a promising avenue to perform embedded reasoning under uncertainty. They support efficient and exact computation of various probabilistic inference tasks by design. Hence, hardware-efficient computation of…

Machine Learning · Computer Science 2024-05-24 Lingyun Yao , Martin Trapp , Jelin Leslin , Gaurav Singh , Peng Zhang , Karthekeyan Periasamy , Martin Andraud

We propose a simple projection and rescaling algorithm that finds maximum support solutions to the pair of feasibility problems \[ \text{find} \; x\in L\cap\mathbb{R}^n_{+} \;\;\;\; \text{ and } \; \;\;\;\; \text{find} \; \hat x\in…

Optimization and Control · Mathematics 2021-12-06 Javier Pena , Negar Soheili

The Hausdorff distance (HD) is a robust measure of set dissimilarity, but computing it exactly on large, high-dimensional datasets is prohibitively expensive. We propose \textbf{ProHD}, a projection-guided approximation algorithm that…

Information Retrieval · Computer Science 2025-11-25 Jiuzhou Fu , Luanzheng Guo , Nathan R. Tallent , Dongfang Zhao

Convergence of a projected stochastic gradient algorithm is demonstrated for convex objective functionals with convex constraint sets in Hilbert spaces. In the convex case, the sequence of iterates ${u_n}$ converges weakly to a point in the…

Optimization and Control · Mathematics 2019-10-01 Caroline Geiersbach , Georg Pflug

Mixed norms that promote structured sparsity have numerous applications in signal processing and machine learning problems. In this work, we present a new algorithm, based on a Newton root search technique, for computing the projection onto…

Optimization and Control · Mathematics 2021-03-25 Gustavo Chau , Brendt Wohlberg , Paul Rodriguez

We present a general technique for approximating bicriteria minimization problems with positive-valued, polynomially computable objective functions. Given $0<\epsilon\leq1$ and a polynomial-time $\alpha$-approximation algorithm for the…

Optimization and Control · Mathematics 2017-11-16 Pascal Halffmann , Stefan Ruzika , Clemens Thielen , David Willems

In this paper, we study structured quasi-Newton methods for optimization problems with orthogonality constraints. Note that the Riemannian Hessian of the objective function requires both the Euclidean Hessian and the Euclidean gradient. In…

Optimization and Control · Mathematics 2018-09-05 Jiang Hu , Bo Jiang , Lin Lin , Zaiwen Wen , Yaxiang Yuan

The simplex algorithm has been successfully used for many years in solving linear programming (LP) problems. Due to the intensive computations required (especially for the solution of large LP problems), parallel approaches have also…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-11-22 Basilis Mamalis , Marios Perlitis

Various applications involve assigning discrete label values to a collection of objects based on some pairwise noisy data. Due to the discrete---and hence nonconvex---structure of the problem, computing the optimal assignment (e.g.~maximum…

Information Theory · Computer Science 2017-12-11 Yuxin Chen , Emmanuel Candes

We give in this paper a convergence result concerning parallel synchronous algorithm for nonlinear fixed point problems with respect to the euclidian norm in $\Rn$. We then apply this result to some problems related to convex analysis like…

Numerical Analysis · Mathematics 2007-05-23 Ahmed Addou , Abdenasser Benahmed

Ill-posed linear inverse problems appear in many scientific setups, and are typically addressed by solving optimization problems, which are composed of data fidelity and prior terms. Recently, several works have considered a back-projection…

Optimization and Control · Mathematics 2021-08-10 Tom Tirer , Raja Giryes

We consider the closest-point projection with respect to the Frobenius norm of a general real square matrix to the set SL($n$) of matrices with unit determinant. As it turns out, it is sufficient to consider diagonal matrices only. We…

Optimization and Control · Mathematics 2025-02-03 Patrick Jaap , Oliver Sander

The method of random projections has become very popular for large-scale applications in statistical learning, information retrieval, bio-informatics and other applications. Using a well-designed coding scheme for the projected data, which…

Machine Learning · Computer Science 2013-08-12 Ping Li , Michael Mitzenmacher , Anshumali Shrivastava