Related papers: PRIMME_SVDS: A High-Performance Preconditioned SVD…

We aim to demonstrate in experiments that our cost sensitive PEGASOS SVM achieves good performance on imbalanced data sets with a Majority to Minority Ratio ranging from 8.6:1 to 130:1 and to ascertain whether the including intercept…

This paper develops a new storage-optimal algorithm that provably solves generic semidefinite programs (SDPs) in standard form. This method is particularly effective for weakly constrained SDPs. The key idea is to formulate an approximate…

We propose an efficient first-order method, based on the alternating direction method of multipliers (ADMM), to solve the homogeneous self-dual embedding problem for a primal-dual pair of semidefinite programs (SDPs) with chordal sparsity.…

Speculative decoding (SD) has become a popular technique to accelerate Large Language Model (LLM) inference, yet its real-world effectiveness remains unclear as prior evaluations rely on research prototypes and unrealistically small batch…

Fast computation of singular value decomposition (SVD) is of great interest in various machine learning tasks. Recently, SVD methods based on randomized linear algebra have shown significant speedup in this regime. This paper attempts to…

We give the first approximation algorithm for mixed packing and covering semidefinite programs (SDPs) with polylogarithmic dependence on width. Mixed packing and covering SDPs constitute a fundamental algorithmic primitive with recent…

We introduce a novel numerical approach for a class of stochastic dynamic programs which arise as discretizations of backward stochastic differential equations or semi-linear partial differential equations. Solving such dynamic programs…

In this paper, a singular value decomposition (SVD) approach is developed for implementing the cubature Kalman filter. The discussed estimator is one of the most popular and widely used method for solving nonlinear Bayesian filtering…

In recent years, considerable attention has been devoted to the regularization models due to the presence of high-dimensional data in scientific research. Sparse support vector machine (SVM) are useful tools in high-dimensional data…

We consider several classes of highly important semidefinite optimization problems that involve both a convex objective function (smooth or nonsmooth) and additional linear or nonlinear smooth and convex constraints, which are ubiquitous in…

Diffusion-based Large Language Models (dLLMs) have emerged as a competitive alternative to autoregressive models, offering unique advantages through bidirectional attention and parallel generation paradigms. However, the generation results…

Large language model (LLM) inference often suffers from high decoding latency and limited scalability across heterogeneous edge-cloud environments. Existing speculative decoding (SD) techniques accelerate token generation but remain…

System Level Synthesis (SLS) allows us to construct internally stabilizing controllers for large-scale systems. However, solving large-scale SLS problems is computationally expensive and the state-of-the-art methods consider only state…

The solution of sparse linear systems constitutes the dominant computational bottleneck in interior point methods (IPMs), frequently consuming over 70% of the total solution time. As optimization problems scale to millions of variables,…

Iterative solutions of sparse linear systems and sparse eigenvalue problems have a fundamental role in vital fields of scientific research and engineering. The crucial computing kernel for such iterative solutions is the multiplication of a…

To realize mmWave massive MIMO systems in practice, Beamspace MIMO with beam selection provides an attractive solution at a considerably reduced number of radio frequency (RF) chains. We propose low-complexity beam selection algorithms…

We introduce an efficient first-order primal-dual method for the solution of nonsmooth PDE-constrained optimization problems. We achieve this efficiency through not solving the PDE or its linearisation on each iteration of the optimization…

In our earlier work [Fareed et al., Comput. Math. Appl. 75 (2018), no. 6, 1942-1960], we developed an incremental approach to compute the proper orthogonal decomposition (POD) of PDE simulation data. Specifically, we developed an…

We propose a mixed precision Jacobi algorithm for computing the singular value decomposition (SVD) of a dense matrix. After appropriate preconditioning, the proposed algorithm computes the SVD in a lower precision as an initial guess, and…

Despite the numerous uses of semidefinite programming (SDP) and its universal solvability via interior point methods (IPMs), it is rarely applied to practical large-scale problems. This mainly owes to the computational cost of IPMs that…