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Structured high-cardinality data arises in many domains, and poses a major challenge for both modeling and inference. Graphical models are a popular approach to modeling structured data but they are unsuitable for high-cardinality…

In this paper, we propose a novel distributed algorithm for consensus optimization over networks and a robust extension tailored to deal with asynchronous agents and packet losses. Indeed, to robustly achieve dynamic consensus on the…

This paper considers a convex optimization problem with cost and constraints that evolve over time. The function to be minimized is strongly convex and possibly non-differentiable, and variables are coupled through linear constraints. In…

We study the relation between streaming algorithms and linear sketching algorithms, in the context of binary updates. We show that for inputs in $n$ dimensions, the existence of efficient streaming algorithms which can process $\Omega(n^2)$…

This paper studies efficient distributed optimization methods for multi-agent networks. Specifically, we consider a convex optimization problem with a globally coupled linear equality constraint and local polyhedra constraints, and develop…

We consider the problem of monotone, submodular maximization over a ground set of size $n$ subject to cardinality constraint $k$. For this problem, we introduce the first deterministic algorithms with linear time complexity; these…

We introduce a technique for estimating a structured covariance matrix from observations of a random vector which have been sketched. Each observed random vector $\boldsymbol{x}_t$ is reduced to a single number by taking its inner product…

The computation of f(A)b, the action of a matrix function on a vector, is a task arising in many areas of scientific computing. In many applications, the matrix A is sparse but so large that only a rather small number of Krylov basis…

Convex quadratic programs (QPs) constitute a fundamental computational primitive across diverse domains including financial optimization, control systems, and machine learning. The alternating direction method of multipliers (ADMM) has…

In this paper, we address the problem of learning compact similarity-preserving embeddings for massive high-dimensional streams of data in order to perform efficient similarity search. We present a new online method for computing binary…

We present a new class of preconditioned iterative methods for solving linear systems of the form $Ax = b$. Our methods are based on constructing a low-rank Nystr\"om approximation to $A$ using sparse random matrix sketching. This…

The Alternating Direction Method of Multipliers (ADMM) has been studied for years. The traditional ADMM algorithm needs to compute, at each iteration, an (empirical) expected loss function on all training examples, resulting in a…

Computation methods for solving entropy-regularized reward optimization -- a class of problems widely used for fine-tuning generative models -- have advanced rapidly. Among those, Adjoint Matching (AM, Domingo-Enrich et al., 2025) has…

An influential paper of Hsu et al. (ICLR'19) introduced the study of learning-augmented streaming algorithms in the context of frequency estimation. A fundamental problem in the streaming literature, the goal of frequency estimation is to…

Learning-based low rank approximation algorithms can significantly improve the performance of randomized low rank approximation with sketch matrix. With the learned value and fixed non-zero positions for sketch matrices from learning-based…

This paper studies spectral approximation for a positive semidefinite matrix in the online setting. It is known in [Cohen et al. APPROX 2016] that we can construct a spectral approximation of a given $n \times d$ matrix in the online…

We propose a new stochastic dual coordinate ascent technique that can be applied to a wide range of regularized learning problems. Our method is based on Alternating Direction Multiplier Method (ADMM) to deal with complex regularization…

In this thesis, we explore streaming algorithms for approximating constraint satisfaction problems (CSPs). The setup is roughly the following: A computer has limited memory space, sees a long "stream" of local constraints on a set of…

We propose a new randomized optimization method for high-dimensional problems which can be seen as a generalization of coordinate descent to random subspaces. We show that an adaptive sampling strategy for the random subspace significantly…

As massive graphs become more prevalent, there is a rapidly growing need for scalable algorithms that solve classical graph problems, such as maximum matching and minimum vertex cover, on large datasets. For massive inputs, several…