Related papers: Combining Penalty-based and Gauss-Seidel Methods f…

With a greedy strategy to construct control index set of coordinates firstly and then choosing the corresponding column submatrix in each iteration, we present a greedy block Gauss-Seidel (GBGS) method for solving large linear least squares…

A new algorithm for solving large-scale convex optimization problems with a separable objective function is proposed. The basic idea is to combine three techniques: Lagrangian dual decomposition, excessive gap and smoothing. The main…

In this work, we apply the Stochastic Grid Bundling Method (SGBM) to numerically solve backward stochastic differential equations (BSDEs). The SGBM algorithm is based on conditional expectations approximation by means of bundling of Monte…

This paper presents a high-order hybrid shifted Gegenbauer integral-pseudospectral (HSG-IPS) method for solving the time-fractional Benjamin-Bona-Mahony-Burgers (FBBMB) equation. A key innovation of our approach is the transformation of the…

Most machine learning and deep neural network algorithms rely on certain iterative algorithms to optimise their utility/cost functions, e.g. Stochastic Gradient Descent. In distributed learning, the networked nodes have to work…

We propose a machine learning approach for quickly solving Mixed Integer Programs (MIP) by learning to prioritize a set of decision variables, which we call pseudo-backdoors, for branching that results in faster solution times.…

This paper is concerned with solving nonconvex learning problems with folded concave penalty. Despite that their global solutions entail desirable statistical properties, they lack optimization techniques that guarantee global optimality in…

We address the application of stochastic optimization methods for the simultaneous control of parameter-dependent systems. In particular, we focus on the classical Stochastic Gradient Descent (SGD) approach of Robbins and Monro, and on the…

This work introduces MADS-PIP, an efficient framework that integrates a penalty-interior point strategy into the mesh adaptive direct search (MADS) algorithm for solving nonsmooth blackbox optimization problems with general inequality and…

Partial least squares, as a dimension reduction method, has become increasingly important for its ability to deal with problems with a large number of variables. Since noisy variables may weaken the performance of the model, the sparse…

We contribute improvements to a Lagrangian dual solution approach applied to large-scale optimization problems whose objective functions are convex, continuously differentiable and possibly nonlinear, while the non-relaxed constraint set is…

In this paper, we propose a Bi-layer Predictionbased Reduction Branch (BP-RB) framework to speed up the process of finding a high-quality feasible solution for Mixed Integer Programming (MIP) problems. A graph convolutional network (GCN) is…

Coupled partial differential equation (PDE) systems, which often represent multi-physics models, are naturally suited for modular numerical solution methods. However, several challenges yet remain in extending the benefits of modularization…

We reformulate the zero-norm minimization problem as an equivalent mathematical program with equilibrium constraints and establish that its penalty problem, induced by adding the complementarity constraint to the objective, is exact. Then,…

Constrained machine learning enables fairness-aware training, physics-informed neural networks, and integration of symbolic domain knowledge into statistical models. Despite its practical importance, no general method exists for the…

We present a novel, high-order, efficient, and exponentially convergent shifted Gegenbauer integral pseudospectral method (SGIPSM) to solve numerically Lane-Emden equations provided with some mixed Neumann and Robin boundary conditions. The…

Large scale Gaussian process (GP) regression is infeasible for larger data sets due to cubic scaling of flops and quadratic storage involved in working with covariance matrices. Remedies in recent literature focus on divide-and-conquer,…

Bayesian inference is an effective approach for solving statistical learning problems, especially with uncertainty and incompleteness. However, Bayesian inference is a computing-intensive task whose efficiency is physically limited by the…

Error-mitigation methods for Ising machines are reexamined not merely as noise-suppression techniques but as a structural design problem of replica-coupled Ising models. Using simulated annealing as a hardware-noise-free testbed, we…

We use sensitivity analysis to design bounding-focused discretization (cutting-surface) methods for the global optimization of nonconvex semi-infinite programs (SIPs). We begin by formulating the optimal bounding-focused discretization of…