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Stochastic Dual Coordinate Descent (SDCD) has become one of the most efficient ways to solve the family of $\ell_2$-regularized empirical risk minimization problems, including linear SVM, logistic regression, and many others. The vanilla…

Machine Learning · Computer Science 2015-04-07 Cho-Jui Hsieh , Hsiang-Fu Yu , Inderjit S. Dhillon

We describe a parallel solver for the discretized weakly singular space-time boundary integral equation of the spatially two-dimensional heat equation. The global space-time nature of the system matrices leads to improved parallel…

Numerical Analysis · Mathematics 2021-02-23 Stefan Dohr , Michal Merta , Günther Of , Olaf Steinbach , Jan Zapletal

This paper proposes a novel parallel coding transmission strategy and an iterative detection and decoding receiver signal processing technique for orthogonal delay-Doppler division multiplexing (ODDM) modulation. Specifically, the proposed…

Information Theory · Computer Science 2025-02-04 Qi Li , Jinhong Yuan , Min Qiu

Preconditioning has long been a staple technique in optimization, often applied to reduce the condition number of a matrix and speed up the convergence of algorithms. Although there are many popular preconditioning techniques in practice,…

Optimization and Control · Mathematics 2022-11-08 Zhaonan Qu , Wenzhi Gao , Oliver Hinder , Yinyu Ye , Zhengyuan Zhou

We investigate the parallel performance of Parallel Spectral Deferred corrections, a numerical approach that provides small-scale parallelism for the numerical solution of initial value problems. The scheme is applied to the shallow-water…

Computational Engineering, Finance, and Science · Computer Science 2026-03-04 Philip Freese , Sebastian Götschel , Thibaut Lunet , Daniel Ruprecht , Martin Schreiber

We propose a parallel adaptive constraint-tightening approach to solve a linear model predictive control problem for discrete-time systems, based on inexact numerical optimization algorithms and operator splitting methods. The underlying…

Optimization and Control · Mathematics 2015-03-24 Laura Ferranti , Tamas Keviczky

We present an arbitrarily high-order, conditionally stable, partitioned spectral deferred correction (SDC) method for solving multiphysics problems using a sequence of pre-existing single-physics solvers. This method extends the work in [1,…

Numerical Analysis · Mathematics 2020-04-07 Daniel Z. Huang , Will Pazner , Per-Olof Persson , Matthew J. Zahr

In this paper, we propose a parallel shooting algorithm for solving nonlinear model predictive control problems using sequential quadratic programming. This algorithm is built on a two-phase approach where we first test and assess…

Systems and Control · Electrical Eng. & Systems 2023-07-21 P. C. N. Verheijen , M. Haghi , M. Lazar , D. Goswami

In view of the existing limitations of sequential computing, parallelization has emerged as an alternative in order to improve the speedup of numerical simulations. In the framework of evolutionary problems, space-time parallel methods…

Numerical Analysis · Mathematics 2025-02-13 Andrés Arrarás , Francisco J. Gaspar , Iñigo Jimenez-Ciga , Laura Portero

Stochastic gradient descent (SGD) algorithm and its variations have been effectively used to optimize neural network models. However, with the rapid growth of big data and deep learning, SGD is no longer the most suitable choice due to its…

Machine Learning · Computer Science 2024-02-13 Anuraganand Sharma

In this paper, we propose a parallel-in-time algorithm for approximately solving parabolic equations. In particular, we apply the $k$-step backward differentiation formula, and then develop an iterative solver by using the waveform…

Numerical Analysis · Mathematics 2021-06-04 Shuonan Wu , Zhi Zhou

We propose new sequential sorting operations by adapting techniques and methods used for designing parallel sorting algorithms. Although the norm is to parallelize a sequential algorithm to improve performance, we adapt a contrarian…

Data Structures and Algorithms · Computer Science 2016-09-01 Alexandros V Gerbessiotis

In this paper, we focus on solving a sequence of linear systems with an identical (or similar) coefficient matrix. For this type of problems, we investigate the subspace correction and deflation methods, which use an auxiliary matrix…

Numerical Analysis · Mathematics 2022-03-17 Takeshi Iwashita , Kota Ikehara , Takeshi Fukaya , Takeshi Mifune

The convergence rates of iterative methods for solving a linear system $\mathbf{A} x = b$ typically depend on the condition number of the matrix $\mathbf{A}$. Preconditioning is a common way of speeding up these methods by reducing that…

Optimization and Control · Mathematics 2021-11-04 Arun Jambulapati , Jerry Li , Christopher Musco , Aaron Sidford , Kevin Tian

Recently, diffusion models have achieved significant advances in vision, text, and robotics. However, they still face slow generation speeds due to sequential denoising processes. To address this, a parallel sampling method based on Picard…

Computer Vision and Pattern Recognition · Computer Science 2025-03-26 Junhyuk So , Jiwoong Shin , Chaeyeon Jang , Eunhyeok Park

Let $\{C_1, C_2, \ldots, C_m\},~m\ge2$ be a collection of $n\times n$ real symmetric matrices. The objective of the paper is to offer an algorithm that finds a common congruence matrix $R$ such that $R^TC_iR$ is real diagonal for every…

Optimization and Control · Mathematics 2023-01-16 Thi-Ngan Nguyen , Van-Bong Nguyen , Thanh-Hieu Le , Ruey-Lin Sheu

In this paper, we further develop a family of parallel time integrators known as Revisionist Integral Deferred Correction methods (RIDC) to allow for the semi-implicit solution of time dependent PDEs. Additionally, we show that our…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-09-20 Benjamin Ong , Andrew Melfi , Andrew Christlieb

This work proposes and analyzes a generalized acceleration technique for decreasing the computational complexity of using stochastic collocation (SC) methods to solve partial differential equations (PDEs) with random input data. The SC…

Numerical Analysis · Mathematics 2015-05-05 Diego Galindo , Peter Jantsch , Clayton G. Webster , Guannan Zhang

There has been a growing interest in parallel strategies for solving trajectory optimization problems. One key step in many algorithmic approaches to trajectory optimization is the solution of moderately-large and sparse linear systems.…

Optimization and Control · Mathematics 2024-03-05 Xueyi Bu , Brian Plancher

Semi-implicit spectral deferred correction (SDC) methods provide a systematic approach to construct time integration methods of arbitrarily high order for nonlinear evolution equations including conservation laws. They converge towards $A$-…

Numerical Analysis · Mathematics 2025-01-29 Joerg Stiller