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We develop a fast and robust algorithm for solving large scale convex composite optimization models with an emphasis on the $\ell_1$-regularized least squares regression (Lasso) problems. Despite the fact that there exist a large number of…
In this paper we present an efficient active-set method for the solution of convex quadratic programming problems with general piecewise-linear terms in the objective, with applications to sparse approximations and risk-minimization. The…
The COntractor REnormalization group (CORE) approximation, a new method for solving Hamiltonian lattice systems, is introduced. The approach combines variational and contraction techniques with the real-space renormalization group approach…
The complex Langevin method is a leading candidate for solving the sign problem occurring in various physical situations, notably QCD at finite chemical potential. Its most vexing problem is `convergence to the wrong limit', where the…
In this paper, we propose a globally convergent method for solving constrained nonlinear systems. The method combines an efficient Newton conditional gradient method with a derivative-free and nonmonotone linesearch strategy. The global…
We propose a sampling method based on an ensemble approximation of second order Langevin dynamics. The log target density is appended with a quadratic term in an auxiliary momentum variable and damped-driven Hamiltonian dynamics introduced;…
We introduce a new numerical technique -- bosonic auxiliary-field Monte Carlo (bAFMC) -- which allows to calculate the thermal properties of large lattice-boson systems within a systematically improvable semiclassical approach, and which is…
We derive an exact representation of the massless Schwinger model on the lattice in terms of dual variables which are configurations of loops, dimers and plaquette occupation numbers. When expressed with the dual variables the partition sum…
Gravitational lensing is the deflection of light rays due to the gravity of intervening masses. This phenomenon is observed in a variety of scales and configurations, involving any non-uniform mass such as planets, stars, galaxies, clusters…
Monte Carlo integration is a commonly used technique to compute intractable integrals and is typically thought to perform poorly for very high-dimensional integrals. To show that this is not always the case, we examine Monte Carlo…
We present Bayesian techniques for solving inverse problems which involve mean-square convergent random approximations of the forward map. Noisy approximations of the forward map arise in several fields, such as multiscale problems and…
We propose a relax-and-round approach combined with a greedy search strategy for performing complex lattice basis reduction. Taking an optimization perspective, we introduce a relaxed version of the problem that, while still nonconvex, has…
In this contribution I discuss a recent proposal of a novel action for lattice gauge theory for finite systems, which accommodates non-periodic spatial boundary conditions. Drawing on the summation-by-parts formulation of finite differences…
Multilevel methods are among the most efficient numerical methods for solving large-scale linear systems that arise from discretized partial differential equations. The fundamental module of such methods is a two-level procedure, which…
This paper deals with the minimization of large sum of convex functions by Inexact Newton (IN) methods employing subsampled functions, gradients and Hessian approximations. The Conjugate Gradient method is used to compute the inexact Newton…
Previous investigations have shown that the canonical approach to simulating QCD at finite density is promising. The algorithm we used in our earlier work employs an exact calculation of the fermionic determinant which limits the size of…
We consider lattice implementation of the recently proposed gauge invariant definition of the monopole charge. Because of the lattice discretization the algorithm gives rise to specific lattice artifacts and an effective Ising model. The…
Polytopal methods provide a flexible framework for the numerical approximation of partial differential equations on general meshes. Their convergence analysis raises specific challenges due to their inherently non-conforming nature and, in…
We present the benchmark of the polynomial expansion Monte Carlo method to a Kondo lattice model with classical localized spins on a geometrically frustrated lattice. The method enables to reduce the calculation amount by using the…
It has long been conjectured that certain supersymmetric Yang-Mills (SYM) theories provide us with nonperturbative formulations of the string/M-theory. Although the supersymmetry (SUSY) on lattice is notoriously difficult in general, for a…