Related papers: Incomplete Nested Dissection
In this paper we consider large-scale smooth optimization problems with multiple linear coupled constraints. Due to the non-separability of the constraints, arbitrary random sketching would not be guaranteed to work. Thus, we first…
We propose in this paper a Proper Generalized Decomposition (PGD) solver for reduced-order modeling of linear elastodynamic problems. It primarily focuses on enhancing the computational efficiency of a previously introduced PGD solver based…
This paper investigates a subgradient-based algorithm to solve the system identification problem for linear time-invariant systems with non-smooth objectives. This is essential for robust system identification in safety-critical…
Dual decomposition is a powerful technique for deriving decomposition schemes for convex optimization problems with separable structure. Although the Augmented Lagrangian is computationally more stable than the ordinary Lagrangian, the…
We propose faster algorithms for the following three optimization problems on $n$ collinear points, i.e., points in dimension one. The first two problems are known to be NP-hard in higher dimensions. 1- Maximizing total area of disjoint…
In this work, we extend and generalize our solving strategy, first introduced in [1], based on a greedy optimization algorithm and the alternating direction method (ADM) for nonlinear systems computed with multiple load steps. In…
Correspondence problems are often modelled as quadratic optimization problems over permutations. Common scalable methods for approximating solutions of these NP-hard problems are the spectral relaxation for non-convex energies and the…
We prove in this work that the well-known lasso problem can be solved exactly without homotopy using novel differential inclusions techniques. Specifically, we show that a selection principle from the theory of differential inclusions…
In the point set embeddability problem, we are given a plane graph $G$ with $n$ vertices and a point set $S$ with $n$ points. Now the goal is to answer the question whether there exists a straight-line drawing of $G$ such that each vertex…
In the paper we consider the linear underdetermined system of a special type. Systems of this type appear in non-homogeneous network flow programming problems in the form of systems of constraints and can be characterized as systems with a…
Robust optimization is a framework for modeling optimization problems involving data uncertainty and during the last decades has been an area of active research. If we focus on linear programming (LP) problems with i) uncertain data, ii)…
This paper aims to develop distributed algorithms for nonconvex optimization problems with complicated constraints associated with a network. The network can be a physical one, such as an electric power network, where the constraints are…
In this paper, we propose an inexact perturbed path-following algorithm in the framework of Lagrangian dual decomposition for solving large-scale structured convex optimization problems. Unlike the exact versions considered in literature,…
We present SuperSCS: a fast and accurate method for solving large-scale convex conic problems. SuperSCS combines the SuperMann algorithmic framework with the Douglas-Rachford splitting which is applied on the homogeneous self-dual embedding…
Simulating physical problems involving multi-time scale coupling is challenging due to the need of solving these multi-time scale processes simultaneously. In response to this challenge, this paper proposed an explicit multi-time step…
Basing on a modification of the "Dichotomy Algorithm" (Terekhov, 2010), we propose a parallel procedure for solving tridiagonal systems of equations with Toeplitz matrices. Taking the structure of the Toeplitz matrices, we may substantially…
We study a stochastic and distributed algorithm for nonconvex problems whose objective consists of a sum of $N$ nonconvex $L_i/N$-smooth functions, plus a nonsmooth regularizer. The proposed NonconvEx primal-dual SpliTTing (NESTT) algorithm…
A simple method for improving cache efficiency of serial and parallel explicit finite procedure with application to casting solidification simulation over three-dimensional complex geometries is presented. The method is based on division of…
In this paper, we consider tree decompositions, branch decompositions, and clique decompositions. We improve the running time of dynamic programming algorithms on these graph decompositions for a large number of problems as a function of…
This work addresses inverse linear optimization where the goal is to infer the unknown cost vector of a linear program. Specifically, we consider the data-driven setting in which the available data are noisy observations of optimal…