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We present an algorithm based on continuation techniques that can be applied to solve numerically minimization problems with equality constraints. We focus on problems with a great number of local minima which are hard to obtain by local…

Numerical Analysis · Mathematics 2019-09-17 Elisabete Alberdi , Mikel Antoñana , Joseba Makazaga , Ander Murua

We propose a new exact approach to the generalized graph layering problem that is based on a particular quadratic assignment formulation. It expresses, in a natural way, the associated layout restrictions and several possible objectives,…

Data Structures and Algorithms · Computer Science 2019-08-13 Sven Mallach

In this paper, we present experimental algorithms for solving the dualization problem. We present the results of extensive experimentation comparing the execution time of various algorithms.

Based on the Bezout approach we propose a simple algorithm to determine the {\tt gcd} of two polynomials which doesn't need division, like the Euclidean algorithm, or determinant calculations, like the Sylvester matrix algorithm. The…

Symbolic Computation · Computer Science 2022-01-19 Pasquale Nardone , Giorgio Sonnino

The conjugate gradient method is a widely used algorithm for the numerical solution of a system of linear equations. It is particularly attractive because it allows one to take advantage of sparse matrices and produces (in case of infinite…

Numerical Analysis · Mathematics 2017-11-27 Sergey Voronin , Christophe Zaroli , Naresh P. Cuntoor

We use convex relaxation techniques to provide a sequence of solutions to the matrix completion problem. Using the nuclear norm as a regularizer, we provide simple and very efficient algorithms for minimizing the reconstruction error…

Machine Learning · Statistics 2009-06-12 Rahul Mazumder , Trevor Hastie , Rob Tibshirani

Generalized Product (GPC) Codes, an unification of Product Codes and Integrated Interleaved (II) Codes, are presented. Applications for approaches requiring local and global parities are described. The more general problem of extending…

Information Theory · Computer Science 2016-10-26 Mario Blaum , Steve Hetzler

Geometric programming (GP) provides a power tool for solving a variety of optimization problems. In the real world, many applications of geometric programming (GP) are engineering design problems in which some of the problem parameters are…

Numerical Analysis · Computer Science 2010-02-08 A. K. Ojha , A. K. Das

We consider the problem of reconstructing a low rank matrix from a subset of its entries and analyze two variants of the so-called Alternating Minimization algorithm, which has been proposed in the past. We establish that when the…

Machine Learning · Statistics 2016-09-21 David Gamarnik , Sidhant Misra

Polarised singlet DGLAP equations are solved by applying the method of characteristics. The singlet equations are first transformed into a pair of coupled partial differential equations by a Taylor series expansion valid to be at small x.…

High Energy Physics - Phenomenology · Physics 2007-05-23 D. K. Choudhury , P. K. Sahariah

Generalized matrix approximation plays a fundamental role in many machine learning problems, such as CUR decomposition, kernel approximation, and matrix low rank approximation. Especially with today's applications involved in larger and…

Numerical Analysis · Computer Science 2016-09-09 Haishan Ye , Qiaoming Ye , Zhihua Zhang

We study the following problem: for given integers $d,k$ and graph $G$, can we obtain a graph with diameter $d$ via at most $k$ edge deletions ? We determine the computational complexity of this and related problems for different values of…

Combinatorics · Mathematics 2020-10-02 Eun Jung Kim , Martin Milanic , Jérôme Monnot , Christophe Picouleau

Many problems encountered in science and engineering can be formulated as estimating a low-rank object (e.g., matrices and tensors) from incomplete, and possibly corrupted, linear measurements. Through the lens of matrix and tensor…

Machine Learning · Computer Science 2023-10-11 Cong Ma , Xingyu Xu , Tian Tong , Yuejie Chi

We introduce an algorithm to solve linear inverse problems regularized with the total (gradient) variation in a gridless manner. Contrary to most existing methods, that produce an approximate solution which is piecewise constant on a fixed…

Signal Processing · Electrical Eng. & Systems 2025-07-08 Yohann de Castro , Vincent Duval , Romain Petit

We present a first-order method for solving constrained optimization problems. The method is derived from our previous work, a modified search direction method inspired by singular value decomposition. In this work, we simplify its…

Optimization and Control · Mathematics 2023-02-24 Long Chen , Kai-Uwe Bletzinger , Nicolas R. Gauger , Yinyu Ye

One of the great triumphs in the history of numerical methods was the discovery of the Conjugate Gradient (CG) algorithm. It could solve a symmetric positive-definite system of linear equations of dimension N in exactly N steps. As many…

Data Structures and Algorithms · Computer Science 2016-09-01 Muhammad Ali Raza Anjum

The conjugate gradient (CG) method is an efficient iterative method for solving large-scale strongly convex quadratic programming (QP). In this paper we propose some generalized CG (GCG) methods for solving the $\ell_1$-regularized…

Optimization and Control · Mathematics 2016-02-15 Zhaosong Lu , Xiaojun Chen

In this paper, we propose a carefully optimized "half-gcd" algorithm for polynomials. We achieve a constant speed-up with respect to previous work for the asymptotic time complexity. We also discuss special optimizations that are possible…

Computational Complexity · Computer Science 2022-12-26 Joris van der Hoeven

The randomized Kaczmarz algorithm has received considerable attention recently because of its simplicity, speed, and the ability to approximately solve large-scale linear systems of equations. In this paper we propose randomized double and…

Numerical Analysis · Mathematics 2020-10-28 Kui Du , Xiao-Hui Sun

This paper proposes an algorithm for computing regularized solutions to linear rational expectations models. The algorithm allows for regularization cross-sectionally as well as across frequencies. A variety of numerical examples illustrate…

Econometrics · Economics 2020-10-28 Majid M. Al-Sadoon