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We study randomized sketching methods for approximately solving least-squares problem with a general convex constraint. The quality of a least-squares approximation can be assessed in different ways: either in terms of the value of the…

Optimization and Control · Mathematics 2014-11-04 Mert Pilanci , Martin J. Wainwright

Randomized iterative algorithms, such as the randomized Kaczmarz method, have gained considerable popularity due to their efficacy in solving matrix-vector and matrix-matrix regression problems. Our present work leverages the insights…

Compressed sensing is a technique to sample compressible signals below the Nyquist rate, whilst still allowing near optimal reconstruction of the signal. In this paper we present a theoretical analysis of the iterative hard thresholding…

Information Theory · Computer Science 2008-05-06 Thomas Blumensath , Mike E. Davies

We propose a simple iterative (SI) algorithm for the maxcut problem through fully using an equivalent continuous formulation. It does not need rounding at all and has advantages that all subproblems have explicit analytic solutions, the cut…

Optimization and Control · Mathematics 2024-07-23 Sihong Shao , Dong Zhang , Weixi Zhang

The Symmetric Tensor Approximation problem (STA) consists of approximating a symmetric tensor or a homogeneous polynomial by a linear combination of symmetric rank-1 tensors or powers of linear forms of low symmetric rank. We present two…

Numerical Analysis · Mathematics 2021-12-23 Rima Khouja , Houssam Khalil , Bernard Mourrain

Constrained combinatorial optimization problems abound in industry, from portfolio optimization to logistics. One of the major roadblocks in solving these problems is the presence of non-trivial hard constraints which limit the valid search…

Quantum Physics · Physics 2024-11-07 Javier Lopez-Piqueres , Jing Chen , Alejandro Perdomo-Ortiz

In this article a unified approach to iterative soft-thresholding algorithms for the solution of linear operator equations in infinite dimensional Hilbert spaces is presented. We formulate the algorithm in the framework of generalized…

Functional Analysis · Mathematics 2010-10-26 Kristian Bredies , Dirk A. Lorenz

In this work, we develop an optimization framework for problems whose solutions are well-approximated by Hierarchical Tucker (HT) tensors, an efficient structured tensor format based on recursive subspace factorizations. By exploiting the…

Numerical Analysis · Mathematics 2014-05-12 Curt Da Silva , Felix J. Herrmann

We propose a new type of multilevel method for solving eigenvalue problems based on Newton iteration. With the proposed iteration method, solving eigenvalue problem on the finest finite element space is replaced by solving a small scale…

Numerical Analysis · Mathematics 2015-11-13 Yunhui He , Yu Li , Hehu Xie

This work is to provide a comprehensive treatment of the relationship between the theory of the generalized (palindromic) eigenvalue problem and the theory of the Sylvester-type equations. Under a regularity assumption for a specific matrix…

Numerical Analysis · Mathematics 2014-12-03 Matthew M. Lin , Chun-Yueh Chiang

Due to the explosive growth of large-scale data sets, tensors have been a vital tool to analyze and process high-dimensional data. Different from the matrix case, tensor decomposition has been defined in various formats, which can be…

Optimization and Control · Mathematics 2023-12-27 Rachel Grotheer , Shuang Li , Anna Ma , Deanna Needell , Jing Qin

This paper presents a modified general viscosity iterative process designed to solve variational inclusion and fixed point problems involving multi-valued quasi-nonexpansive and demi-contractive operators. The modified iterative process…

Optimization and Control · Mathematics 2025-01-14 Furmose Mendy , John T Mendy

The Sylvester smallest enclosing circle problem involves finding the smallest circle that encloses a finite number of points in the plane. We consider generalized versions of the Sylvester problem in which the points are replaced by sets.…

Optimization and Control · Mathematics 2015-03-18 Nguyen Thai An , Daniel Giles , Nguyen Mau Nam , R. Blake Rector

In this work, we show that solvers of elliptic boundary value problems in $d$ dimensions can be approximated to accuracy $\epsilon$ from only $\mathcal{O}\left(\log(N)\log^{d}(N / \epsilon)\right)$ matrix-vector products with carefully…

Numerical Analysis · Mathematics 2023-10-03 Florian Schäfer , Houman Owhadi

Many challenging tasks in sensor networks, including sensor calibration, ranking of nodes, monitoring, event region detection, collaborative filtering, collaborative signal processing, {\em etc.}, can be formulated as a problem of solving a…

Distributed, Parallel, and Cluster Computing · Computer Science 2008-11-21 Ezra N. Hoch , Danny Bickson , Danny Dolev

Given a matrix $A$, a matrix nearness problem seeks an $X$ that most closely approximates $A$ in the sense of minimizing $\lVert A - X\rVert$ under a variety of constraints on $X$. A generalized matrix nearness problem seeks the same but…

Numerical Analysis · Mathematics 2026-05-29 Rongbiao Thomas Wang , Chi-Kwong Li , Lek-Heng Lim

In this article, we derive an iterative scheme through a quasi-Newton technique to capture robust weakly efficient points of uncertain multiobjective optimization problems under the upper set less relation. It is assumed that the set of…

Optimization and Control · Mathematics 2025-05-21 K. Gupta , D. Ghosh , C. Tammer , X. Zhao , J. C. Yao

An algorithm is devised for solving minimization problems with equality constraints. The algorithm uses first-order derivatives of both the objective function and the constraints. The step is computed as a sum between a steepest-descent…

Numerical Analysis · Mathematics 2017-11-15 Cristian Barbarosie , Sérgio Lopes , Anca-Maria Toader

A computationally efficient method to solve non-convex programming problems with linear equality constraints is presented. The proposed method is based on a recursively feasible and descending sequential convex programming procedure proven…

Optimization and Control · Mathematics 2018-10-25 Josep Virgili-Llop , Marcello Romano

Based on the joint bidiagonalization process of a large matrix pair $\{A,L\}$, we propose and develop an iterative regularization algorithm for the large scale linear discrete ill-posed problems in general-form regularization: $\min\|Lx\| \…

Numerical Analysis · Mathematics 2020-07-21 Zhongxiao Jia , Yanfei Yang