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Low rank approximation is a commonly occurring problem in many computer vision and machine learning applications. There are two common ways of optimizing the resulting models. Either the set of matrices with a given rank can be explicitly…
We study the convergence rate of the proximal-gradient homotopy algorithm applied to norm-regularized linear least squares problems, for a general class of norms. The homotopy algorithm reduces the regularization parameter in a series of…
We propose a numerical homogenization method for scalar linear partial differential equations with rough coefficients, that integrates classical coarse-scale solvers with quantum subroutines for fine-scale corrections. Inspired by the…
Inspired by ideas taken from the machine learning literature, new regularization techniques have been recently introduced in linear system identification. In particular, all the adopted estimators solve a regularized least squares problem,…
In this paper, we concentrate on the backward error and condition number of the indefinite least squares problem. For the normwise backward error of the indefinite least square problem, we adopt the linearization method to derive the tight…
Computational fluid dynamics lies at the heart of many issues in science and engineering, but solving the associated partial differential equations remains computationally demanding. With the rise of quantum computing, new approaches have…
Adaptive cubic regularization methods for solving nonconvex problems need the efficient computation of the trial step, involving the minimization of a cubic model. We propose a new approach in which this model is minimized in a low…
We present a new approach to convexification of the Tikhonov regularization using a continuation method strategy. We embed the original minimization problem into a one-parameter family of minimization problems. Both the penalty term and the…
We present a quantum algorithm for systems of (possibly inhomogeneous) linear ordinary differential equations with constant coefficients. The algorithm produces a quantum state that is proportional to the solution at a desired final time.…
In this paper, we study an explicit Tikhonov-regularized inertial gradient algorithm for smooth convex minimization with Lipschitz continuous gradient. The method is derived via an explicit time discretization of a damped inertial system…
Tikhonov regularization is a widely used technique in solving inverse problems that can enforce prior properties on the desired solution. In this paper, we propose a Krylov subspace based iterative method for solving linear inverse problems…
Quantization can be used to form new vectors/matrices with shared values close to the original. In recent years, the popularity of scalar quantization for value-sharing applications has been soaring as it has been found huge utilities in…
We propose a stochastic variance-reduced cubic regularized Newton algorithm to optimize the finite-sum problem over a Riemannian submanifold of the Euclidean space. The proposed algorithm requires a full gradient and Hessian update at the…
In this paper, we propose a unified non-conforming least-squares spectral element approach for solving Stokes equations with various non-standard boundary conditions. Existing least-squares formulations mostly deal with Dirichlet boundary…
Randomized regularized Kaczmarz algorithms have recently been proposed to solve tensor recovery models with {\it consistent} linear measurements. In this work, we propose a novel algorithm based on the randomized extended Kaczmarz algorithm…
We develop a family of accelerated stochastic algorithms that minimize sums of convex functions. Our algorithms improve upon the fastest running time for empirical risk minimization (ERM), and in particular linear least-squares regression,…
Quantum algorithms can deliver asymptotic speedups over their classical counterparts. However, there are few cases where a substantial quantum speedup has been worked out in detail for reasonably-sized problems, when compared with the best…
We present a quantum algorithm for finding the minimum of a function based on multistep quantum computation and apply it for optimization problems with continuous variables, in which the variables of the problem are discretized to form the…
This paper studies how to compute global minimizers of the cubic-quartic regularization (CQR) problem \[ \min_{s \in \mathbb{R}^n} \quad f_0+g^Ts+\frac{1}{2}s^THs+\frac{\beta}{6} \| s \|^3+\frac{\sigma}{4} \| s \|^4, \] where $f_0$ is a…
We present a quantum algorithmic routine that extends the realm of Grover-based heuristics for tackling combinatorial optimization problems with arbitrary efficiently computable objective and constraint functions. Building on previously…