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In this paper we present a convergence rate analysis of inexact variants of several randomized iterative methods. Among the methods studied are: stochastic gradient descent, stochastic Newton, stochastic proximal point and stochastic…

Optimization and Control · Mathematics 2019-03-20 Nicolas Loizou , Peter Richtárik

We introduce the notion of matrices graph, defining continued fraction algorithms where the past and the future are almost independent. We provide an algorithm to convert more general algorithms into matrices graphs. We present an algorithm…

Dynamical Systems · Mathematics 2023-11-17 Paul Mercat

In Bayesian probabilistic programming, a central problem is to estimate the normalised posterior distribution (NPD) of a probabilistic program with conditioning via score (a.k.a. observe) statements. Most previous approaches address this…

Programming Languages · Computer Science 2024-08-02 Peixin Wang , Tengshun Yang , Hongfei Fu , Guanyan Li , C. -H. Luke Ong

In this paper, a class of general nonlinear programming problems with inequality and equality constraints is discussed. Firstly, the original problem is transformed into an associated simpler equivalent problem with only inequality…

Optimization and Control · Mathematics 2013-07-24 Chuan-Hao Guo , Yan-Qin Bai , Jin-Bao Jian

Solving optimization problems is a key task for which quantum computers could possibly provide a speedup over the best known classical algorithms. Particular classes of optimization problems including semi-definite programming (SDP) and…

In recent years it has been shown that for many linear algebra operations it is possible to create families of algorithms following a very systematic procedure. We do not refer to the fine tuning of a known algorithm, but to a methodology…

Mathematical Software · Computer Science 2014-10-03 Diego Fabregat-Traver , Paolo Bientinesi

Prob-solvable loops are probabilistic programs with polynomial assignments over random variables and parametrised distributions, for which the full automation of moment-based invariant generation is decidable. In this paper we extend…

Artificial Intelligence · Computer Science 2020-07-28 Ezio Bartocci , Laura Kovács , Miroslav Stankovič

We present an efficient algorithm to solve semirandom planted instances of any Boolean constraint satisfaction problem (CSP). The semirandom model is a hybrid between worst-case and average-case input models, where the input is generated by…

Computational Complexity · Computer Science 2023-10-02 Venkatesan Guruswami , Jun-Ting Hsieh , Pravesh K. Kothari , Peter Manohar

This article demonstrates how variation of parameters can be successfully implemented in combination with other classical techniques, such as the method of characteristics, to derive novel classes of solutions to nonlinear partial…

Analysis of PDEs · Mathematics 2025-05-13 Noureddine Mhadhbi , Sameh Gana , Mazen Fawaz Alsaeedi

Many practically important NP-hard optimization problems are inherently higher-order polynomial optimizations, which are typically addressed using approximation algorithms. Classical relaxations express polynomial objectives over a…

Quantum Physics · Physics 2026-04-22 Iria W. Wang , Robin Brown , Taylor L. Patti , Anima Anandkumar , Marco Pavone , Susanne F. Yelin

Distribution estimation for noisy data via density deconvolution is a notoriously difficult problem for typical noise distributions like Gaussian. We develop a density deconvolution estimator based on quadratic programming (QP) that can…

Methodology · Statistics 2018-12-06 Ran Yang , Daniel Apley , Jeremy Staum , David Ruppert

Among the biggest challenges in property-based testing (PBT) is the constrained random generation problem: given a predicate on program values, randomly sample from the set of all values satisfying that predicate, and only those values.…

Programming Languages · Computer Science 2026-04-15 Harrison Goldstein , Hila Peleg , Cassia Torczon , Daniel Sainati , Leonidas Lampropoulos , Benjamin C. Pierce

A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It…

Numerical Analysis · Mathematics 2019-01-23 Anthony Nouy , Florent Pled

Invariant coordinate selection is an unsupervised multivariate data transformation useful in many contexts such as outlier detection or clustering. It is based on the simultaneous diagonalization of two affine equivariant and positive…

Methodology · Statistics 2025-03-12 Aurore Archimbaud

Two new approaches to solving first-order quasilinear elliptic systems of PDEs in many dimensions are proposed. The first method is based on an analysis of multimode solutions expressible in terms of Riemann invariants, based on links…

Mathematical Physics · Physics 2014-10-01 A. M. Grundland , V. Lamothe

Multi-objective verification problems of parametric Markov decision processes under optimality criteria can be naturally expressed as nonlinear programs. We observe that many of these computationally demanding problems belong to the…

Logic in Computer Science · Computer Science 2017-02-02 Murat Cubuktepe , Nils Jansen , Sebastian Junges , Joost-Pieter Katoen , Ivan Papusha , Hasan A. Poonawala , Ufuk Topcu

Mathematical programs with complementarity constraints are notoriously difficult to solve due to their nonconvexity and lack of constraint qualifications in every feasible point. This work focuses on the subclass of quadratic programs with…

Optimization and Control · Mathematics 2021-06-01 Jonas Hall , Armin Nurkanovic , Florian Messerer , Moritz Diehl

Invariant theory provides more efficient tools, such as Molien generating functions and integrity bases, than basic group theory, that relies on projector techniques for the construction of symmetry--adapted polynomials in the symmetry…

Mathematical Physics · Physics 2014-07-15 Patrick Cassam-Chenaï , Guillaume Dhont , Frédéric Patras

A bilevel program is an optimization problem whose constraints involve another optimization problem. This paper studies bilevel polynomial programs (BPPs), i.e., all the functions are polynomials. We reformulate BPPs equivalently as…

Optimization and Control · Mathematics 2016-11-04 Jiawang Nie , Li Wang , Jane Ye

In recent years, techniques based on convex optimization and real algebra that produce converging hierarchies of lower bounds for polynomial minimization problems have gained much popularity. At their heart, these hierarchies rely crucially…

Optimization and Control · Mathematics 2018-08-28 Amir Ali Ahmadi , Georgina Hall
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