Related papers: A block tangential Lanczos method for model reduct…
We present in this paper novel accelerated fully first-order methods in \emph{Bilevel Optimization} (BLO). Firstly, for BLO under the assumption that the lower-level functions admit the typical strong convexity assumption, the…
This paper presents Thanos, a novel weight-pruning algorithm designed to reduce the memory footprint and enhance the computational efficiency of large language models (LLMs) by removing redundant weights while maintaining accuracy. Thanos…
Stochastic nonlinear dynamical systems can undergo rapid transitions relative to the change in their forcing, for example due to the occurrence of multiple equilibrium solutions for a specific interval of parameters. In this paper, we…
The Lanczos process constructs a sequence of orthonormal vectors v_m spanning a nested sequence of Krylov subspaces generated by a hermitian matrix A and some starting vector b. In this paper we show how to cheaply recover a secondary…
This paper considers a multiple-input multiple-output (MIMO) system with low-resolution analog-to-digital converters (ADCs). In this system, the paper presents a new MIMO detection approach using coding theory. The principal idea of the…
This paper presents a novel transformation-proximal bundle algorithm for multistage adaptive robust optimization problems. By partitioning recourse decisions into state and control decisions, the proposed algorithm applies affine control…
We consider the problem of max-min beamforming (MMB) for cell-free massive multi-input multi-output (MIMO) systems, where the objective is to maximize the minimum achievable rate among all users. Existing MMB methods are mainly based on…
With the advances in customized hardware for quantum annealing and digital/CMOS Annealing, Quadratic Unconstrained Binary Optimization (QUBO) models have received growing attention in the optimization literature. Motivated by an existing…
This paper studies adaptive algorithms for simultaneous regulation (i.e., control) and estimation (i.e., learning) of Multiple Input Multiple Output (MIMO) linear dynamical systems. It proposes practical, easy to implement control policies…
This paper proposes a new sequential model learning architecture to solve partially observable Markov decision problems. Rather than compressing sequential information at every timestep as in conventional recurrent neural network-based…
We establish rigourously the scaling properties of the Lanczos process applied to an arbitrary extensive Many-Body System which is carried to convergence n to infinity and the thermodynamic limit N to infinity taken. In this limit the…
Topology optimization problems often support multiple local minima due to a lack of convexity. Typically, gradient-based techniques combined with continuation in model parameters are used to promote convergence to more optimal solutions;…
There is growing interest in reinforcement learning (RL) methods that leverage the simulator's derivatives to improve learning efficiency. While early gradient-based approaches have demonstrated superior performance compared to…
The forward-backward operator splitting algorithm is one of the most important methods for solving the optimization problem of the sum of two convex functions, where one is differentiable with a Lipschitz continuous gradient and the other…
We present randUBV, a randomized algorithm for matrix sketching based on the block Lanzcos bidiagonalization process. Given a matrix $\bf{A}$, it produces a low-rank approximation of the form ${\bf UBV}^T$, where $\bf{U}$ and $\bf{V}$ have…
We study bilevel optimization problems where the lower-level problems are strongly convex and have coupled linear constraints. To overcome the potential non-smoothness of the hyper-objective and the computational challenges associated with…
We present a hierarchical model predictive control approach for large-scale systems based on dual decomposition. The proposed scheme allows coupling in both dynamics and constraints between the subsystems and generates a primal feasible…
In this paper, a computationally efficient frequency-limited model reduction algorithm is presented for large-scale interconnected power systems. The algorithm generates a reduced order model which not only preserves the electromechanical…
The Lanczos algorithm has proven itself to be a valuable matrix eigensolver for problems with large dimensions, up to hundreds of millions or even tens of billions. The computational cost of using any Lanczos algorithm is dominated by the…
This work considers large-scale Lyapunov matrix equations of the form $AX + XA = \boldsymbol{c}\boldsymbol{c}^T$, where $A$ is a symmetric positive definite matrix and $\boldsymbol{c}$ is a vector. Motivated by the need to solve such…