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A new algorithm is presented for computing a direct solution to a system of consistent linear equations. It produces a minimum norm particular solution, a generalized inverse (of type {124}), and a null space projection operator. In…

Rings and Algebras · Mathematics 2013-04-30 Michael F. Zimmer

Decentralized optimization strategies are helpful for various applications, from networked estimation to distributed machine learning. This paper studies finite-sum minimization problems described over a network of nodes and proposes a…

Systems and Control · Electrical Eng. & Systems 2024-08-06 Mohammadreza Doostmohammadian , Zulfiya R. Gabidullina , Hamid R. Rabiee

We consider linear systems $Ax = b$ where $A \in \mathbb{R}^{m \times n}$ consists of normalized rows, $\|a_i\|_{\ell^2} = 1$, and where up to $\beta m$ entries of $b$ have been corrupted (possibly by arbitrarily large numbers). Haddock,…

Numerical Analysis · Mathematics 2021-07-13 Stefan Steinerberger

In this paper, we propose distributed algorithms that solve a system of Boolean equations over a network, where each node in the network possesses only one Boolean equation from the system. The Boolean equation assigned at any particular…

Optimization and Control · Mathematics 2021-03-04 Hongsheng Qi , Bo Li , Rui-Juan Jing , Lei Wang , Alexandre Proutiere , Guodong Shi

This paper proposes a new distributed algorithm for solving linear systems associated with a sparse graph under a generalised diagonal dominance assumption. The algorithm runs iteratively on each node of the graph, with low complexities on…

Signal Processing · Electrical Eng. & Systems 2019-04-30 Qianqian Cai , Zhaorong Zhang , Minyue Fu

For solving a consistent system of linear equations, the classical row-action (also known as Kaczmarz) method is a simple while really effective iteration solver. Based on the greedy index selection strategy and Polyak's heavy-ball momentum…

Numerical Analysis · Mathematics 2024-03-13 Nian-Ci Wu , Qian Zuo , Yatian Wang

As the development of distributed systems progresses, more and more challenges arise and the need for developing optimized systems and for optimizing existing systems from multiple perspectives becomes more stringent. In this paper I…

Data Structures and Algorithms · Computer Science 2009-03-21 Mugurel Ionut Andreica

The least mean squares (LMS) filter is often derived via the Wiener filter solution. For a system identification scenario, such a derivation makes it hard to incorporate prior information on the system's impulse response. We present an…

Signal Processing · Electrical Eng. & Systems 2017-12-07 Michael Lunglmayr , Oliver Lang , Mario Huemer

The randomized sparse Kaczmarz method was recently proposed to recover sparse solutions of linear systems. In this work, we introduce a greedy variant of the randomized sparse Kaczmarz method by employing the sampling Kaczmarz-Motzkin…

Numerical Analysis · Mathematics 2022-04-13 Ziyang Yuan , Hui Zhang , Hongxia Wang

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

Based on the Uzawa algorithm, we consider an adaptive finite element method for the Stokes system. We prove linear convergence with optimal algebraic rates for the residual estimator (which is equivalent to the total error), if the arising…

Numerical Analysis · Mathematics 2019-11-15 Giovanni Di Fratta , Thomas Führer , Gregor Gantner , Dirk Praetorius

The nonlinear Kaczmarz method was recently proposed to solve the system of nonlinear equations. In this paper, we first discuss two greedy selection rules, i.e., the maximum residual and maximum distance rules, for the nonlinear Kaczmarz…

Numerical Analysis · Mathematics 2022-09-14 Yanjun Zhang , Hanyu Li , Ling Tang

In this article a modified Levenberg-Marquardt method coupled with a Kaczmarz strategy for obtaining stable solutions of nonlinear systems of ill-posed operator equations is investigated. We show that the proposed method is a convergent…

Numerical Analysis · Mathematics 2020-11-20 J. Baumeister , B. Kaltenbacher , A. Leitao

We consider the problem of solving mixed random linear equations with $k$ components. This is the noiseless setting of mixed linear regression. The goal is to estimate multiple linear models from mixed samples in the case where the labels…

Machine Learning · Computer Science 2016-08-23 Xinyang Yi , Constantine Caramanis , Sujay Sanghavi

We propose a communication- and computation-efficient distributed optimization algorithm using second-order information for solving ERM problems with a nonsmooth regularization term. Current second-order and quasi-Newton methods for this…

Optimization and Control · Mathematics 2018-05-29 Ching-pei Lee , Cong Han Lim , Stephen J. Wright

This paper investigates the distributed computation of the well-known linear matrix equation in the form of $AXB = F$, with the matrices A, B, X, and F of appropriate dimensions, over multi-agent networks from an optimization perspective.…

Optimization and Control · Mathematics 2018-06-12 Xianlin Zeng , Shu Liang , Yiguang Hong , Jie Chen

Recently a distributed algorithm has been proposed for multi-agent networks to solve a system of linear algebraic equations, by assuming each agent only knows part of the system and is able to communicate with nearest neighbors to update…

Optimization and Control · Mathematics 2016-03-15 Hong-Tai Cao , Travis E. Gibson , Shaoshuai Mou , Yang-Yu Liu

In this paper we consider a recently developed distributed optimization algorithm based on gradient tracking. We propose a system theory framework to analyze its structural properties on a preliminary, quadratic optimization set-up.…

Systems and Control · Electrical Eng. & Systems 2020-06-03 Michelangelo Bin , Ivano Notarnicola , Lorenzo Marconi , Giuseppe Notarstefano

We develop a new randomized iterative algorithm---stochastic dual ascent (SDA)---for finding the projection of a given vector onto the solution space of a linear system. The method is dual in nature: with the dual being a non-strongly…

Numerical Analysis · Mathematics 2016-01-29 Robert Mansel Gower , Peter Richtarik

We develop a system-theoretic framework for the structured analysis of distributed optimization algorithms with decomposable cost functions. We model such algorithms as a network of interacting dynamical systems and derive tests for…

Optimization and Control · Mathematics 2026-04-14 Aron Karakai , Jaap Eising , Andrea Martinelli , Florian Dörfler
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