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This short course offers a new perspective on randomized algorithms for matrix computations. It explores the distinct ways in which probability can be used to design algorithms for numerical linear algebra. Each design template is…

Numerical Analysis · Mathematics 2025-09-23 Anastasia Kireeva , Joel A. Tropp

We consider adaptive finite element methods for second-order elliptic PDEs, where the arising discrete systems are not solved exactly. For contractive iterative solvers, we formulate an adaptive algorithm which monitors and steers the…

Numerical Analysis · Mathematics 2021-07-14 Gregor Gantner , Alexander Haberl , Dirk Praetorius , Stefan Schimanko

It has been found that stochastic algorithms often find good solutions much more rapidly than inherently-batch approaches. Indeed, a very useful rule of thumb is that often, when solving a machine learning problem, an iterative technique…

Machine Learning · Computer Science 2013-08-19 Andrew Cotter

A novel orthogonalization-free method together with two specific algorithms are proposed to solve extreme eigenvalue problems. On top of gradient-based algorithms, the proposed algorithms modify the multi-column gradient such that earlier…

Numerical Analysis · Mathematics 2021-10-15 Weiguo Gao , Yingzhou Li , Bichen Lu

Matching is a method of the design of experiments. If we had an even number of patients and wanted to form pairs of patients such that their ages, for example, in each pair be as close as possible, we would use nonbipartite matching. Not…

Combinatorics · Mathematics 2018-05-02 Josef Bukac

For an arbitrary tree we investigate the problems of constructing a maximum matching which minimizes or maximizes the cardinality of a maximum matching of the graph obtained from original one by its removal and present corresponding…

Discrete Mathematics · Computer Science 2007-07-17 R. R. Kamalian , V. V. Mkrtchyan

One of the main problems in random network coding is to compute good lower and upper bounds on the achievable cardinality of the so-called subspace codes in the projective space $\mathcal{P}_q(n)$ for a given minimum distance. The…

Information Theory · Computer Science 2020-11-16 Tao Feng , Sascha Kurz , Shuangqing Liu

We present a locally adapted parametric finite element method for interface problems. For this adapted finite element method we show optimal convergence for elliptic interface problems with a discontinuous diffusion parameter. The method is…

Numerical Analysis · Mathematics 2016-11-16 Johan Hoffman , Bärbel Holm , Thomas Richter

We study the canonical problem of maximizing a stochastic submodular function subject to a cardinality constraint, where the goal is to select a subset from a ground set of items with uncertain individual performances to maximize their…

Data Structures and Algorithms · Computer Science 2019-05-10 Shreyas Sekar , Milan Vojnovic , Se-Young Yun

The success of Constraint Programming relies partly on the global constraints and implementation of the associated filtering algorithms. Recently, new ideas emerged to improve these implementations in practice, especially regarding the all…

Artificial Intelligence · Computer Science 2025-02-06 Margaux Schmied , Jean-Charles Regin

We introduce and study the problem of dueling optimization with a monotone adversary, which is a generalization of (noiseless) dueling convex optimization. The goal is to design an online algorithm to find a minimizer $\mathbf{x}^{*}$ for a…

Data Structures and Algorithms · Computer Science 2023-11-21 Avrim Blum , Meghal Gupta , Gene Li , Naren Sarayu Manoj , Aadirupa Saha , Yuanyuan Yang

New variational formulations are devised for the curl--div system, and the corresponding finite element approximations are shown to converge. Curl--free and divergence--free finite elements are employed for discretizing the problem.

Numerical Analysis · Mathematics 2015-12-31 Ana Alonso Rodríguez , Enrico Bertolazzi , Alberto Valli

Rank deficient Hankel matrices are at the core of several applications. However, in practice, the coefficients of these matrices are noisy due to e.g. measurements errors and computational errors, so generically the involved matrices are…

Numerical Analysis · Mathematics 2020-12-15 Antonio Fazzi , Nicola Guglielmi , Ivan Markovsky

Low-rank matrix approximations, such as the truncated singular value decomposition and the rank-revealing QR decomposition, play a central role in data analysis and scientific computing. This work surveys and extends recent research which…

Numerical Analysis · Mathematics 2014-04-29 Nathan Halko , Per-Gunnar Martinsson , Joel A. Tropp

This paper studies the problem of mapping optimization in decentralized control problems. A global optimization algorithm is proposed based on the ideas of ``deterministic annealing" - a powerful non-convex optimization framework derived…

Systems and Control · Computer Science 2014-03-24 Mustafa Mehmetoglu , Emrah Akyol , Kenneth Rose

The numerical methods for differential equation solution allow obtaining a discrete field that converges towards the solution if the method is applied to the correct problem. Nevertheless, the numerical methods have the restricted class of…

Numerical Analysis · Mathematics 2023-07-03 Alexander Hvatov , Tatiana Tikhonova

Consider the diffraction of an electromagnetic plane wave by a biperiodic structure where the wave propagation is governed by the three-dimensional Maxwell equations. Based on transparent boundary condition, the grating problem is…

Numerical Analysis · Mathematics 2018-12-03 Xue Jiang , Peijun Li , Junliang Lv , Zhoufeng Wang , Haijun Wu , Weiying Zheng

The EM algorithm is a special case of a more general algorithm called the MM algorithm. Specific MM algorithms often have nothing to do with missing data. The first M step of an MM algorithm creates a surrogate function that is optimized in…

Methodology · Statistics 2011-04-13 Tong Tong Wu , Kenneth Lange

The Majorization-Minimization (MM) framework is widely used to derive efficient algorithms for specific problems that require the optimization of a cost function (which can be convex or not). It is based on a sequential optimization of a…

Optimization and Control · Mathematics 2024-05-07 Carlos Alejandro Lopez , Jaume Riba

In practical engineering and optimization, solving multi-objective optimization (MOO) problems typically involves scalarization methods that convert a multi-objective problem into a single-objective one. While effective, these methods often…

Optimization and Control · Mathematics 2025-02-05 Ilgam Latypov , Yuriy Dorn