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This paper presents a novel Jacobi-style iteration algorithm for solving the problem of distributed submodular maximization, in which each agent determines its own strategy from a finite set so that the global submodular objective function…

Systems and Control · Electrical Eng. & Systems 2020-10-28 Bin Du , Kun Qian , Christian Claudel , Dengfeng Sun

The convergence rates of iterative methods for solving a linear system $\mathbf{A} x = b$ typically depend on the condition number of the matrix $\mathbf{A}$. Preconditioning is a common way of speeding up these methods by reducing that…

Optimization and Control · Mathematics 2021-11-04 Arun Jambulapati , Jerry Li , Christopher Musco , Aaron Sidford , Kevin Tian

After showing the efficiency of feedforward networks to estimate control in high dimension in the global optimization of some storages problems, we develop a modification of an algorithm based on some dynamic programming principle. We show…

Optimization and Control · Mathematics 2023-05-31 Xavier Warin

Variational inequalities represent a broad class of problems, including minimization and min-max problems, commonly found in machine learning. Existing second-order and high-order methods for variational inequalities require precise…

In a recent work, we presented the reduced Jacobian method (RJM) as an extension of Wolfe's reduced gradient method to multicriteria (multiobjective) optimization problems dealing with linear constraints. This approach reveals that using a…

Optimization and Control · Mathematics 2025-10-17 M. El Maghri , Y. Elboulqe

In this paper, we propose Fourier pseudospectral methods to solve the variable-order space fractional wave equation and develop an accelerated matrix-free approach for its effective implementation. In constant-order cases, our methods can…

Numerical Analysis · Mathematics 2024-02-06 Yanzhi Zhang , Xiaofei Zhao , Shiping Zhou

The nonlinear problem of steady free-surface flow past a submerged source is considered as a case study for three-dimensional ship wave problems. Of particular interest is the distinctive wedge-shaped wave pattern that forms on the surface…

Fluid Dynamics · Physics 2014-05-13 Ravindra Pethiyagoda , Scott W. McCue , Timothy J. Moroney , Julian M. Back

We use a variational Monte Carlo algorithm to solve the electronic structure of two-dimensional semiconductor quantum dots in external magnetic field. We present accurate many-body wave functions for the system in various magnetic field…

Mesoscale and Nanoscale Physics · Physics 2009-11-11 Ari Harju

Augmented Lagrangian and optimistic primal--dual methods stabilize equality-constrained optimization through seemingly different mechanisms: the former adds constraint-dependent primal curvature, while the latter adds dual memory. Recent…

Machine Learning · Computer Science 2026-05-08 Jiayi Zhao

We propose a family of optimization methods that achieve linear convergence using first-order gradient information and constant step sizes on a class of convex functions much larger than the smooth and strongly convex ones. This larger…

Optimization and Control · Mathematics 2018-09-14 Chris J. Maddison , Daniel Paulin , Yee Whye Teh , Brendan O'Donoghue , Arnaud Doucet

The energy variance optimization algorithm over a fixed ensemble of configurations in variational Monte Carlo is formally identical to a problem of fitting data: we reexamine it from a statistical maximum-likelihood point of view. We detect…

Atomic and Molecular Clusters · Physics 2009-11-07 Dario Bressanini , Gabriele Morosi , Massimo Mella

Global optimization is an active area of research in atomistic simulations, and many algorithms have been proposed to date. A prominent example is basin hopping Monte Carlo, which performs a modified Metropolis Monte Carlo search to explore…

Chemical Physics · Physics 2020-02-04 Martín Leandro Paleico , Jörg Behler

In this work, we consider methods for solving large-scale optimization problems with a possibly nonsmooth objective function. The key idea is to first specify a class of optimization algorithms using a generic iterative scheme involving…

Optimization and Control · Mathematics 2020-02-19 Sebastian Banert , Axel Ringh , Jonas Adler , Johan Karlsson , Ozan Öktem

The long time effect of nonlinear perturbation to oscillatory linear systems can be characterized by the averaging method, and we consider first-order averaging for its simplest applicability to high-dimensional problems. Instead of the…

Classical Analysis and ODEs · Mathematics 2018-12-05 Molei Tao

We have reformulated the quantum Monte Carlo (QMC) technique so that a large part of the calculation scales linearly with the number of atoms. The reformulation is related to a recent alternative proposal for achieving linear-scaling QMC,…

Other Condensed Matter · Physics 2016-08-31 D. Alfe` , M. J. Gillan

This paper establishes the iteration-complexity of a Jacobi-type non-Euclidean proximal alternating direction method of multipliers (ADMM) for solving multi-block linearly constrained nonconvex programs. The subproblems of this ADMM variant…

Optimization and Control · Mathematics 2017-05-23 Jefferson G. Melo , Renato D. C. Monteiro

Compact and accurate wave functions can be constructed by quantum Monte Carlo methods. Typically, these wave functions consist of a sum of a small number of Slater determinants multiplied by a Jastrow factor. In this paper we study the…

Condensed Matter · Physics 2009-10-30 Chien-Jung Huang , C. J. Umrigar , M. P. Nightingale

The Hadamard decomposition is a powerful technique for data analysis and matrix compression, which decomposes a given matrix into the element-wise product of two or more low-rank matrices. In this paper, we develop an efficient algorithm to…

Machine Learning · Computer Science 2025-04-23 Samuel Wertz , Arnaud Vandaele , Nicolas Gillis

An algorithm is proposed for solving optimization problems with stochastic objective and deterministic equality and inequality constraints. This algorithm is objective-function-free in the sense that it only uses the objective's gradient…

Optimization and Control · Mathematics 2026-04-01 S. Gratton , Ph. L. Toint

In this study we present an optimization method based on the quantum Monte Carlo diagonalization for many-fermion systems. Using the Hubbard-Stratonovich transformation, employed to decompose the interactions in terms of auxiliary fields,…

Strongly Correlated Electrons · Physics 2009-11-13 Takashi Yanagisawa
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