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The paper suggests a preconditioning type method for fast solving of elliptic equations with oscillating quasiperiodic coefficients $A_\epsilon$ specified by the small parameter $\epsilon>0$. We use an iteration method generated by an…

Numerical Analysis · Mathematics 2015-10-02 Boris N. Khoromskij , Sergey I. Repin

The interpretation of numerical methods, such as finite difference methods for differential equations, as point estimators suggests that formal uncertainty quantification can also be performed in this context. Competing statistical…

Other Statistics · Statistics 2019-09-24 Junyang Wang , Jon Cockayne , Chris J. Oates

In this article, we present a family of numerical approaches to solve high-dimensional linear non-symmetric problems. The principle of these methods is to approximate a function which depends on a large number of variates by a sum of tensor…

Functional Analysis · Mathematics 2012-10-26 Eric Cances , Virginie Ehrlacher , Tony Lelievre

We consider the problem of computing certain parameterized minimum volume outer ellipsoidal (MVOE) approximation of the Minkowski sum of a finite number of ellipsoids. We clarify connections among several parameterizations available in the…

Optimization and Control · Mathematics 2018-06-26 Abhishek Halder

In this paper we present a new algorithm for solving linear programs that requires only $\tilde{O}(\sqrt{rank(A)}L)$ iterations to solve a linear program with $m$ constraints, $n$ variables, and constraint matrix $A$, and bit complexity…

Data Structures and Algorithms · Computer Science 2015-03-06 Yin Tat Lee , Aaron Sidford

It was recently shown in [http://arxiv.org/abs/1207.5518] that revenue optimization can be computationally efficiently reduced to welfare optimization in all multi-dimensional Bayesian auction problems with arbitrary (possibly…

Computer Science and Game Theory · Computer Science 2013-05-20 Yang Cai , Constantinos Daskalakis , S. Matthew Weinberg

Solving linear systems and quadratic programming (QP) problems are both ubiquitous tasks in the engineering and computing fields. Direct methods for solving systems, such as Cholesky, LU, and QR factorizations, exhibit data-independent time…

Optimization and Control · Mathematics 2025-07-08 Liang Wu , Richard D. Braatz

Infinite-dimensional Newton methods can be effectively used to derive numerical proofs of the existence of solutions to partial differential equations (PDEs). In computer-assisted proofs of PDEs, the original problem is transformed into the…

Numerical Analysis · Mathematics 2020-10-27 Kouta Sekine , Mitsuhiro T. Nakao , Shin'ichi Oishi

We investigate the existence and nonexistence of positive solutions for the quasilinear elliptic inequality $L_\mathcal{A} u= -{\rm div}[\mathcal{A}(x, u, \nabla u)]\geq (I_\alpha\ast u^p)u^q$ in $\Omega$, where $\Omega\subset \mathbb{R}^N,…

Analysis of PDEs · Mathematics 2021-02-01 Marius Ghergu , Paschalis Karageorgis , Gurpreet Singh

We introduce a randomized algorithm for computing the minimal-norm solution to an underdetermined system of linear equations. Given an arbitrary full-rank m x n matrix A with m<n, any m x 1 vector b, and any positive real number epsilon…

Numerical Analysis · Computer Science 2009-09-08 Mark Tygert

We propose smoothed primal-dual algorithms for solving stochastic and smooth nonconvex optimization problems with linear inequality constraints. Our algorithms are single-loop and only require a single stochastic gradient based on one…

Optimization and Control · Mathematics 2025-04-11 Ruichuan Huang , Jiawei Zhang , Ahmet Alacaoglu

Advanced embedded algorithms are growing in complexity and they are an essential contributor to the growth of autonomy in many areas. However, the promise held by these algorithms cannot be kept without proper attention to the considerably…

Computation and Language · Computer Science 2020-05-27 Raphaël Cohen , Eric Féron , Pierre-Loïc Garoche

Solving a quadratic nonlinear system of equations (QNSE) is a fundamental, but important, task in nonlinear science. We propose an efficient quantum algorithm for solving $n$-dimensional QNSE. Our algorithm embeds QNSE into a…

Quantum Physics · Physics 2022-10-11 Cheng Xue , Xiao-Fan Xu , Yu-Chun Wu , Guo-Ping Guo

The minimum volume enclosing ellipsoid (MVEE) problem is an optimization problem in the basis of many practical problems. This paper describes some new properties of this model and proposes a first-order oracle algorithm, the Adjusted…

Optimization and Control · Mathematics 2018-04-03 Jie Tao , Wei Zhang , Chao Lu

In this paper, ellipsoid method for linear programming is derived using only minimal knowledge of algebra and matrices. Unfortunately, most authors first describe the algorithm, then later prove its correctness, which requires a good…

Data Structures and Algorithms · Computer Science 2017-12-14 Sanjeev Saxena

We develop numerical algorithms to approximate positive solutions of elliptic boundary value problems with superlinear subcritical nonlinearity on the boundary of the form $-\Delta u + u = 0$ in $\Omega$ with $\frac{\partial u}{\partial…

Numerical Analysis · Mathematics 2025-09-12 Shalmali Bandyopadhyay , Thomas Lewis , Dustin Nichols

The Quantum Approximate Optimization Algorithm (QAOA) is a highly promising variational quantum algorithm that aims to solve combinatorial optimization problems that are classically intractable. This comprehensive review offers an overview…

Quantum computing enables the efficient resolution of complex problems, often outperforming classical methods across various applications. In 2009, Harrow, Hassidim and Lloyd proposed an algorithm for solving linear systems of equations,…

In this paper, we study the fundamental open question of finding the optimal high-order algorithm for solving smooth convex minimization problems. Arjevani et al. (2019) established the lower bound $\Omega\left(\epsilon^{-2/(3p+1)}\right)$…

Optimization and Control · Mathematics 2022-05-20 Dmitry Kovalev , Alexander Gasnikov

The quantum approximate optimization algorithm (QAOA) is a leading candidate algorithm for solving optimization problems on quantum computers. However, the potential of QAOA to tackle classically intractable problems remains unclear. Here,…