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We analyze Newton's method with lazy Hessian updates for solving general possibly non-convex optimization problems. We propose to reuse a previously seen Hessian for several iterations while computing new gradients at each step of the…

Optimization and Control · Mathematics 2023-06-16 Nikita Doikov , El Mahdi Chayti , Martin Jaggi

Discrete optimization belongs to the set of $\mathcal{NP}$-hard problems, spanning fields such as mixed-integer programming and combinatorial optimization. A current standard approach to solving convex discrete optimization problems is the…

Machine Learning · Computer Science 2024-02-28 Kyle Mana , Fernando Acero , Stephen Mak , Parisa Zehtabi , Michael Cashmore , Daniele Magazzeni , Manuela Veloso

Multilevel methods are among the most efficient numerical methods for solving large-scale systems of equations that arise from discretized partial differential equations. Two-level convergence theory plays a fundamental role in the analysis…

Numerical Analysis · Mathematics 2025-06-04 Xuefeng Xu

We present an error-neural-modeling-based strategy for approximating two-dimensional curvature in the level-set method. Our main contribution is a redesigned hybrid solver [Larios-C\'ardenas and Gibou, J. Comput. Phys. (May 2022),…

Numerical Analysis · Mathematics 2022-09-29 Luis Ángel Larios-Cárdenas , Frédéric Gibou

In this note, we first recall the nonconvex problem setting and introduce the optimal PAGE algorithm (Li et al., ICML'21). Then we provide a simple and clean convergence analysis of PAGE for achieving optimal convergence rates. Moreover,…

Optimization and Control · Mathematics 2021-06-18 Zhize Li

Inspired by multigrid methods for linear systems of equations, multilevel optimization methods have been proposed to solve structured optimization problems. Multilevel methods make more assumptions regarding the structure of the…

Optimization and Control · Mathematics 2019-11-27 Chin Pang Ho , Michal Kocvara , Panos Parpas

The study of approximate matching in the Massively Parallel Computations (MPC) model has recently seen a burst of breakthroughs. Despite this progress, however, we still have a far more limited understanding of maximal matching which is one…

Data Structures and Algorithms · Computer Science 2023-10-17 Soheil Behnezhad , MohammadTaghi Hajiaghayi , David G. Harris

Bilevel optimization is a powerful tool for many machine learning problems, such as hyperparameter optimization and meta-learning. Estimating hypergradients (also known as implicit gradients) is crucial for developing gradient-based methods…

Optimization and Control · Mathematics 2025-05-06 Youran Dong , Junfeng Yang , Wei Yao , Jin Zhang

We present a geometric multilevel optimization approach that smoothly incorporates box constraints. Given a box constrained optimization problem, we consider a hierarchy of models with varying discretization levels. Finer models are…

Optimization and Control · Mathematics 2024-04-23 Sebastian Müller , Stefania Petra , Matthias Zisler

This paper considers large scale constrained convex programs, which are usually not solvable by interior point methods or other Newton-type methods due to the prohibitive computation and storage complexity for Hessians and matrix…

Optimization and Control · Mathematics 2016-08-02 Hao Yu , Michael J. Neely

In this paper, we consider the network slicing problem which attempts to map multiple customized virtual network requests (also called services) to a common shared network infrastructure and allocate network resources to meet diverse…

Networking and Internet Architecture · Computer Science 2021-02-05 Wei-Kun Chen , Ya-Feng Liu , Yu-Hong Dai , Zhi-Quan Luo

In this paper, we generalize (accelerated) Newton's method with cubic regularization under inexact second-order information for (strongly) convex optimization problems. Under mild assumptions, we provide global rate of convergence of these…

Optimization and Control · Mathematics 2017-10-17 Saeed Ghadimi , Han Liu , Tong Zhang

We analyze the convergence rate of the multiplicative gradient (MG) method for PET-type problems with $m$ component functions and an $n$-dimensional optimization variable. We show that the MG method has an $O(\ln(n)/t)$ convergence rate, in…

Optimization and Control · Mathematics 2022-09-28 Renbo Zhao

We give quantum speedups of several general-purpose numerical optimisation methods for minimising a function $f:\mathbb{R}^n \to \mathbb{R}$. First, we show that many techniques for global optimisation under a Lipschitz constraint can be…

The aim of this paper is to present a new method of approximation of planar data set using only arcs or segments. The first problem we are trying to solve is the following: the CNC machines can work only with simple curves (arcs or…

Numerical Analysis · Mathematics 2013-11-25 Maurizio Scarparo

Rendering reflections in curved mirrors is crucial for enhancing the realism in computer-generated hologram (CGH), yet it poses a fundamental challenge due to the unique computational principles of CGH. Conventional methods using B\'ezier…

Optics · Physics 2026-01-13 Kodai Ono , Seok Kang , Yuji Sakamoto

The multiway-cut problem is, given a weighted graph and k >= 2 terminal nodes, to find a minimum-weight set of edges whose removal separates all the terminals. The problem is NP-hard, and even NP-hard to approximate within 1+delta for some…

Data Structures and Algorithms · Computer Science 2015-06-02 David Karger , Phil Klein , Cliff Stein , Mikkel Thorup , Neal E. Young

In \cite{NRxx}, we proposed a numerical regularized moment method of arbitrary order (abbreviated as NRxx method) for Boltzmann-BGK equation, which makes numerical simulation using very large number of moments possible. In this paper, we…

Mathematical Physics · Physics 2010-11-30 Zhenning Cai , Ruo Li , Yanli Wang

A fast algorithm (linear in the degrees of freedom) for the solution of linear variable-coefficient rational-order fractional integral and differential equations is described. The approach is related to the ultraspherical method for…

Numerical Analysis · Mathematics 2017-12-04 Nicholas Hale , Sheehan Olver

We give new positive and negative results (some conditional) on speeding up computational algebraic geometry over the reals: (1) A new and sharper upper bound on the number of connected components of a semialgebraic set. Our bound is novel…

Algebraic Geometry · Mathematics 2007-05-23 J. Maurice Rojas
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