Related papers: Theoretical and Computable Optimal Subspace Expans…

In this paper, we propose a spectral framework that embeds 1D and 2D quasiperiodic Helmholtz eigenvalue problems into higher-dimensional (2D and 4D) periodic spaces via the projection method \cite{jiang2014numerical, jiang2024numerical}. To…

Thanks to its great potential in reducing both computational cost and memory requirements, combining sketching and Krylov subspace techniques has attracted a lot of attention in the recent literature on projection methods for linear…

We study projection-free methods for constrained Riemannian optimization. In particular, we propose the Riemannian Frank-Wolfe (RFW) method. We analyze non-asymptotic convergence rates of RFW to an optimum for (geodesically) convex…

We extend the Theory of Computation on real numbers, continuous real functions, and bounded closed Euclidean subsets, to compact metric spaces $(X,d)$: thereby generically including computational and optimization problems over higher types,…

Reliable and efficient computation of the pseudospectral abscissa in the large-scale setting is still not settled. Unlike the small-scale setting where there are globally convergent criss-cross algorithms, all algorithms in the large-scale…

We propose a stochastic variance-reduced cubic regularized Newton algorithm to optimize the finite-sum problem over a Riemannian submanifold of the Euclidean space. The proposed algorithm requires a full gradient and Hessian update at the…

Consider an algebraic two-level method applied to the $n$-dimensional linear system $A \mathbf{x} = \mathbf{b}$ using fine-space preconditioner (i.e., ``relaxation'' or ``smoother'') $M$, with $M \approx A$, restriction and interpolation…

It is often the case that the computed optimal solution of an optimization problem cannot be implemented directly, irrespective of data accuracy, due to either (i) technological limitations (such as physical tolerances of machines or…

Optimization with orthogonality constraints frequently arises in various fields such as machine learning. Riemannian optimization offers a powerful framework for solving these problems by equipping the constraint set with a Riemannian…

Efficient scalar multiplication in Abelian groups (which is an important operation in public key cryptography) can be performed using digital expansions. Apart from rational integer bases (double-and-add algorithm), imaginary quadratic…

Let $A$ and $X$ be nonempty, bounded and closed subsets of a geodesic metric space $(E,d)$. The minimization (resp. maximization) problem denoted by $\min(A,X)$ (resp. $\max(A,X)$) consists in finding $(a_0,x_0) \in A \times X$ such that…

The optimization of shape functionals under convexity, diameter or constant width constraints shows numerical challenges. The support function can be used in order to approximate solutions to such problems by finite dimensional optimization…

This work deals with theoretical and numerical aspects related to the behavior of the Steklov-Lam\'e eigenvalues on variable domains. After establishing the eigenstructure for the disk, we prove that for a certain class of Lam\'e…

An orthonormal basis matrix $X$ of a subspace ${\cal X}$ is known not to be unique, unless there are some kinds of normalization requirements. One of them is to require that $X^{\rm T}D$ is positive semi-definite, where $D$ is a constant…

We focus on computing certified upper bounds for the positive maximal singular value (PMSV) of a given matrix. The PMSV problem boils down to maximizing a quadratic polynomial on the intersection of the unit sphere and the nonnegative…

We explore the problem of approximate matrix multiplication (AMM) within the sliding window model, where algorithms utilize limited space to perform large-scale matrix multiplication in a streaming manner. This model has garnered increasing…

We study optimization problems whereby the optimization variable is a probability measure. Since the probability space is not a vector space, many classical and powerful methods for optimization (e.g., gradients) are of little help. Thus,…

Consider the Maximum Weight Independent Set problem for rectangles: given a family of weighted axis-parallel rectangles in the plane, find a maximum-weight subset of non-overlapping rectangles. The problem is notoriously hard both in the…

Pseudospectra and structured pseudospectra are important tools for the analysis of matrices. Their computation, however, can be very demanding for all but small matrices. A new approach to compute approximations of pseudospectra and…

Oblivious low-distortion subspace embeddings are a crucial building block for numerical linear algebra problems. We show for any real $p, 1 \leq p < \infty$, given a matrix $M \in \mathbb{R}^{n \times d}$ with $n \gg d$, with constant…