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This paper develops a primal-dual dynamical system where the coefficients are designed in closed-loop way for solving a convex optimization problem with linear equality constraints. We first introduce a ``second-order primal" +…

Optimization and Control · Mathematics 2026-03-03 Huan Zhang , Xiangkai Sun , Shengjie Li , Kok Lay Teo

We present a batched first-order method for solving multiple linear programs in parallel on GPUs. Our approach extends the primal-dual hybrid gradient algorithm to efficiently solve batches of related linear programming problems that arise…

Optimization and Control · Mathematics 2026-01-30 Nicolas Blin , Stefano Gualandi , Christopher Maes , Andrea Lodi , Bartolomeo Stellato

In today's data driven world, storing, processing, and gleaning insights from large-scale data are major challenges. Data compression is often required in order to store large amounts of high-dimensional data, and thus, efficient inference…

Machine Learning · Statistics 2018-09-11 Denali Molitor , Deanna Needell

In this paper we consider a class of optimization problems with a strongly convex objective function and the feasible set given by an intersection of a simple convex set with a set given by a number of linear equality and inequality…

Optimization and Control · Mathematics 2016-05-11 Alexey Chernov , Pavel Dvurechensky , Alexander Gasnikov

We consider the problem of tracking one solution path defined by a polynomial homotopy on a parallel shared memory computer. Our robust path tracker applies Newton's method on power series to locate the closest singular parameter value. On…

Numerical Analysis · Mathematics 2020-07-31 Simon Telen , Marc Van Barel , Jan Verschelde

The dedicated memory of hardware accelerators can be insufficient to store all weights and/or intermediate states of large deep learning models. Although model parallelism is a viable approach to reduce the memory pressure issue,…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-08-27 Mohamed Wahib , Haoyu Zhang , Truong Thao Nguyen , Aleksandr Drozd , Jens Domke , Lingqi Zhang , Ryousei Takano , Satoshi Matsuoka

There is a recent interest on first-order methods for linear programming (LP). In this paper,we propose a stochastic algorithm using variance reduction and restarts for solving sharp primal-dual problems such as LP. We show that the…

Optimization and Control · Mathematics 2024-01-02 Haihao Lu , Jinwen Yang

We present a new algorithm to solve min-max or min-min problems out of the convex world. We use rigidity assumptions, ubiquitous in learning, making our method applicable to many optimization problems. Our approach takes advantage of hidden…

Machine Learning · Computer Science 2020-07-20 Jérôme Bolte , Lilian Glaudin , Edouard Pauwels , Mathieu Serrurier

We study the problem of minimizing a sum of local objective convex functions over a network of processors/agents. This problem naturally calls for distributed optimization algorithms, in which the agents cooperatively solve the problem…

Optimization and Control · Mathematics 2019-04-01 Fatemeh Mansoori , Ermin Wei

We study and develop (stochastic) primal--dual block-coordinate descent methods for convex problems based on the method due to Chambolle and Pock. Our methods have known convergence rates for the iterates and the ergodic gap: $O(1/N^2)$ if…

Optimization and Control · Mathematics 2020-02-13 Tuomo Valkonen

We study a multi-robot assignment problem for multi-target tracking. The proposed problem can be viewed as the mixed packing and covering problem. To deal with a limitation on both sensing and communication ranges, a distributed approach is…

Robotics · Computer Science 2018-11-07 Yoonchang Sung , Ashish Kumar Budhiraja , Ryan K. Williams , Pratap Tokekar

Target tracking faces the challenge in coping with large volumes of data which requires efficient methods for real time applications. The complexity considered in this paper is when there is a large number of measurements which are required…

Computation · Statistics 2015-08-03 Allan De Freitas , François Septier , Lyudmila Mihaylova , Simon Godsill

In order to track all persons in a scene, the tracking-by-detection paradigm has proven to be a very effective approach. Yet, relying solely on a single detector is also a major limitation, as useful image information might be ignored.…

Computer Vision and Pattern Recognition · Computer Science 2018-04-25 Roberto Henschel , Laura Leal-Taixé , Daniel Cremers , Bodo Rosenhahn

This paper proposes a scalable binary CUR low-rank approximation algorithm that leverages parallel selection of representative rows and columns within a deterministic framework. By employing a blockwise adaptive cross approximation…

Numerical Analysis · Mathematics 2025-03-05 Bowen Su

In molecular simulations, one of the most difficult points is to track the real dynamics of many-body systems from the first principle. The present study shows that step-size dependences have an unexpected effect on simulation results, even…

chao-dyn · Physics 2008-02-03 Ken Umeno

Semidefinite programming is an important optimization task, often used in time-sensitive applications. Though they are solvable in polynomial time, in practice they can be too slow to be used in online, i.e. real-time applications. Here we…

Quantum Physics · Physics 2022-02-03 Tamás Kriváchy , Yu Cai , Joseph Bowles , Daniel Cavalcanti , Nicolas Brunner

We present two modified versions of the primal-dual splitting algorithm relying on forward-backward splitting proposed in \cite{vu} for solving monotone inclusion problems. Under strong monotonicity assumptions for some of the operators…

Optimization and Control · Mathematics 2013-03-13 Radu Ioan Bot , Ernö Robert Csetnek , Andre Heinrich

This research proposes a novel indicator-based hybrid evolutionary approach that combines approximate and exact algorithms. We apply it to a new bi-criteria formulation of the travelling thief problem, which is known to the Evolutionary…

Artificial Intelligence · Computer Science 2018-02-08 Junhua Wu , Sergey Polyakovskiy , Markus Wagner , Frank Neumann

We study the problem of high-dimensional regression when there may be interacting variables. Approaches using sparsity-inducing penalty functions such as the Lasso can be useful for producing interpretable models. However, when the number…

Methodology · Statistics 2016-12-30 Rajen D. Shah

We discuss a method for tracking individual molecules which globally optimizes the likelihood of the connections between molecule positions fast and with high reliability even for high spot densities and blinking molecules. Our method works…

Computer Vision and Pattern Recognition · Computer Science 2013-04-01 Andreas Karrenbauer , Dominik Wöll