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In this paper, we propose a descent method for composite optimization problems with linear operators. Specifically, we first design a structure-exploiting preconditioner tailored to the linear operator so that the resulting preconditioned…
This paper proposes a parallelizable algorithm for linear-quadratic model predictive control (MPC) problems with state and input constraints. The algorithm itself is based on a parallel MPC scheme that has originally been designed for…
A subgradient method is presented for solving general convex optimization problems, the main requirement being that a strictly-feasible point is known. A feasible sequence of iterates is generated, which converges to within user-specified…
Mixture regression models are powerful tools for capturing heterogeneous covariate-response relationships, yet classical finite mixtures and Bayesian nonparametric alternatives often suffer from instability or overestimation of clusters…
Gaussian processes (GPs) are a widely used regression tool, but the cubic complexity of exact solvers limits their scalability. To address this challenge, we extend the GPRat library by incorporating a fully GPU-resident GP prediction…
Despite being the cornerstone of deep learning, backpropagation is criticized for its inherent sequentiality, which can limit the scalability of very deep models. Such models faced convergence issues due to vanishing gradient, later…
We present a novel deep learning approach to approximate the solution of large, sparse, symmetric, positive-definite linear systems of equations. These systems arise from many problems in applied science, e.g., in numerical methods for…
This paper proposes an algorithmic framework for solving parametric optimization problems which we call adjoint-based predictor-corrector sequential convex programming. After presenting the algorithm, we prove a contraction estimate that…
The performance of reproducing kernel Hilbert space-based methods is known to be sensitive to the choice of the reproducing kernel. Choosing an adequate reproducing kernel can be challenging and computationally demanding, especially in…
This paper proposes a matrix-free residual evaluation technique for the hybridizable discontinuous Galerkin method requiring a number of operations scaling only linearly with the number of degrees of freedom. The method results from…
Motivated by robust matrix recovery problems such as Robust Principal Component Analysis, we consider a general optimization problem of minimizing a smooth and strongly convex loss function applied to the sum of two blocks of variables,…
As we have entered Exascale computing, the faults in high-performance systems are expected to increase considerably. To compensate for a higher failure rate, the standard checkpoint/restart technique would need to create checkpoints at a…
Mixed-integer programming (MIP) extends linear programming by incorporating both continuous and integer decision variables, making it widely used in production planning, logistics scheduling, and resource allocation. However, MIP remains…
We consider a variant of regression problem, where the correspondence between input and output data is not available. Such shuffled data is commonly observed in many real world problems. Taking flow cytometry as an example, the measuring…
Iteration limited model predictive control (MPC) can stabilize a feedback control system under sufficient conditions; this work explores combining a low iteration limit MPC with a high iteration limit MPC for mixed-integer quadratic…
The growing demands of the worldwide IT infrastructure stress the need for reduced power consumption, which is addressed in so-called transprecision computing by improving energy efficiency at the expense of precision. For example, reducing…
In this paper, we consider a Model Predictive Control (MPC) problem of a continuous-time linear time-invariant system subject to continuous-time path constraints on the states and the inputs. By leveraging the concept of differential…
Forecast reconciliation is a post-forecasting process that involves transforming a set of incoherent forecasts into coherent forecasts which satisfy a given set of linear constraints for a multivariate time series. In this paper we extend…
Learning-based point cloud compression presents superior performance to handcrafted codecs. However, pretrained-based methods, which are based on end-to-end training and expected to generalize to all the potential samples, suffer from…
The linear conjugate gradient method is widely used in physical simulation, particularly for solving large-scale linear systems derived from Newton's method. The nonlinear conjugate gradient method generalizes the conjugate gradient method…