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We show that using the multi-splitting algorithm as a preconditioner for the domain wall Dirac linear operator, arising in lattice QCD, effectively reduces the inter-node communication cost, at the expense of performing more on-node…

High Energy Physics - Lattice · Physics 2021-09-09 Jiqun Tu , M. A. Clark , Chulwoo Jung , Robert Mawhinney

In this paper, we consider a composite optimization problem with linear coupling constraints in a multi-agent network. In this problem, all the agents jointly optimize a global composite cost function which is the linear sum of individual…

Optimization and Control · Mathematics 2021-06-28 Jianzheng Wang , Guoqiang Hu

The aim of this paper is to solve large-and-sparse linear Semidefinite Programs (SDPs) with low-rank solutions. We propose to use a preconditioned conjugate gradient method within second-order SDP algorithms and introduce a new efficient…

Optimization and Control · Mathematics 2021-05-19 Soodeh Habibi , Arefeh Kavand , Michal Kocvara , Michael Stingl

The complex spatial-temporal correlations in transportation networks make the traffic forecasting problem challenging. Since transportation system inherently possesses graph structures, many research efforts have been put with graph neural…

Machine Learning · Computer Science 2024-03-22 Yuyol Shin , Yoonjin Yoon

A primary challenge in metagenomics is reconstructing individual microbial genomes from the mixture of short fragments created by sequencing. Recent work leverages the sparsity of the assembly graph to find $r$-dominating sets which enable…

Data Structures and Algorithms · Computer Science 2023-01-24 Yosuke Mizutani , Annie Staker , Blair D. Sullivan

We study optimal diagonal preconditioning using the classical worst-case $\kappa$-condition number and the averaging-based $\omega$-condition number. For the $\kappa$-optimal preconditioning problem, we derive an affine-based pseudoconvex…

Optimization and Control · Mathematics 2026-05-01 Saeed Ghadimi , Woosuk L. Jung , Arnesh Sujanani , David Torregrosa-Belén , Henry Wolkowicz

This paper is concerned with the theory, construction and application of variable-stepsize implicit Peer two-step methods that are super-convergent for variable stepsizes, i.e., preserve their classical order achieved for uniform stepsizes…

Optimization and Control · Mathematics 2026-02-12 Jens Lang , Bernhard A. Schmitt

Achieving robust control and optimization in high-fidelity physics simulations is extremely challenging, especially for evolutionary systems whose solutions span vast scales across space, time, and physical variables. In conjunction with…

Optimization and Control · Mathematics 2025-05-29 Brian K. Tran , Ben S. Southworth , Hannah F. Blumhoefer , Samuel Olivier

Preconditioned gradient iterations for very large eigenvalue problems are efficient solvers with growing popularity. However, only for the simplest preconditioned eigensolver, namely the preconditioned gradient iteration (or preconditioned…

Numerical Analysis · Mathematics 2011-08-12 Klaus Neymeyr

Projected Gradient Descent denotes a class of iterative methods for solving optimization programs. Its applicability to convex optimization programs has gained significant popularity for its intuitive implementation that involves only…

Optimization and Control · Mathematics 2016-10-24 Giampaolo Torrisi , Sergio Grammatico , Roy S. Smith , Manfred Morari

In this article we introduce Graph Generation, an enhanced Column Generation (CG) algorithm for solving expanded linear programming relaxations of mixed integer linear programs. To apply Graph Generation, we must be able to map any given…

Optimization and Control · Mathematics 2021-10-05 Julian Yarkony , Naveed Haghani , Amelia Regan

Predictive coding (PC) is a general theory of cortical function. The local, gradient-based learning rules found in one kind of PC model have recently been shown to closely approximate backpropagation. This finding suggests that this…

Neural and Evolutionary Computing · Computer Science 2021-12-09 Nick Alonso , Emre Neftci

The inverse problem of supervised reconstruction of depth-variable (time-dependent) parameters in a neural ordinary differential equation (NODE) is considered, that means finding the weights of a residual network with time continuous…

Machine Learning · Computer Science 2022-02-14 George Baravdish , Gabriel Eilertsen , Rym Jaroudi , B. Tomas Johansson , Lukáš Malý , Jonas Unger

Purpose: Design of a preconditioner for fast and efficient parallel imaging and compressed sensing reconstructions. Theory: Parallel imaging and compressed sensing reconstructions become time consuming when the problem size or the number of…

Computer Vision and Pattern Recognition · Computer Science 2018-08-14 Kirsten Koolstra , Jeroen van Gemert , Peter Börnert , Andrew Webb , Rob Remis

The adaptive $s$-step CG algorithm is a solver for sparse, symmetric positive definite linear systems designed to reduce the synchronization cost per iteration while still achieving a user-specified accuracy requirement. In this work, we…

Numerical Analysis · Mathematics 2019-08-13 Erin C. Carson

We develop multi-step gradient methods for network-constrained optimization of strongly convex functions with Lipschitz-continuous gradients. Given the topology of the underlying network and bounds on the Hessian of the objective function,…

Optimization and Control · Mathematics 2015-06-12 Euhanna Ghadimi , Iman Shames , Mikael Johansson

Rapid and reliable solvers for parametric partial differential equations (PDEs) are needed in many scientific and engineering disciplines. For example, there is a growing demand for composites and architected materials with heterogeneous…

Numerical Analysis · Mathematics 2026-02-05 Julius Herb , Felix Fritzen

In a modern observational study based on healthcare databases, the number of observations and of predictors typically range in the order of $10^5$ ~ $10^6$ and of $10^4$ ~ $10^5$. Despite the large sample size, data rarely provide…

Computation · Statistics 2022-03-30 Akihiko Nishimura , Marc A. Suchard

An increasing amount of gas-fired power plants are currently being installed in modern power grids worldwide. This is due to their low cost and the inherent flexibility offered to the electrical network, particularly in the face of…

Computational Engineering, Finance, and Science · Computer Science 2018-04-26 Conor O'Malley , Drosos Kourounis , Gabriela Hug , Olaf Schenk

We investigate fast and communication-efficient algorithms for the classic problem of minimizing a sum of strongly convex and smooth functions that are distributed among $n$ different nodes, which can communicate using a limited number of…

Optimization and Control · Mathematics 2021-06-21 Foivos Alimisis , Peter Davies , Dan Alistarh