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Inspired by the latest developments in multilevel Monte Carlo (MLMC) methods and randomised sketching for linear algebra problems we propose a MLMC estimator for real-time processing of matrix structured random data. Our algorithm is…
We present several generative and predictive algorithms based on the RKHS (reproducing kernel Hilbert spaces) methodology, which, most importantly, are scale up efficiently with large datasets or high-dimensional data. It is well recognized…
We study the two-dimensional hierarchical rectangle packing problem, motivated by applications in analog integrated circuit layout, facility layout, and logistics. Unlike classical strip or bin packing, the dimensions of the container are…
Imposing additional constraints on low-rank optimization has garnered growing interest. However, the geometry of coupled constraints hampers the well-developed low-rank structure and makes the problem intricate. To this end, we propose a…
In many applications, it is of interest to approximate data, given by mxn matrix A, by a matrix B of at most rank k, which is much smaller than m and n. The best approximation is given by singular value decomposition, which is too time…
In this paper, we develop a new decomposition technique for solving bi-objective linear programming problems. The proposed methodology combines the bi-objective simplex algorithm with Benders decomposition and can be used to obtain a…
Efficient and accurate low-rank approximations of multiple data sources are essential in the era of big data. The scaling of kernel-based learning algorithms to large datasets is limited by the O(n^2) computation and storage complexity of…
Addressing large-scale indefinite least squares (ILS) problem poses notable computational bottlenecks in the field of numerical linear algebra. State-of-the-art iterative schemes for such problems are predominantly constructed upon the…
This paper investigates minimax quadratic programming problems with coupled inequality constraints. By leveraging a duality theorem, we develop a dual algorithm that extends the dual active set method to the minimax setting, transforming…
Regular chains and triangular decompositions are fundamental and well-developed tools for describing the complex solutions of polynomial systems. This paper proposes adaptations of these tools focusing on solutions of the real analogue:…
The parallel linear equations solver capable of effectively using 1000+ processors becomes the bottleneck of large-scale implicit engineering simulations. In this paper, we present a new hierarchical parallel master-slave-structural…
We propose new algorithms for computing triangular decompositions of polynomial systems incrementally. With respect to previous works, our improvements are based on a {\em weakened} notion of a polynomial GCD modulo a regular chain, which…
We construct new resolvable decompositions of complete multigraphs and complete equipartite multigraphs into cycles of variable lengths (and a perfect matching if the vertex degrees are odd). We develop two techniques: {\em layering}, which…
Automated mathematical reasoning is a challenging problem that requires an agent to learn algebraic patterns that contain long-range dependencies. Two particular tasks that test this type of reasoning are (1) mathematical equation…
In this paper, we propose two exact distributed algorithms to solve mixed integer linear programming (MILP) problems with multiple agents where data privacy is important for the agents. A key challenge is that, because of the non-convex…
Current algorithms for large-scale industrial optimization problems typically face a trade-off: they either require exponential time to reach optimal solutions, or employ problem-specific heuristics. To overcome these limitations, we…
We consider scattered data approximation on product regions of equal and different dimensionality. On each of these regions, we assume quasi-uniform but unstructured data sites and construct optimal sparse grids for scattered data…
A fast Discrete Cosine Transform (DCT) algorithm is introduced that can be of particular interest in image processing. The main features of the algorithm are regularity of the graph and very low arithmetic complexity. The 16-point version…
We present a new transform, triple dqds, to help to compute the eigenvalues of a real tridiagonal matrix C using real arithmetic. The algorithm uses the real dqds transform to shift by a real number and triple dqds to shift by a complex…
A conventional way to handle model predictive control (MPC) problems distributedly is to solve them via dual decomposition and gradient ascent. However, at each time-step, it might not be feasible to wait for the dual algorithm to converge.…