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We propose an accelerated block proximal linear framework with adaptive momentum (ABPL$^+$) for nonconvex and nonsmooth optimization. We analyze the potential causes of the extrapolation step failing in some algorithms, and resolve this…

Optimization and Control · Mathematics 2023-08-25 Weifeng Yang , Wenwen Min

We present a Monte Carlo algorithm that allows the simultaneous determination of a few extremal eigenpairs of a very large matrix without the need to compute the inner product of two vectors or store all the components of any one vector.…

Computational Physics · Physics 2015-05-13 T. E. Booth , J. E. Gubernatis

This research presents a novel method using an adversarial neural network to solve the eigenvalue topology optimization problems. The study focuses on optimizing the first eigenvalues of second-order elliptic and fourth-order biharmonic…

Optimization and Control · Mathematics 2024-05-13 Xindi Hu , Jiaming Weng , Shengfeng Zhu

This paper introduces a parallel and distributed extension to the alternating direction method of multipliers (ADMM) for solving convex problem: minimize $\sum_{i=1}^N f_i(x_i)$ subject to $\sum_{i=1}^N A_i x_i=c, x_i\in \mathcal{X}_i$. The…

Optimization and Control · Mathematics 2014-03-20 Wei Deng , Ming-Jun Lai , Zhimin Peng , Wotao Yin

The network alignment problem asks for the best correspondence between two given graphs, so that the largest possible number of edges are matched. This problem appears in many scientific problems (like the study of protein-protein…

Computation · Statistics 2017-07-18 Efe Onaran , Soledad Villar

We present a novel method to estimate the dominant eigenvalue and eigenvector pair of any non-negative real matrix via graph infection. The key idea in our technique lies in approximating the solution to the first-order matrix ordinary…

Numerical Analysis · Mathematics 2023-05-09 Kaiyuan Yang , Li Xia , Y. C. Tay

A trajectory-following primal--dual interior-point method solves nonlinear optimization problems with inequality and equality constraints by approximately finding points satisfying perturbed Karush--Kuhn--Tucker optimality conditions for a…

Optimization and Control · Mathematics 2025-07-03 Pim Heeman , Anders Forsgren

A method is suggested allowing for the improvement of accuracy of self-similar factor and root approximants, constructed from asymptotic series. The method is based on performing a power transform of the given asymptotic series, with the…

Statistical Mechanics · Physics 2007-05-23 S. Gluzman , V. I. Yukalov

Extrapolation is a generic problem in physics and mathematics: how to use asymptotic data in one parametric regime to learn about the behavior of a function in another parametric regime. For example: extending weak coupling expansions to…

High Energy Physics - Theory · Physics 2019-10-25 Ovidiu Costin , Gerald V. Dunne

We develop a novel primal-dual algorithm to solve a class of nonsmooth and nonlinear compositional convex minimization problems, which covers many existing and brand-new models as special cases. Our approach relies on a combination of a new…

Optimization and Control · Mathematics 2021-04-20 Yuzixuan Zhu , Deyi Liu , Quoc Tran-Dinh

We introduce a novel extrapolation algorithm inspired by quantum mechanics and evaluate its performance against linear prediction. Our method involves mapping function values onto a quantum state and estimating future function values by…

Quantum Physics · Physics 2023-10-13 Lambert Lin , Steven R White

In this work, we explore the application of multilinear algebra in reducing the order of multidimentional linear time-invariant (MLTI) systems. We use tensor Krylov subspace methods as key tools, which involve approximating the system…

Numerical Analysis · Mathematics 2023-05-19 M. A. Hamadi , K. Jbilou , A. Ratnani

A linear-algebraic theory called 'multiple Arnoldi method' is presented and realizes large-scale (order-N) electronic structure calculation with generalized eigen-value equations. A set of linear equations, in the form of (zS-H) x = b, are…

Materials Science · Physics 2012-04-04 T. Hoshi , S. Yamamoto , T. Fujiwara , T. Sogabe , S. -L. Zhang

One of the most computationally expensive steps of the low-rank ADI method for large-scale Lyapunov equations is the solution of a shifted linear system at each iteration. We propose the use of the extended Krylov subspace method for this…

Numerical Analysis · Mathematics 2022-08-09 Peter Benner , Davide Palitta , Jens Saak

High order exponential integrators require computing linear combination of exponential like $\varphi$-functions of large matrices $A$ times a vector $v$. Krylov projection methods are the most general and remain an efficient choice for…

Numerical Analysis · Mathematics 2024-10-22 Tanya Tafolla , Stéphane Gaudreault , Mayya Tokman

A retrieval model should not only interpolate the training data but also extrapolate well to the queries that are different from the training data. While neural retrieval models have demonstrated impressive performance on ad-hoc search…

Information Retrieval · Computer Science 2022-08-05 Jingtao Zhan , Xiaohui Xie , Jiaxin Mao , Yiqun Liu , Jiafeng Guo , Min Zhang , Shaoping Ma

Inverse Vandermonde matrix calculation is a long-standing problem to solve nonsingular linear system $Vc=b$ where the rows of a square matrix $V$ are constructed by progression of the power polynomials. It has many applications in…

Numerical Analysis · Mathematics 2019-09-19 Mahdi S. Hosseini , Alfred Chen , Konstantinos N. Plataniotis

Various Neural Networks employ time-consuming matrix operations like matrix inversion. Many such matrix operations are faster to compute given the Singular Value Decomposition (SVD). Previous work allows using the SVD in Neural Networks…

Machine Learning · Computer Science 2020-09-30 Alexander Mathiasen , Frederik Hvilshøj , Jakob Rødsgaard Jørgensen , Anshul Nasery , Davide Mottin

Extrapolation in reinforcement learning is the ability to generalize at test time given states that could never have occurred at training time. Here we consider four factors that lead to improved extrapolation in a simple Gridworld…

Machine Learning · Computer Science 2020-04-16 Eugene Charniak

Emulators that can bypass computationally expensive scientific calculations with high accuracy and speed can enable new studies of fundamental science as well as more potential applications. In this work we discuss solving a system of…

Nuclear Theory · Physics 2022-07-06 Avik Sarkar , Dean Lee