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Practical optimization problems may contain different kinds of difficulties that are often not tractable if one relies on a particular optimization method. Different optimization approaches offer different strengths that are good at…
We present a new algorithm which detects the maximal possible number of matched disjoint pairs satisfying a given caliper when a bipartite matching is done with respect to a scalar index (e.g., propensity score), and constructs a…
This paper aims to develop distributed algorithms for nonconvex optimization problems with complicated constraints associated with a network. The network can be a physical one, such as an electric power network, where the constraints are…
This paper applies the N-block PCPM algorithm to solve multi-scale multi-stage stochastic programs, with the application to electricity capacity expansion models. Numerical results show that the proposed simplified N-block PCPM algorithm,…
We propose a novel application of coded computing to the problem of the nearest neighbor estimation using MatDot Codes [Fahim. et.al. 2017], that are known to be optimal for matrix multiplication in terms of recovery threshold under storage…
This paper presents a convex approach to the optimization of a cooperative rendezvous, that is, the problem of two distant spacecraft that simultaneously operate to get closer. Convex programming guarantees convergence towards the optimal…
We extend a primal-dual fixed point algorithm (PDFP) proposed in [5] to solve two kinds of separable multi-block minimization problems, arising in signal processing and imaging science. This work shows the flexibility of applying PDFP…
We present improved approximation algorithms in stochastic optimization. We prove that the multi-stage stochastic versions of covering integer programs (such as set cover and vertex cover) admit essentially the same approximation algorithms…
Many physical questions in fluid dynamics can be recast in terms of norm constrained optimisation problems; which in-turn, can be further recast as unconstrained problems on spherical manifolds. Due to the nonlinearities of the governing…
Numerous algorithms and parallelisations have been developed for short-range particle simulations; however, none are optimally performant for all scenarios. Such a concept led to the prior development of the particle simulation library…
This paper first proposes an N-block PCPM algorithm to solve N-block convex optimization problems with both linear and nonlinear constraints, with global convergence established. A linear convergence rate under the strong second-order…
This paper considers the robust phase retrieval, which can be cast as a nonsmooth and nonconvex composite optimization problem. We propose two first-order algorithms with adaptive step sizes: the subgradient algorithm (AdaSubGrad) and the…
Low precision arithmetic, in particular half precision floating point arithmetic, is now available in commercial hardware. Using lower precision can offer significant savings in computation and communication costs with proportional savings…
We consider a MapReduce-type task running in a distributed computing model which consists of ${K}$ edge computing nodes distributed across the edge of the network and a Master node that assists the edge nodes to compute output functions.…
In this paper, we propose a class of super-schemes for efficiently solving nonlinear unconstrained optimization problems. The proposed approach introduces two novel choices of step-size parameters, leading to efficient descent directions…
Large language models (LLMs) benefit from test-time scaling but are often hampered by high inference latency. Speculative decoding is a natural way to accelerate the scaling process; however, scaling along both the parallel and sequential…
In this work we study the problem of scheduling tasks with dependencies in multiprocessor architectures where processors have different speeds. We present the preemptive algorithm "Save-Energy" that given a schedule of tasks it post…
Sensitivity analysis plays an important role in searching for constitutive parameters (e.g. permeability) subsurface flow simulations. The mathematics behind is to solve a dynamic constrained optimization problem. Traditional methods like…
We propose an efficient ADMM method with guarantees for high-dimensional problems. We provide explicit bounds for the sparse optimization problem and the noisy matrix decomposition problem. For sparse optimization, we establish that the…
Dualization is a key discrete enumeration problem. It is not known whether or not this problem is polynomial-time solvable. Asymptotically optimal dualization algorithms are the fastest among the known dualization algorithms, which is…