Related papers: The APC Algorithm of Solving Large-Scale Linear Sy…

Federated learning enables training on a massive number of edge devices. To improve flexibility and scalability, we propose a new asynchronous federated optimization algorithm. We prove that the proposed approach has near-linear convergence…

Integer programming problems (IPs) are challenging to be solved efficiently due to the NP-hardness, especially for large-scale IPs. To solve this type of IPs, Large neighborhood search (LNS) uses an initial feasible solution and iteratively…

This work proposes a causal and recursive algorithm for solving the "robust" principal components' analysis (PCA) problem. We primarily focus on robustness to correlated outliers. In recent work, we proposed a new way to look at this…

This paper presents the formulation of fault detection and accommodation schemes for a network of autonomous agents running internal model-based dynamic average consensus algorithms. We focus on two types of consensus algorithms, one that…

Principal component analysis (PCA) frequently suffers from the disturbance of outliers and thus a spectrum of robust extensions and variations of PCA have been developed. However, existing extensions of PCA treat all samples equally even…

Distributed algorithms for solving coupled semidefinite programs (SDPs) commonly require many iterations to converge. They also put high computational demand on the computational agents. In this paper we show that in case the coupled…

This paper proposes a method for solving multivariate regression and classification problems using piecewise linear predictors over a polyhedral partition of the feature space. The resulting algorithm that we call PARC (Piecewise Affine…

This paper proposes a novel approach to determining the internal parameters of the hashing-based approximate model counting algorithm $\mathsf{ApproxMC}$. In this problem, the chosen parameter values must ensure that $\mathsf{ApproxMC}$ is…

Approximate linear programming (ALP) is an efficient approach to solving large factored Markov decision processes (MDPs). The main idea of the method is to approximate the optimal value function by a set of basis functions and optimize…

In this paper, we analyze the convergence %semi-convergence properties of projected non-stationary block iterative methods (P-BIM) aiming to find a constrained solution to large linear, usually both noisy and ill-conditioned, systems of…

Compressed sensing typically deals with the estimation of a system input from its noise-corrupted linear measurements, where the number of measurements is smaller than the number of input components. The performance of the estimation…

In this paper we accomplish the development of the fast rank-adaptive solver for tensor-structured symmetric positive definite linear systems in higher dimensions. In [arXiv:1301.6068] this problem is approached by alternating minimization…

Many machine learning models, including those with non-smooth regularizers, can be formulated as consensus optimization problems, which can be solved by the alternating direction method of multipliers (ADMM). Many recent efforts have been…

This paper presents a new approach to solve linear and nonlinear model predictive control (MPC) problems that requires small memory footprint and throughput and is particularly suitable when the model and/or controller parameters change at…

Many signal processing algorithms break the target signal into overlapping segments (also called windows, or patches), process them separately, and then stitch them back into place to produce a unified output. At the overlaps, the final…

This paper considers the problem of Byzantine fault tolerance in distributed linear regression in a multi-agent system. However, the proposed algorithms are given for a more general class of distributed optimization problems, of which…

Kaczmarz algorithm is an efficient iterative algorithm to solve overdetermined consistent system of linear equations. During each updating step, Kaczmarz chooses a hyperplane based on an individual equation and projects the current estimate…

Distributed signal processing algorithms have become a hot topic during the past years. One class of algorithms that have received special attention are particles filters (PFs). However, most distributed PFs involve various heuristic or…

Principal component analysis (PCA) is arguably the most widely used approach for large-dimensional factor analysis. While it is effective when the factors are sufficiently strong, it can be inconsistent when the factors are weak and/or the…

The randomized Kaczmarz algorithm is one of the most popular approaches for solving large-scale linear systems due to its simplicity and efficiency. In this paper, we propose two classes of global randomized Kaczmarz methods for solving…