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We study a cutting-plane method for semidefinite optimization problems (SDOs), and supply a proof of the method's convergence, under a boundedness assumption. By relating the method's rate of convergence to an initial outer approximation's…

Optimization and Control · Mathematics 2020-02-17 Dimitris Bertsimas , Ryan Cory-Wright

We present new convergence analyses for parallel subspace correction methods for unconstrained semicoercive and nearly semicoercive convex optimization problems, generalizing the theory of singular and nearly singular linear problems to a…

Numerical Analysis · Mathematics 2026-04-03 Young-Ju Lee , Jongho Park

Strong approximation errors of both finite element semi-discretization and spatio-temporal full discretization are analyzed for the stochastic Allen-Cahn equation driven by additive noise in space dimension $d \leq 3$. The full…

Numerical Analysis · Mathematics 2020-08-04 Ruisheng Qi , Xiaojie Wang

The technique of semidefinite programming (SDP) relaxation can be used to obtain a nontrivial bound on the optimal value of a nonconvex quadratically constrained quadratic program (QCQP). We explore concave quadratic inequalities that hold…

Optimization and Control · Mathematics 2016-09-30 Jaehyun Park , Stephen Boyd

A new nonparametric estimator for Toeplitz covariance matrices is proposed. This estimator is based on a data transformation that translates the problem of Toeplitz covariance matrix estimation to the problem of mean estimation in an…

Statistics Theory · Mathematics 2024-01-08 Karolina Klockmann , Tatyana Krivobokova

Quadratic Unconstrained Binary Optimization models are useful for solving a diverse range of optimization problems. Constraints can be added by incorporating quadratic penalty terms into the objective, often with the introduction of slack…

Optimization and Control · Mathematics 2021-05-18 Amit Verma , Mark Lewis

In this work, we consider two types of large-scale quadratic matrix equations: Continuous-time algebraic Riccati equations, which play a central role in optimal and robust control, and unilateral quadratic matrix equations, which arise from…

Numerical Analysis · Mathematics 2019-03-07 Daniel Kressner , Patrick Kürschner , Stefano Massei

If a tensor with various symmetries is properly unfolded, then the resulting matrix inherits those symmetries. As tensor computations become increasingly important it is imperative that we develop efficient structure preserving methods for…

Numerical Analysis · Computer Science 2014-12-01 Charles Van Loan , Joseph Vokt

The quadratic programming over one inequality quadratic constraint (QP1QC) is a very special case of quadratically constrained quadratic programming (QCQP) and attracted much attention since early 1990's. It is now understood that, under…

Optimization and Control · Mathematics 2016-11-25 Yong Hsia , Gang-Xuan Lin , Ruey-Lin Sheu

The purpose of this work is the study of solution techniques for problems involving fractional powers of symmetric coercive elliptic operators in a bounded domain with Dirichlet boundary conditions. These operators can be realized as the…

Numerical Analysis · Mathematics 2013-02-05 Ricardo H. Nochetto , Enrique Otarola , Abner J. Salgado

Quantum error correction is one of the most important milestones for realization of large-scale quantum computation. To achieve this, it is essential not only to integrate a large number of qubits with high fidelity, but also to build a…

Quantum Physics · Physics 2023-08-07 Jun Fujisaki , Hirotaka Oshima , Shintaro Sato , Keisuke Fujii

To find the least squares solution of a very large and inconsistent system of equations, one can employ the extended Kaczmarz algorithm. This method simultaneously removes the error term, such that a consistent system is asymptotically…

Numerical Analysis · Mathematics 2015-04-02 Stefania Petra , Constantin Popa

We study the \emph{Proximal Alternating Predictor-Corrector} (PAPC) algorithm introduced recently by Drori, Sabach and Teboulle to solve nonsmooth structured convex-concave saddle point problems consisting of the sum of a smooth convex…

Optimization and Control · Mathematics 2018-09-24 D. Russell Luke , Ron Shefi

In this paper, we provide explicit formulas for the exact inverses of the symmetric tridiagonal near-Toeplitz matrices characterized by weak diagonal dominance in the Toeplitz part. Furthermore, these findings extend to scenarios where the…

Numerical Analysis · Mathematics 2024-07-11 Bakytzhan Kurmanbek , Yogi Erlangga , Yerlan Amanbek

This paper presents Toeplitz-Hermitian ADMM-Net (THADMM-Net), a deep neural network obtained by deep unfolding the alternating direction method of multipliers (ADMM) algorithm for solving the least absolute shrinkage thresholding operator…

Signal Processing · Electrical Eng. & Systems 2025-02-20 Youval Klioui

The most usual procedure for deriving curvature corrections to effective actions for topological defects is subjected to a critical reappraisal. A logically unjustified step (leading to overdetermination) is identified and rectified, taking…

High Energy Physics - Theory · Physics 2010-11-01 Brandon Carter , Ruth Gregory

In this paper we propose a stochastic primal dual fixed point method (SPDFP) for solving the sum of two proper lower semi-continuous convex function and one of which is composite. The method is based on the primal dual fixed point method…

Optimization and Control · Mathematics 2020-04-21 YaNanZhu , XiaoqunZhang

We propose a method for eliminating the truncation error associated with any subspace diagonalization calculation. The new method, called stochastic error correction, uses Monte Carlo sampling to compute the contribution of the remaining…

High Energy Physics - Lattice · Physics 2009-10-31 Dean Lee , Nathan Salwen , Mark Windoloski

In this paper we propose a randomized primal-dual proximal block coordinate updating framework for a general multi-block convex optimization model with coupled objective function and linear constraints. Assuming mere convexity, we establish…

Optimization and Control · Mathematics 2017-01-25 Xiang Gao , Yangyang Xu , Shuzhong Zhang

In this work, a new algorithm for solving symmetric indefinite systems of linear equations is presented. It factorizes the matrix into the form LDLt using Jacobi rotations in order to increase the pivot's absolute value. Furthermore, Rook's…

Numerical Analysis · Mathematics 2025-01-30 Ibai Coria , Gorka Urkullu , Haritz Uriarte , Igor Fernández de Bustos