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The graph partitioning problem is a well-known NP-hard problem. In this paper, we formulate a 0-1 quadratic integer programming model for the graph partitioning problem with vertex weight constraints and fixed vertex constraints, and…
The stochastic composition optimization proposed recently by Wang et al. [2014] minimizes the objective with the compositional expectation form: $\min_x~(\mathbb{E}_iF_i \circ \mathbb{E}_j G_j)(x).$ It summarizes many important applications…
Image reconstruction by Algebraic Methods (AM) outperforms the transform methods in situations where the data collection procedure is constrained by time, space, and radiation dose. AM algorithms can also be applied for the cases where…
Stochastic gradient methods for minimizing nonconvex composite objective functions typically rely on the Lipschitz smoothness of the differentiable part, but this assumption fails in many important problem classes like quadratic inverse…
Large-scale constrained optimization problems are at the core of many tasks in control, signal processing, and machine learning. Notably, problems with functional constraints arise when, beyond a performance{\nobreakdash-}centric goal…
This paper considers a class of constrained stochastic composite optimization problems whose objective function is given by the summation of a differentiable (possibly nonconvex) component, together with a certain non-differentiable (but…
The GMRES method is used to solve sparse, non-symmetric systems of linear equations arising from many scientific applications. The solver performance within a single node is memory bound, due to the low arithmetic intensity of its…
This paper considers the regularization continuation method and the trust-region updating strategy for the optimization problem with linear equality constraints.The proposed method utilizes the linear conservation law of the regularization…
We propose a generic framework based on a new stochastic variance-reduced gradient descent algorithm for accelerating nonconvex low-rank matrix recovery. Starting from an appropriate initial estimator, our proposed algorithm performs…
We present a gradient-based algorithm for unconstrained minimization derived from iterated linear change of basis. The new method is equivalent to linear conjugate gradient in the case of a quadratic objective function. In the case of exact…
Stochastic gradient descent (SGD) on a low-rank factorization is commonly employed to speed up matrix problems including matrix completion, subspace tracking, and SDP relaxation. In this paper, we exhibit a step size scheme for SGD on a…
Low-rank gradient-based optimization methods have significantly improved memory efficiency during the training of large language models (LLMs), enabling operations within constrained hardware without sacrificing performance. However, these…
This paper considers the regularization continuation method and the trust-region updating strategy for the nonlinearly equality-constrained optimization problem. Namely, it uses the inverse of the regularization quasi-Newton matrix as the…
We consider stochastic gradient methods under the interpolation regime where a perfect fit can be obtained (minimum loss at each observation). While previous work highlighted the implicit regularization of such algorithms, we consider an…
This paper proposes a reduced-rank scheme for adaptive beamforming based on the constrained joint iterative optimization of filters. We employ this scheme to devise two novel reduced-rank adaptive algorithms according to the constant…
We propose an online learning algorithm for a class of machine learning models under a separable stochastic approximation framework. The essence of our idea lies in the observation that certain parameters in the models are easier to…
Bilevel optimization is a fundamental tool in hierarchical decision-making and has been widely applied to machine learning tasks such as hyperparameter tuning, meta-learning, and continual learning. While significant progress has been made…
We consider minimization of a smooth nonconvex objective function using an iterative algorithm based on Newton's method and the linear conjugate gradient algorithm, with explicit detection and use of negative curvature directions for the…
In multimodal graph learning, graph structures that integrate information from multiple sources, such as vision and text, can more comprehensively model complex entity relationships. However, the continuous growth of their data scale poses…
The standard L-BFGS method relies on gradient approximations that are not dominated by noise, so that search directions are descent directions, the line search is reliable, and quasi-Newton updating yields useful quadratic models of the…