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We propose HAMSI (Hessian Approximated Multiple Subsets Iteration), which is a provably convergent, second order incremental algorithm for solving large-scale partially separable optimization problems. The algorithm is based on a local…

Modern parallel computing devices, such as the graphics processing unit (GPU), have gained significant traction in scientific and statistical computing. They are particularly well-suited to data-parallel algorithms such as the particle…

Computation · Statistics 2015-06-12 Lawrence M. Murray , Anthony Lee , Pierre E. Jacob

Bilevel optimization, addressing challenges in hierarchical learning tasks, has gained significant interest in machine learning. The practical implementation of the gradient descent method to bilevel optimization encounters computational…

Machine Learning · Computer Science 2025-02-04 Sheng Fang , Yong-Jin Liu , Wei Yao , Chengming Yu , Jin Zhang

This paper proposes a combination of a hybrid CPU--GPU and a pure GPU software implementation of a direct algorithm for solving shifted linear systems $(A - \sigma I)X = B$ with large number of complex shifts $\sigma$ and multiple…

Mathematical Software · Computer Science 2017-08-24 Nela Bosner , Zvonimir Bujanović , Zlatko Drmač

Parallel Quantum Annealing is a technique to solve multiple optimization problems simultaneously. Parallel quantum annealing aims to optimize the utilization of available qubits on a quantum topology by addressing multiple independent…

Quantum Physics · Physics 2024-03-12 Arit Kumar Bishwas , Anuraj Som , Saurabh Choudhary

The algorithm based on integration over Lefschetz thimbles is a promising method to resolve the sign problem for complex actions. However, this algorithm often meets a difficulty in actual Monte Carlo calculations because the configuration…

High Energy Physics - Lattice · Physics 2019-12-06 Masafumi Fukuma , Naoya Umeda

As Deep Neural Networks (DNNs) grow in size and complexity, they often exceed the memory capacity of a single accelerator, necessitating the sharding of model parameters across multiple accelerators. Pipeline parallelism is a commonly used…

Machine Learning · Computer Science 2024-05-29 Christopher Rae , Joseph K. L. Lee , James Richings

In many-body quantum systems, the quantum Fisher information an observer can obtain is susceptible to decoherence. Consequently, quantum enhanced metrology, such as Heisenberg scaling, cannot usually be achieved. We show, via two distinct…

Quantum Physics · Physics 2022-12-06 Le Hu , Shengshi Pang , Andrew Jordan

The tensor-train (TT) decomposition expresses a tensor in a data-sparse format used in molecular simulations, high-order correlation functions, and optimization. In this paper, we propose four parallelizable algorithms that compute the TT…

Numerical Analysis · Mathematics 2021-11-23 Tianyi Shi , Maximilian Ruth , Alex Townsend

There are three main types of numerical computations for the Bessel function of the second kind: series expansion, continued fraction, and asymptotic expansion. In addition, they are combined in the appropriate domain for each. However,…

Numerical Analysis · Mathematics 2021-09-09 Takashi Takekawa

The retrieval of phases from intensity measurements is a key process in many fields in science, from optical microscopy to x-ray crystallography. Here we study phase retrieval of a one-dimensional multi-phase object that is illuminated by…

Quantum Physics · Physics 2016-02-16 Liat Liberman , Yonatan Israel , Eilon Poem , Yaron Silberberg

The problem of computing recurrence coefficients of sequences of rational functions orthogonal with respect to a discrete inner product is formulated as an inverse eigenvalue problem for a pencil of Hessenberg matrices. Two procedures are…

Numerical Analysis · Mathematics 2021-05-24 Niel Van Buggenhout , Marc Van Barel , Raf Vandebril

The Stochastic Primal-Dual Hybrid Gradient (SPDHG) was proposed by Chambolle et al. (2018) and is an efficient algorithm to solve some nonsmooth large-scale optimization problems. In this paper we prove its almost sure convergence for…

Optimization and Control · Mathematics 2021-04-02 Eric B. Gutierrez , Claire Delplancke , Matthias J. Ehrhardt

We propose a high-quality photo-to-pencil translation method with fine-grained control over the drawing style. This is a challenging task due to multiple stroke types (e.g., outline and shading), structural complexity of pencil shading…

Computer Vision and Pattern Recognition · Computer Science 2019-03-22 Yijun Li , Chen Fang , Aaron Hertzmann , Eli Shechtman , Ming-Hsuan Yang

We consider a three-level parallelisation scheme. The second and third levels define a classical two-level parallelisation scheme and some load balancing algorithm is used to distribute tasks among processes. It is well-known that for many…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-09-24 Rima Kriauzienė , Andrej Bugajev , Raimondas Čiegis

Inverse iteration is known to be an effective method for computing eigenvectors corresponding to simple and well-separated eigenvalues. In the non-symmetric case, the solution of shifted Hessenberg systems is a central step. Existing…

Mathematical Software · Computer Science 2021-01-14 Angelika Schwarz

In this paper, we discuss the problem of minimizing the sum of two convex functions: a smooth function plus a non-smooth function. Further, the smooth part can be expressed by the average of a large number of smooth component functions, and…

Machine Learning · Computer Science 2016-11-17 Luo Luo , Zihao Chen , Zhihua Zhang , Wu-Jun Li

For solving a class of block two-by-two real linear system, a new single-step iteration method based on triangular splitting scheme is proposed in this paper. Then the convergence properties of this method are carefully investigated. In…

Numerical Analysis · Mathematics 2021-12-14 Jie Wu , Xi'an Li

We introduce a machine-learning framework to learn the hyperparameter sequence of first-order methods (e.g., the step sizes in gradient descent) to quickly solve parametric convex optimization problems. Our computational architecture…

Optimization and Control · Mathematics 2024-12-23 Rajiv Sambharya , Bartolomeo Stellato

Quasi-Monte Carlo algorithms are studied for designing discrete approximations of two-stage linear stochastic programs. Their integrands are piecewise linear, but neither smooth nor lie in the function spaces considered for QMC error…

Optimization and Control · Mathematics 2014-10-31 H. Heitsch , H. Leövey , W. Römisch