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In this paper we propose a variant of the random coordinate descent method for solving linearly constrained convex optimization problems with composite objective functions. If the smooth part of the objective function has Lipschitz…

Optimization and Control · Mathematics 2013-02-14 Ion Necoara , Andrei Patrascu

Large language model (LLM) training is often bottlenecked by memory constraints and stochastic gradient noise in extremely high-dimensional parameter spaces. Motivated by empirical evidence that many LLM gradient matrices are effectively…

Machine Learning · Computer Science 2026-03-24 Zehao Li , Tao Ren , Zishi Zhang , Xi Chen , Yijie Peng

Traditional optimization methods rely on the use of single-precision floating point arithmetic, which can be costly in terms of memory size and computing power. However, mixed precision optimization techniques leverage the use of both…

Machine Learning · Computer Science 2023-09-25 Basile Lewandowski , Atli Kosson

Precision tuning or customized precision number representations is emerging, in these recent years, as one of the most promising techniques that has a positive impact on the footprint of programs concerning energy consumption, bandwidth…

Software Engineering · Computer Science 2022-03-16 Dorra Ben Khalifa , Matthieu Martel

When training neural networks with low-precision computation, rounding errors often cause stagnation or are detrimental to the convergence of the optimizers; in this paper we study the influence of rounding errors on the convergence of the…

Machine Learning · Statistics 2025-01-22 Lu Xia , Michiel E. Hochstenbach , Stefano Massei

In this paper, we propose a modified nonlinear conjugate gradient (NCG) method for functions with a non-Lipschitz continuous gradient. First, we present a new formula for the conjugate coefficient \beta_k in NCG, conducting a search…

Numerical Analysis · Mathematics 2022-04-19 Bingjie Li , Tianhao Ni , Zhenyue Zhang

Stochastic optimization lies at the core of most statistical learning models. The recent great development of stochastic algorithmic tools focused significantly onto proximal gradient iterations, in order to find an efficient approach for…

Machine Learning · Computer Science 2020-03-31 Andrei Patrascu , Ciprian Paduraru , Paul Irofti

This paper studies a class of distributed optimization problems with coupled equality constraints in networked systems. Many existing distributed algorithms rely on solving local subproblems via the $\operatorname{argmin}$ operator in each…

Optimization and Control · Mathematics 2025-11-26 Chenyang Qiu , Zongli Lin

In this paper, we study parallel algorithms for the correlation clustering problem, where every pair of two different entities is labeled with similar or dissimilar. The goal is to partition the entities into clusters to minimize the number…

Data Structures and Algorithms · Computer Science 2023-07-14 Nairen Cao , Shang-En Huang , Hsin-Hao Su

We propose a high precision algorithm for solving the Gelfand-Levitan-Marchenko equation. The algorithm is based on the block version of the Toeplitz Inner-Bordering algorithm of Levinson's type. To approximate integrals, we use the…

Numerical Analysis · Mathematics 2024-05-02 Sergey Medvedev , Irina Vaseva , Mikhail Fedoruk

Local Bayesian optimization is a promising practical approach to solve the high dimensional black-box function optimization problem. Among them is the approximated gradient class of methods, which implements a strategy similar to gradient…

Machine Learning · Computer Science 2024-05-27 Zheyi Fan , Wenyu Wang , Szu Hui Ng , Qingpei Hu

We firstly propose the new stochastic gradient estimate of unbiasedness and minimized variance in this paper. Secondly, we propose the two algorithms: Algorithml and Algorithm2 which apply the new stochastic gradient estimate to modern…

Optimization and Control · Mathematics 2023-06-02 Feifei Gao , Caixia Kou

Low rank matrix approximations appear in a number of scientific computing applications. We consider the Nystr\"{o}m method for approximating a positive semidefinite matrix $A$. In the case that $A$ is very large or its entries can only be…

Numerical Analysis · Mathematics 2023-07-24 Erin Carson , Ieva Daužickaitė

We combine the adaptive and multilevel approaches to the BDDC and formulate a method which allows an adaptive selection of constraints on each decomposition level. We also present a strategy for the solution of local eigenvalue problems in…

Numerical Analysis · Mathematics 2013-11-12 Bedřich Sousedík , Jakub Šístek , Jan Mandel

Incomplete factorizations have long been popular general-purpose algebraic preconditioners for solving large sparse linear systems of equations. Guaranteeing the factorization is breakdown free while computing a high quality preconditioner…

Numerical Analysis · Mathematics 2025-02-04 Jennifer Scott , Miroslav Tůma

Preconditioning is at the core of modern many-fermion Monte Carlo algorithms, such as Hybrid Monte Carlo, where the repeated solution of a linear problem involving an ill-conditioned matrix is needed. We report on a performance comparison…

High Energy Physics - Lattice · Physics 2010-08-24 Timour Ten , Joaquín E. Drut , Timo A. Lähde

Large language models (LLMs) have been widely applied but face challenges in efficient inference. While quantization methods reduce computational demands, ultra-low bit quantization with arbitrary precision is hindered by limited GPU Tensor…

Machine Learning · Computer Science 2025-03-14 Shaobo Ma , Chao Fang , Haikuo Shao , Zhongfeng Wang

In this paper, we propose some accelerated methods for solving optimization problems under the condition of relatively smooth and relatively Lipschitz continuous functions with an inexact oracle. We consider the problem of minimizing the…

Optimization and Control · Mathematics 2024-11-27 O. S. Savchuk , M. S. Alkousa , A. S. Shushko , A. A. Vyguzov , F. S. Stonyakin , D. A. Pasechnyuk , A. V. Gasnikov

We study preconditioned gradient-based optimization methods where the preconditioning matrix has block-diagonal form. Such a structural constraint comes with the advantage that the update computation is block-separable and can be…

Machine Learning · Computer Science 2020-12-08 Celestine Mendler-Dünner , Aurelien Lucchi

With advances in deep learning, exponential data growth and increasing model complexity, developing efficient optimization methods are attracting much research attention. Several implementations favor the use of Conjugate Gradient (CG) and…

Machine Learning · Computer Science 2020-03-02 Buse Melis Ozyildirim , Mariam Kiran