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In this paper we present an efficient active-set method for the solution of convex quadratic programming problems with general piecewise-linear terms in the objective, with applications to sparse approximations and risk-minimization. The…

Optimization and Control · Mathematics 2024-05-08 Spyridon Pougkakiotis , Jacek Gondzio , Dionysis Kalogerias

A wide range of graph embedding objectives decompose into two components: one that enforces similarity, attracting the embeddings of nodes that are perceived as similar, and another that enforces dissimilarity, repelling the embeddings of…

Machine Learning · Computer Science 2025-06-03 David Liu , Arjun Seshadri , Tina Eliassi-Rad , Johan Ugander

The adaptive $s$-step CG algorithm is a solver for sparse, symmetric positive definite linear systems designed to reduce the synchronization cost per iteration while still achieving a user-specified accuracy requirement. In this work, we…

Numerical Analysis · Mathematics 2019-08-13 Erin C. Carson

Kernel based methods provide a way to reconstruct potentially high-dimensional functions from meshfree samples, i.e., sampling points and corresponding target values. A crucial ingredient for this to be successful is the distribution of the…

Numerical Analysis · Mathematics 2021-05-19 Tizian Wenzel , Gabriele Santin , Bernard Haasdonk

We study the solution of block-structured linear algebra systems arising in optimization by using iterative solution techniques. These systems are the core computational bottleneck of many problems of interest such as parameter estimation,…

Optimization and Control · Mathematics 2019-09-10 Jose S. Rodriguez , Carl D. Laird , Victor M. Zavala

We propose the CLEX supercomputer topology and routing scheme. We prove that CLEX can utilize a constant fraction of the total bandwidth for point-to-point communication, at delays proportional to the sum of the number of intermediate hops…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-07-04 Christoph Lenzen , Roger Wattenhofer

Using Large Language Models for complex mathematical reasoning is difficult, primarily due to the complexity of multi-step reasoning. The main challenges of this process include (1) selecting critical intermediate results to advance the…

Artificial Intelligence · Computer Science 2024-02-29 Zilong Zhao , Yao Rong , Dongyang Guo , Emek Gözlüklü , Emir Gülboy , Enkelejda Kasneci

We propose a unified framework for robustly and adaptively stabilizing large-scale networked uncertain Markovian jump linear systems (MJLS) under external disturbances and mode switches that can change the network's topology. Adaptation is…

Systems and Control · Electrical Eng. & Systems 2024-08-29 SooJean Han , Minwoo M. Kim , Ieun Choo

In this paper, we present a scalable distributed implementation of the Sampled Limited-memory Symmetric Rank-1 (S-LSR1) algorithm. First, we show that a naive distributed implementation of S-LSR1 requires multiple rounds of expensive…

Optimization and Control · Mathematics 2020-05-15 Majid Jahani , Mohammadreza Nazari , Sergey Rusakov , Albert S. Berahas , Martin Takáč

Subspace recycling iterative methods and other subspace augmentation schemes are a successful extension to Krylov subspace methods in which a Krylov subspace is augmented with a fixed subspace spanned by vectors deemed to be helpful in…

Numerical Analysis · Mathematics 2022-02-11 Kirk M. Soodhalter

The observed and expected continued growth in the number of nodes in large-scale parallel computers gives rise to two major challenges: global communication operations are becoming major bottlenecks due to their limited scalability, and the…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-02-03 Markus Levonyak , Christina Pacher , Wilfried N. Gansterer

Modeling complex multiway relationships in large-scale networks is becoming more and more challenging in data science. The multilinear PageRank problem, arising naturally in the study of higher-order Markov chains, is a powerful framework…

Numerical Analysis · Mathematics 2025-09-30 Maryam Boubekraoui , Ridwane Tahiri

State space subspace algorithms for input-output systems have been widely applied but also have a reasonably well-developedasymptotic theory dealing with consistency. However, guaranteeing the stability of the estimated system matrix is a…

Systems and Control · Electrical Eng. & Systems 2024-08-19 Xinhui Rong , Victor Solo

The problem of posterior inference is central to Bayesian statistics and a wealth of Markov Chain Monte Carlo (MCMC) methods have been proposed to obtain asymptotically correct samples from the posterior. As datasets in applications grow…

With the emergence of mixed precision capabilities in hardware, iterative refinement schemes for solving linear systems $Ax=b$ have recently been revisited and reanalyzed in the context of three or more precisions. These new analyses show…

Numerical Analysis · Mathematics 2022-02-17 Eda Oktay , Erin Carson

Stochastic approximation (SA) and stochastic gradient descent (SGD) algorithms are work-horses for modern machine learning algorithms. Their constant stepsize variants are preferred in practice due to fast convergence behavior. However,…

Machine Learning · Computer Science 2021-11-12 Zaiwei Chen , Shancong Mou , Siva Theja Maguluri

Stochastic gradient descent (SGD) is one of the most widely used optimization methods for solving various machine learning problems. SGD solves an optimization problem by iteratively sampling a few data points from the input data, computing…

Machine Learning · Computer Science 2020-11-18 Aditya Devarakonda , James Demmel

We present cuRAMSES, a suite of advanced domain decomposition strategies and algorithmic optimizations for the ramses adaptive mesh refinement (AMR) code, designed to overcome the communication, memory, and solver bottlenecks inherent in…

Astrophysics of Galaxies · Physics 2026-04-08 Juhan Kim

We consider an effective new method for solving trust-region and norm-regularization problems that arise as subproblems in many optimization applications. We show that the solutions to such subproblems effectively lie in a…

Numerical Analysis · Mathematics 2026-03-03 Hussam Al Daas , Nicholas I. M. Gould

Many Krylov subspace methods for shifted linear systems take advantage of the invariance of the Krylov subspace under a shift of the matrix. However, exploiting this fact in the non-Hermitian case introduces restrictions; e.g., initial…

Numerical Analysis · Mathematics 2016-02-05 Kirk M. Soodhalter