Related papers: Algorithms for square root of semi-infinite quasi-…
We consider the task of approximating a matrix function $f(A)$, where $A$ is a matrix in which only a relatively small number of (not necessarily consecutive) sub- and superdiagonals contain nonzero entries. Approximating $f$ by a…
In various areas of applied numerics, the problem of calculating the logarithm of a matrix A emerges. Since series expansions of the logarithm usually do not converge well for matrices far away from the identity, the standard numerical…
An approach to the construction of index formulas for elliptic operators on singular manifolds is suggested on the basis of K-theory of algebras and cyclic cohomology. The equivalence of Toeplitz and pseudodifferential quantizations, well…
This paper studies the problem of multichannel spectral super-resolution with either constant amplitude (CA) or not. We propose two optimization problems based on low-rank Hankel-Toeplitz matrix factorization. The two problems effectively…
We propose a general method for optimization with semi-infinite constraints that involve a linear combination of functions, focusing on the case of the exponential function. Each function is lower and upper bounded on sub-intervals by…
The matrix completion problem aims to reconstruct a low-rank matrix based on a revealed set of possibly noisy entries. Prior works consider completing the entire matrix with generalization error guarantees. However, the completion accuracy…
Many recently proposed gradient projection algorithms with inertial extrapolation step for solving quasi-variational inequalities in Hilbert spaces are proven to be strongly convergent with no linear rate given when the cost operator is…
Basing on a modification of the "Dichotomy Algorithm" (Terekhov, 2010), we propose a parallel procedure for solving tridiagonal systems of equations with Toeplitz matrices. Taking the structure of the Toeplitz matrices, we may substantially…
We present an algorithm that given any invertible symmetric diagonally dominant M-matrix (SDDM), i.e., a principal submatrix of a graph Laplacian, $\boldsymbol{\mathit{L}}$ and a nonnegative vector $\boldsymbol{\mathit{b}}$, computes an…
We propose an algorithm for generating explicit solutions of multiparametric mixed-integer convex programs to within a given suboptimality tolerance. The algorithm is applicable to a very general class of optimization problems, but is most…
A trivially zero minor of a matrix is a minor having all its terms in the Leibniz formula equal to zero. A matrix is superregular if all of its minors that are not trivially zero are nonzero. In the area of Coding Theory, superregular…
We propose a general method for optimally approximating an arbitrary matrix $\mathbf{M}$ by a structured matrix $\mathbf{T}$ (circulant, Toeplitz/Hankel, etc.) and examine its use for estimating the spectra of genomic linkage disequilibrium…
Binary quadratic programming problems have attracted much attention in the last few decades due to their potential applications. This type of problems are NP-hard in general, and still considered a challenge in the design of efficient…
This paper investigates solving convex composite optimization on an undirected network, where each node, privately endowed with a smooth component function and a nonsmooth one, is required to minimize the sum of all the component functions…
We present a combination of two algorithms that accurately calculate multiple roots of general polynomials. Algorithm I transforms the singular root-finding into a regular nonlinear least squares problem on a pejorative manifold, and…
A full multigrid finite element method is proposed for semilinear elliptic equations. The main idea is to transform the solution of the semilinear problem into a series of solutions of the corresponding linear boundary value problems on the…
We present quadrature schemes to calculate matrices, where the so-called modified Hilbert transformation is involved. These matrices occur as temporal parts of Galerkin finite element discretizations of parabolic or hyperbolic problems when…
We consider the least-squares approximation of a matrix C in the set of doubly stochastic matrices with the same sparsity pattern as C. Our approach is based on applying the well-known Alternating Direction Method of Multipliers (ADMM) to a…
Interior Point Methods (IPM) rely on the Newton method for solving systems of nonlinear equations. Solving the linear systems which arise from this approach is the most computationally expensive task of an interior point iteration. If, due…
We design a sublinear-time approximation algorithm for quadratic function minimization problems with a better error bound than the previous algorithm by Hayashi and Yoshida (NIPS'16). Our approximation algorithm can be modified to handle…