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An algorithm for a family of self-starting high-order implicit time integration schemes with controllable numerical dissipation is proposed for both linear and nonlinear transient problems. This work builds on the previous works of the…

Numerical Analysis · Mathematics 2024-09-23 Daniel O'Shea , Xiaoran Zhang , Shayan Mohammadian , Chongmin Song

The FEAST algorithm is a subspace iteration method that uses a spectral projector as a rational filter in order to efficiently solve interior eigenvalue problems in parallel. Although the solutions from the FEAST algorithm converge rapidly…

Numerical Analysis · Mathematics 2016-05-30 Brendan Gavin , Eric Polizzi

This paper deals with exploiting symmetry for solving linear and integer programming problems. Basic properties of linear representations of finite groups can be used to reduce symmetric linear programming to solving linear programs of…

Optimization and Control · Mathematics 2015-07-31 Richard Bödi , Katrin Herr , Michael Joswig

In this two-part paper, we propose a general algorithmic framework for the minimization of a nonconvex smooth function subject to nonconvex smooth constraints. The algorithm solves a sequence of (separable) strongly convex problems and…

Multiagent Systems · Computer Science 2016-01-18 Gesualdo Scutari , Francisco Facchinei , Lorenzo Lampariello , Peiran Song

This paper investigates the distributed computation of the well-known linear matrix equation in the form of $AXB = F$, with the matrices A, B, X, and F of appropriate dimensions, over multi-agent networks from an optimization perspective.…

Optimization and Control · Mathematics 2018-06-12 Xianlin Zeng , Shu Liang , Yiguang Hong , Jie Chen

It has been found that stochastic algorithms often find good solutions much more rapidly than inherently-batch approaches. Indeed, a very useful rule of thumb is that often, when solving a machine learning problem, an iterative technique…

Machine Learning · Computer Science 2013-08-19 Andrew Cotter

The randomized version of the Kaczmarz method for the solution of linear systems is known to converge linearly in expectation. In this work we extend this result and show that the recently proposed Randomized Sparse Kaczmarz method for…

Optimization and Control · Mathematics 2016-10-11 Frank Schöpfer , Dirk A. Lorenz

Randomized linear solvers randomly compress and solve a linear system with compelling theoretical convergence rates and computational complexities. However, such solvers suffer a substantial disconnect between their theoretical rates and…

Numerical Analysis · Mathematics 2023-05-01 Vivak Patel , Mohammad Jahangoshahi , Daniel Adrian Maldonado

We present a novel deep learning approach to approximate the solution of large, sparse, symmetric, positive-definite linear systems of equations. These systems arise from many problems in applied science, e.g., in numerical methods for…

Machine Learning · Computer Science 2022-10-04 Ayano Kaneda , Osman Akar , Jingyu Chen , Victoria Kala , David Hyde , Joseph Teran

This paper discusses a special kind of convex constrained optimization problem, whose constraints consist of box inequalities and linear equalities. For this problem, in addition to general optimization algorithms such as exact penalty…

Optimization and Control · Mathematics 2020-04-21 Yue Sun

In recent years, contour-based eigensolvers have emerged as a standard approach for the solution of large and sparse eigenvalue problems. Building upon recent performance improvements through non-linear least square optimization of…

Numerical Analysis · Mathematics 2021-12-14 Konrad Kollnig , Paolo Bientinesi , Edoardo Di Napoli

We consider the problem of multivariate regression in a setting where the relevant predictors could be shared among different responses. We propose an algorithm which decomposes the coefficient matrix into the product of a long matrix and a…

Machine Learning · Statistics 2016-03-02 Milad Kharratzadeh , Mark Coates

Correspondence problems are often modelled as quadratic optimization problems over permutations. Common scalable methods for approximating solutions of these NP-hard problems are the spectral relaxation for non-convex energies and the…

Graphics · Computer Science 2017-05-18 Nadav Dym , Haggai Maron , Yaron Lipman

This paper proposes an algorithmic framework for solving parametric optimization problems which we call adjoint-based predictor-corrector sequential convex programming. After presenting the algorithm, we prove a contraction estimate that…

Optimization and Control · Mathematics 2011-09-14 Q. Tran Dinh , C. Savorgnan , M. Diehl

The Kaczmarz algorithm is an iterative method that solves linear systems of equations. It stands out among iterative algorithms when dealing with large systems for two reasons. First, at each iteration, the Kaczmarz algorithm uses a single…

Numerical Analysis · Mathematics 2024-04-10 Inês A. Ferreira , Juan A. Acebrón , José Monteiro

We present iterative solvers to approximate the solution of numerical schemes for stochastic Stefan problems. After briefly talking about the convergence results, we tackle the question of efficient strategies for solving the nonlinear…

Numerical Analysis · Mathematics 2025-08-12 Muhammad Awais Khan , Jérôme Droniou , Kim-Ngan Le , Iuliu Sorin Pop

A robust, fast and accurate method for solving the Colebrook-like equations is presented. The algorithm is efficient for the whole range of parameters involved in the Colebrook equation. The computations are not more demanding than…

Classical Physics · Physics 2008-11-03 Didier Clamond

Many challenging tasks in sensor networks, including sensor calibration, ranking of nodes, monitoring, event region detection, collaborative filtering, collaborative signal processing, {\em etc.}, can be formulated as a problem of solving a…

Distributed, Parallel, and Cluster Computing · Computer Science 2008-11-21 Ezra N. Hoch , Danny Bickson , Danny Dolev

The complete active space self-consistent field (CASSCF) method is the principal approach employed for studying strongly correlated systems. However, exact CASSCF can only be performed on small active spaces of ~20 electrons in ~20 orbitals…

Computational Physics · Physics 2021-12-22 Daniel S. Levine , Diptarka Hait , Norm M. Tubman , Susi Lehtola , K. Birgitta Whaley , Martin Head-Gordon

A matrix-compression algorithm is derived from a novel isogenic block decomposition for square matrices. The resulting compression and inflation operations possess strong functorial and spectral-permanence properties. The basic observation…

Rings and Algebras · Mathematics 2022-11-01 Alexander Belton , Dominique Guillot , Apoorva Khare , Mihai Putinar
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