Related papers: Stability Improvements for Fast Matrix Multiplicat…
In this paper, the canonical polyadic (CP) decomposition of tensors that corresponds to matrix multiplications is studied. Finding the rank of these tensors and computing the decompositions is a fundamental problem of algebraic complexity…
We propose a semi-proximal augmented Lagrangian based decomposition method for convex composite quadratic conic programming problems with primal block angular structures. Using our algorithmic framework, we are able to naturally derive…
The geometric high-order regularization methods such as mean curvature and Gaussian curvature, have been intensively studied during the last decades due to their abilities in preserving geometric properties including image edges, corners,…
The paper discusses a reuse of matrix factorization as a building block in the Augmented Lagrangian (AL) and modified AL preconditioners for non-symmetric saddle point linear algebraic systems. The strategy is applied to solve…
We consider the augmented Lagrangian method (ALM) as a solver for the fused lasso signal approximator (FLSA) problem. The ALM is a dual method in which squares of the constraint functions are added as penalties to the Lagrangian. In order…
We propose a new bundle-based augmented Lagrangian framework for solving constrained convex problems. Unlike the classical (inexact) augmented Lagrangian method (ALM) that has a nested double-loop structure, our framework features a…
Fast approximations to matrix multiplication have the potential to dramatically reduce the cost of neural network inference. Recent work on approximate matrix multiplication proposed to replace costly multiplications with table-lookups by…
A multi-agent optimization problem motivated by the management of energy systems is discussed. The associated cost function is separable and convex although not necessarily strongly convex and there exist edge-based coupling equality…
Low-rank approximation of a matrix by means of structured random sampling has been consistently efficient in its extensive empirical studies around the globe, but adequate formal support for this empirical phenomenon has been missing so…
Trajectory optimization is an efficient approach for solving optimal control problems for complex robotic systems. It relies on two key components: first the transcription into a sparse nonlinear program, and second the corresponding solver…
Local convergence analysis of the augmented Lagrangian method (ALM) is established for a large class of composite optimization problems with nonunique Lagrange multipliers under a second-order sufficient condition. We present a new…
This paper is concerned with a novel deep learning method for variational problems with essential boundary conditions. To this end, we first reformulate the original problem into a minimax problem corresponding to a feasible augmented…
In this paper, we propose a Robbins-Monro augmented Lagrangian method (RMALM) to solve a class of constrained stochastic convex optimization, which can be regarded as a hybrid of the Robbins-Monro type stochastic approximation method and…
We present an alternating augmented Lagrangian method for convex optimization problems where the cost function is the sum of two terms, one that is separable in the variable blocks, and a second that is separable in the difference between…
The main contribution of this thesis is the development of a new algorithm for solving convex quadratic programs. It consists in combining the method of multipliers with an infeasible active-set method. Our approach is iterative. In each…
In this paper we propose and test the validity of simple and easy-to-implement algorithms within the immersed boundary framework geared towards large scale simulations involving thousands of deformable bodies in highly turbulent flows.…
We propose to improve the convergence properties of the single-reference coupled cluster (CC) method through an augmented Lagrangian formalism. The conventional CC method changes a linear high-dimensional eigenvalue problem with exponential…
Many inverse and parameter estimation problems can be written as PDE-constrained optimization problems. The goal, then, is to infer the parameters, typically coefficients of the PDE, from partial measurements of the solutions of the PDE for…
We present an algorithm to reduce the computational effort for the multiplication of a given matrix with an unknown column vector. The algorithm decomposes the given matrix into a product of matrices whose entries are either zero or integer…
In this short note we give incremental algorithms for the following lattice problems: finding a basis of a lattice, computing the successive minima, and determining the orthogonal decomposition. We prove an upper bound for the number of…