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In this article, we introduce a three-precision formulation of the General Alternating-Direction Implicit method (GADI) designed to accelerate the solution of large-scale sparse linear systems $Ax=b$. GADI is a framework that can represent…

Numerical Analysis · Mathematics 2026-01-01 Jifeng Ge , Bastien Vieublé , Juan Zhang

Solving the Anderson impurity model typically involves a two-step process, where one first calculates the ground state of the Hamiltonian, and then computes its dynamical properties to obtain the Green's function. Here we propose a hybrid…

Phase retrieval can be expressed as one non-convex constrained optimization problem to identify one phase minimizer in the primal space. Many iterative transform techniques have been proposed to identify the minimizer, e.g., relaxed…

Optimization and Control · Mathematics 2021-12-22 Pengwen Chen

Many problems in machine learning and other fields can be (re)for-mulated as linearly constrained separable convex programs. In most of the cases, there are multiple blocks of variables. However, the traditional alternating direction method…

Numerical Analysis · Computer Science 2014-05-30 Zhouchen Lin , Risheng Liu , Huan Li

The Alternating Direction Method of Multipliers (ADMM) is widely used for linearly constrained convex problems. It is proven to have an $o(1/\sqrt{K})$ nonergodic convergence rate and a faster $O(1/K)$ ergodic rate after ergodic averaging,…

Numerical Analysis · Mathematics 2018-12-13 Huan Li , Zhouchen Lin

We present the first deterministic, finite-step algorithm for exact tensor ring (TR) decomposition, addressing an open question about the existence of such procedures. Our method leverages blockwise simultaneous diagonalization to recover…

Numerical Analysis · Mathematics 2025-12-02 Han Chen , Sitan Chen , Anru R. Zhang

In this article, we establish a class of new accelerated modulus-based iteration methods for solving the linear complementarity problem. When the system matrix is an $H_+$-matrix, we present appropriate criteria for the convergence…

Optimization and Control · Mathematics 2023-05-05 Bharat Kumar , Deepmala , A. K. Das

We consider the robust multi-dimensional scaling (RMDS) problem in this paper. The goal is to localize point locations from pairwise distances that may be corrupted by outliers. Inspired by classic MDS theories, and nonconvex works for the…

Machine Learning · Statistics 2025-01-07 Tong Deng , Tianming Wang

We address the problem of solving mixed random linear equations. We have unlabeled observations coming from multiple linear regressions, and each observation corresponds to exactly one of the regression models. The goal is to learn the…

Machine Learning · Statistics 2020-08-13 Avishek Ghosh , Kannan Ramchandran

Linear systems with a tensor product structure arise naturally when considering the discretization of Laplace type differential equations or, more generally, multidimensional operators with separable coefficients. In this work, we focus on…

Numerical Analysis · Mathematics 2023-11-03 Stefano Massei , Leonardo Robol

The Alternating Direction Method of Multipliers (ADMM) has gained a lot of attention for solving large-scale and objective-separable constrained optimization. However, the two-block variable structure of the ADMM still limits the practical…

Optimization and Control · Mathematics 2020-03-24 Kresimir Mihic , Mingxi Zhu , Yinyu Ye

This paper investigates the use of fixed-point Anderson acceleration method (AA) to a recently proposed hierarchical control framework. Due to its model-free property, the AA-based resulting hierarchical framework becomes more generic since…

Systems and Control · Electrical Eng. & Systems 2021-12-09 Xuan-Huy Pham , Mazen Alamir , François Bonne , Patrick Bonnay

In this work, we further investigate the application of the well-known Richardson extrapolation (RE) technique to accelerate the convergence of sequences resulting from linear multistep methods (LMMs) for numerically solving initial-value…

Numerical Analysis · Mathematics 2025-02-25 Imre Fekete , Lajos Lóczi

We consider the application of the type-I Anderson acceleration to solving general non-smooth fixed-point problems. By interleaving with safe-guarding steps, and employing a Powell-type regularization and a re-start checking for strong…

Optimization and Control · Mathematics 2018-08-14 Junzi Zhang , Brendan O'Donoghue , Stephen Boyd

The numerical solution of a linear Schr\"odinger equation in the semiclassical regime is very well understood in a torus $\mathbb{T}^d$. A raft of modern computational methods are precise and affordable, while conserving energy and…

Numerical Analysis · Mathematics 2022-01-17 Arieh Iserles , Karolina Kropielnicka , Katharina Schratz , Marcus Webb

Iterative methods are ubiquitous in large-scale scientific computing applications, and a number of approaches based on meta-learning have been recently proposed to accelerate them. However, a systematic study of these approaches and how…

Numerical Analysis · Mathematics 2023-01-31 Sohei Arisaka , Qianxiao Li

This paper develops a new class of nonlinear acceleration algorithms based on extending conjugate residual-type procedures from linear to nonlinear equations. The main algorithm has strong similarities with Anderson acceleration as well as…

Numerical Analysis · Mathematics 2024-04-02 Huan He , Ziyuan Tang , Shifan Zhao , Yousef Saad , Yuanzhe Xi

Purpose: To propose an alternating learning approach to learn the sampling pattern (SP) and the parameters of variational networks (VN) in accelerated parallel magnetic resonance imaging (MRI). Methods: The approach alternates between…

Image and Video Processing · Electrical Eng. & Systems 2021-10-29 Marcelo V. W. Zibetti , Florian Knoll , Ravinder R. Regatte

Inspired by path-integral solutions to the quantum relaxation problem, we develop a numerical method to solve classical stochastic differential equations with multiplicative noise that avoids averaging over trajectories. To test the method,…

Statistical Mechanics · Physics 2023-12-12 Ryan T. Grimm , Joel D. Eaves

Efficient and fast computation of a tensor singular value decomposition (t-SVD) with a few passes over the underlying data tensor is crucial because of its many potential applications. The current/existing subspace randomized algorithms…

Numerical Analysis · Mathematics 2025-02-10 Salman Ahmadi-Asl , Anh-Huy Phan , Andrzej Cichocki
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