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For the solution of full-rank ill-posed linear systems a new approach based on the Arnoldi algorithm is presented. Working with regularized systems, the method theoretically reconstructs the true solution by means of the computation of a…

Numerical Analysis · Mathematics 2010-09-29 Claude Brezinski , Paolo Novati , Michela Redivo-Zaglia

Recent advancements in quantum computing and quantum-inspired algorithms have sparked renewed interest in binary optimization. These hardware and software innovations promise to revolutionize solution times for complex problems. In this…

The alternating direction method of multipliers (ADMM) is one of the most widely used first-order optimisation methods in the literature owing to its simplicity, flexibility and efficiency. Over the years, numerous efforts are made to…

Optimization and Control · Mathematics 2019-12-02 Clarice Poon , Jingwei Liang

We present a novel framework, namely AADMM, for acceleration of linearized alternating direction method of multipliers (ADMM). The basic idea of AADMM is to incorporate a multi-step acceleration scheme into linearized ADMM. We demonstrate…

Optimization and Control · Mathematics 2014-02-13 Yuyuan Ouyang , Yunmei Chen , Guanghui Lan , Eduardo Pasiliao

This paper addresses multilinear systems of equations which arise in various applications such as data mining and numerical partial differential equations. When the multilinear system under consideration involves a nonsingular…

Optimization and Control · Mathematics 2019-05-14 Xueli Bai , Hongjin He , Chen Ling , Guanglu Zhou

We propose a parallel adaptive constraint-tightening approach to solve a linear model predictive control problem for discrete-time systems, based on inexact numerical optimization algorithms and operator splitting methods. The underlying…

Optimization and Control · Mathematics 2015-03-24 Laura Ferranti , Tamas Keviczky

We give a complete characterization of the behavior of the Anderson acceleration (with arbitrary nonzero mixing parameters) on linear problems. Let n be the grade of the residual at the starting point with respect to the matrix defining the…

Numerical Analysis · Mathematics 2011-02-07 Florian Potra , Hans Engler

This work introduces, analyzes and demonstrates an efficient and theoretically sound filtering strategy to ensure the condition of the least-squares problem solved at each iteration of Anderson acceleration. The filtering strategy consists…

Numerical Analysis · Mathematics 2023-02-24 Sara Pollock , Leo G. Rebholz

Iterative methods have led to better understanding and solving problems such as missing sampling, deconvolution, inverse systems, impulsive and Salt and Pepper noise removal problems. However, the challenges such as the speed of convergence…

Signal Processing · Electrical Eng. & Systems 2024-09-23 Mahdi Shamsi , Mahmoud Ghandi , Farokh Marvasti

We propose a novel iterative algorithm for solving a large sparse linear system. The method is based on the EM algorithm. If the system has a unique solution, the algorithm guarantees convergence with a geometric rate. Otherwise,…

Numerical Analysis · Mathematics 2018-08-03 Minwoo Chae , Stephen G. Walker

Alternating direction multiplication is a powerful technique for solving convex optimisation problems. When challenging subproblems are encountered in the real world, it is useful to solve them by introducing neighbourhood terms. When the…

Optimization and Control · Mathematics 2024-04-29 Boran Wang

In this paper, we discuss the acceleration of the regularized alternating least square (RALS) algorithm for tensor approximation. We propose a fast iterative method using a Aitken-Stefensen like updates for the regularized algorithm.…

Numerical Analysis · Mathematics 2017-07-25 Xiaofei Wang , Carmeliza Navasca , Stefan Kindermann

The Alternating Direction Method of Multipliers (ADMM) has now days gained tremendous attentions for solving large-scale machine learning and signal processing problems due to the relative simplicity. However, the two-block structure of the…

Optimization and Control · Mathematics 2020-03-23 Mingxi Zhu , Kresimir Mihic , Yinyu Ye

For tensor linear systems with respect to the popular t-product, we first present the sketch-and-project method and its adaptive variants. Their Fourier domain versions are also investigated. Then, considering that the existing sketching…

Numerical Analysis · Mathematics 2022-03-30 Ling Tang , Yajie Yu , Yanjun Zhang , Hanyu Li

This paper presents an iterative method suitable for inverting semilinear problems which are important kernels in many numerical applications. The primary idea is to employ a parametrization that is able to reduce semilinear problems into…

Numerical Analysis · Mathematics 2019-08-02 Prosper Torsu

We consider the consensual distributed optimization problem and propose an asynchronous version of the Alternating Direction Method of Multipliers (ADMM) algorithm to solve it. The `asynchronous' part here refers to the fact that only one…

Optimization and Control · Mathematics 2022-04-01 Suhail M. Shah , Konstantin E. Avrachenkov

We proposed the tensor-input tree (TT) method for scalar-on-tensor and tensor-on-tensor regression problems. We first address scalar-on-tensor problem by proposing scalar-output regression tree models whose input variable are tensors (i.e.,…

Machine Learning · Computer Science 2025-07-10 Hengrui Luo , Akira Horiguchi , Li Ma

The higher-order orthogonal iteration (HOOI) and the alternating subspace iteration (ASI) are two popular numerical methods for computing the Tucker decomposition of a multiple-mode tensor. Xu [Linear and Multilinear Algebra,…

Numerical Analysis · Mathematics 2026-05-19 Ren-Cang Li , Li Wang , Mei Yang

The popular Alternating Least Squares (ALS) algorithm for tensor decomposition is efficient and easy to implement, but often converges to poor local optima---particularly when the weights of the factors are non-uniform. We propose a…

Machine Learning · Computer Science 2017-09-26 Vatsal Sharan , Gregory Valiant

This work has been submitted to the IEEE for possible publication. Copyright may be transferred without notice, after which this version may no longer be accessible. Numerous renowned algorithms for tackling the compressed sensing problem…

Information Theory · Computer Science 2026-03-11 Xu Zhu , Yufei Ma , Xiaoguang Li , Tiejun Li