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We propose two basic assumptions, under which the rate of convergence of the augmented Lagrange method for a class of composite optimization problems is estimated. We analyze the rate of local convergence of the augmented Lagrangian method…
In this paper we will discuss two variants of an inexact feasible interior point algorithm for convex quadratic programming. We will consider two different neighbourhoods: a (small) one induced by the use of the Euclidean norm which yields…
In this paper we rigorously prove the validity of the cavity method for the problem of counting the number of matchings in graphs with large girth. Cavity method is an important heuristic developed by statistical physicists that has lead to…
This paper deals with the application of probabilistic time integration methods to semi-explicit partial differential-algebraic equations of parabolic type and its semi-discrete counterparts, namely semi-explicit differential-algebraic…
We first develop some criteria for a general divisor to be strongly Euler-homogeneous in terms of the Fitting ideals of certain modules. We also study new variants of Saito-holonomicity, generalizing Koszul-free type properties and…
Quantum algorithms for Hamiltonian simulation and linear differential equations more generally have provided promising exponential speed-ups over classical computers on a set of problems with high real-world interest. However, extending…
In this paper, we accomplish a unified convergence analysis of a second-order method of multipliers (i.e., a second-order augmented Lagrangian method) for solving the conventional nonlinear conic optimization problems.Specifically, the…
We give in this paper a convergence result concerning parallel asynchronous algorithm with bounded delays to solve a nonlinear fixed point problems. This result is applied to calculate the solution of a strongly monotone operator. Special…
This paper on the whole concerns with the duality of Mayer problem for k-th order differential inclusions, where k is an arbitrary natural number. Thus, this work for constructing the dual problems to differential inclusions of any order…
In this article we develop a general theory of exact parametric penalty functions for constrained optimization problems. The main advantage of the method of parametric penalty functions is the fact that a parametric penalty function can be…
The objective of the paper is to establish a computable upper bound for the almost sure convergence rate for a class of ratio consensus algorithms defined via column-stochastic matrices. Our result extends the works of Iutzeler et al.…
A Halpern-type relaxed inertial inexact progressive hedging algorithm (PHA) is proposed for solving multi-stage stochastic variational inequalities in general probability spaces. The subproblems in this algorithm are allowed to be…
This paper analyzes an abstract two-level algorithm for hybridizable discontinuous Galerkin (HDG) methods in a unified fashion. We use an extended version of the Xu-Zikatanov (X-Z) identity to derive a sharp estimate of the convergence rate…
Two-grid methods with exact solution of the Galerkin coarse-grid system have been well studied by the multigrid community: an elegant identity has been established to characterize the convergence factor of exact two-grid methods. In…
This paper introduces mixed-integer optimization methods to solve regression problems that incorporate fairness metrics. We propose an exact formulation for training fair regression models. To tackle this computationally hard problem, we…
We establish higher order convergence rates in the theory of periodic homogenization of both linear and fully nonlinear uniformly elliptic equations of non-divergence form. The rates are achieved by involving higher order correctors which…
We develop, discuss, and compare several inference techniques to constrain theory parameters in collider experiments. By harnessing the latent-space structure of particle physics processes, we extract extra information from the simulator.…
This work studies fundamental limits for recovering the underlying correspondence among multiple correlated graphs. In the setting of inhomogeneous random graphs, we present and analyze a matching algorithm: first partially match the graphs…
The rate of convergence of the classical Thresholding Greedy Algorithm with respect to bases is studied in this paper. We bound the error of approximation by the product of both norms -- the norm of $f$ and the $A_1$-norm of $f$. We obtain…
We consider the problem of approximating a given element $f$ from a Hilbert space $\mathcal{H}$ by means of greedy algorithms and the application of such procedures to the regression problem in statistical learning theory. We improve on the…