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We consider the sequence acceleration problem for the alternating direction method-of-multipliers (ADMM) applied to a class of equality-constrained problems with strongly convex quadratic objectives, which frequently arise as the Newton…

Optimization and Control · Mathematics 2020-04-28 Richard Y. Zhang , Jacob K. White

This paper is concerned with the design, analysis and implementation of preconditioning concepts for spectral Discontinuous Galerkin discretizations of elliptic boundary value problems. While presently known techniques realize a growth of…

Numerical Analysis · Mathematics 2014-05-14 Kolja Brix , Martin Campos Pinto , Claudio Canuto , Wolfgang Dahmen

The alternating direction method of multipliers (ADMM) has been popular for solving many signal processing problems, convex or nonconvex. In this paper, we study an asynchronous implementation of the ADMM for solving a nonconvex nonsmooth…

Information Theory · Computer Science 2014-12-19 Mingyi Hong

We investigate a novel monolithic algebraic multigrid (AMG) preconditioner for the Taylor-Hood ($\pmb{\mathbb{P}}_2/\mathbb{P}_1$) and Scott-Vogelius ($\pmb{\mathbb{P}}_2/\mathbb{P}_1^{disc}$) discretizations of the Stokes equations. The…

Numerical Analysis · Mathematics 2024-09-04 Alexey Voronin , Scott MacLachlan , Luke N. Olson , Raymond Tuminaro

Submodular maximization has found extensive applications in various domains within the field of artificial intelligence, including but not limited to machine learning, computer vision, and natural language processing. With the increasing…

Data Structures and Algorithms · Computer Science 2024-12-04 Shuang Cui , Kai Han , Jing Tang , Xueying Li , Aakas Zhiyuli , Hanxiao Li

We consider a distributed optimization problem over a network of agents aiming to minimize a global objective function that is the sum of local convex and composite cost functions. To this end, we propose a distributed Chebyshev-accelerated…

Optimization and Control · Mathematics 2018-10-17 Jacob H. Seidman , Mahyar Fazlyab , George J. Pappas , Victor M. Preciado

This dissertation explores block decomposable methods for large-scale optimization problems. It focuses on alternating direction method of multipliers (ADMM) schemes and block coordinate descent (BCD) methods. Specifically, it introduces a…

Optimization and Control · Mathematics 2026-01-15 Leandro Farias Maia

We propose a new self-adaptive, double-loop smoothing algorithm to solve composite, nonsmooth, and constrained convex optimization problems. Our algorithm is based on Nesterov's smoothing technique via general Bregman distance functions. It…

Optimization and Control · Mathematics 2018-08-15 Quoc Tran-Dinh , Ahmet Alacaoglu , Olivier Fercoq , Volkan Cevher

We propose a new asynchronous parallel block-descent algorithmic framework for the minimization of the sum of a smooth nonconvex function and a nonsmooth convex one, subject to both convex and nonconvex constraints. The proposed framework…

Optimization and Control · Mathematics 2018-04-02 Loris Cannelli , Francisco Facchinei , Vyacheslav Kungurtsev , Gesualdo Scutari

We present a unified study of first and second order necessary and sufficient optimality conditions for minimax and Chebyshev optimisation problems with cone constraints. First order optimality conditions for such problems can be formulated…

Optimization and Control · Mathematics 2021-02-03 M. V. Dolgopolik

First-order optimization methods, such as stochastic gradient descent (SGD) and its variants, are widely used in machine learning applications due to their simplicity and low per-iteration costs. However, they often require larger numbers…

Machine Learning · Computer Science 2020-02-05 Chih-Hao Fang , Sudhir B Kylasa , Fred Roosta , Michael W. Mahoney , Ananth Grama

In this paper we provide new quantum algorithms with polynomial speed-up for a range of problems for which no such results were known, or we improve previous algorithms. First, we consider the approximation of the frequency moments $F_k$ of…

Quantum Physics · Physics 2019-07-08 Yassine Hamoudi , Frédéric Magniez

We develop two new variants of alternating direction methods of multipliers (ADMM) and two parallel primal-dual decomposition algorithms to solve a wide range class of constrained convex optimization problems. Our approach relies on a novel…

Optimization and Control · Mathematics 2018-06-15 Quoc Tran-Dinh , Yuzixuan Zhu

Numerical tools for constraints solving are a cornerstone to control verification problems. This is evident by the plethora of research that uses tools like linear and convex programming for the design of control systems. Nevertheless, the…

Optimization and Control · Mathematics 2021-01-13 Wael Fatnassi , Yasser Shoukry

Quasar convexity is a condition that allows some first-order methods to efficiently minimize a function even when the optimization landscape is non-convex. Previous works develop near-optimal accelerated algorithms for minimizing this class…

Optimization and Control · Mathematics 2023-02-16 Jun-Kun Wang , Andre Wibisono

Nesterov's accelerated gradient methods (AGM) have been successfully applied in many machine learning areas. However, their empirical performance on training max-margin models has been inferior to existing specialized solvers. In this…

Machine Learning · Computer Science 2010-11-03 Xinhua Zhang , Ankan Saha , S. V. N. Vishwanathan

The paper considers the problem of implementation on graphics processors of numerical integration routines for higher order finite element approximations. The design of suitable GPU kernels is investigated in the context of general purpose…

Mathematical Software · Computer Science 2014-03-03 Krzysztof Banaś , Przemysław Płaszewski , Paweł Macioł

The problem of straggler mitigation in distributed matrix multiplication (DMM) is considered for a large number of worker nodes and a fixed small finite field. Polynomial codes and matdot codes are generalized by making use of algebraic…

Information Theory · Computer Science 2024-01-25 Adrián Fidalgo-Díaz , Umberto Martínez-Peñas

In this paper, we design constant modulus probing waveforms with good correlation properties for collocated multi-input multi-output (MIMO) radar systems. The main content is as follows: first, we formulate the design problem as a fourth…

Signal Processing · Electrical Eng. & Systems 2019-09-04 Jiangtao Wang , Yongchao Wang

In this work, based on the continuous time approach, we propose an accelerated gradient method with adaptive residual restart for convex multiobjective optimization problems. For the first, we derive rigorously the continuous limit of the…

Optimization and Control · Mathematics 2025-02-06 Hao Luo , Liping Tang , Xinmin Yang