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In this paper, we consider distributed algorithms for solving the empirical risk minimization problem under the master/worker communication model. We develop a distributed asynchronous quasi-Newton algorithm that can achieve superlinear…
We study efficient distributed algorithms for the fundamental problem of principal component analysis and leading eigenvector computation on the sphere, when the data are randomly distributed among a set of computational nodes. We propose a…
We solve the $S=1/2$ infinite-range random Heisenberg Hamiltonian in the paramagnetic phase using quantum Monte Carlo and analytical techniques. We find that the spin-glass susceptibility diverges at a finite temperature $T_g$ which…
Stochastic Variance-Reduced Cubic regularization (SVRC) algorithms have received increasing attention due to its improved gradient/Hessian complexities (i.e., number of queries to stochastic gradient/Hessian oracles) to find local minima…
A quasi-Newton method with cubic regularization is designed for solving Riemannian unconstrained nonconvex optimization problems. The proposed algorithm is fully adaptive with at most ${\cal O} (\epsilon_g^{-3/2})$ iterations to achieve a…
This paper studies distributed continuous-time optimization for time-varying quadratic cost functions with uncertain parameters. We first propose a centralized adaptive optimization algorithm using partial information of the cost function.…
An algorithm is proposed, analyzed, and tested experimentally for solving stochastic optimization problems in which the decision variables are constrained to satisfy equations defined by deterministic, smooth, and nonlinear functions. It is…
The first nontrivial lower bound of the worst-case approximation ratio for the maxcut problem was achieved via the dual Cheeger problem, whose optimal value is referred to the dual Cheeger constant $h^+$, and later improved through its…
In this paper, we study stochastic non-convex optimization with non-convex random functions. Recent studies on non-convex optimization revolve around establishing second-order convergence, i.e., converging to a nearly second-order optimal…
The k-means++ seeding algorithm is one of the most popular algorithms that is used for finding the initial $k$ centers when using the k-means heuristic. The algorithm is a simple sampling procedure and can be described as follows: Pick the…
In this work, we investigate the inverse problem of recovering a potential coefficient in an elliptic partial differential equation from the observations at deterministic sampling points in the domain subject to random noise. We employ a…
We present a new approach to semiparametric inference using corrected posterior distributions. The method allows us to leverage the adaptivity, regularization and predictive power of nonparametric Bayesian procedures to estimate…
In this work, we consider solving optimization problems with a stochastic objective and deterministic equality constraints. We propose a Trust-Region Sequential Quadratic Programming method to find both first- and second-order stationary…
Studying the optoelectronic structure of materials can require the computation of several thousands of the smallest positive eigenpairs of a pseudo-hermitian Hamiltonian. Iterative eigensolvers may be preferred over direct methods for this…
We consider the random-design least-squares regression problem within the reproducing kernel Hilbert space (RKHS) framework. Given a stream of independent and identically distributed input/output data, we aim to learn a regression function…
Rigorous quantum dynamics calculations provide essential insights into complex scattering phenomena across atomic and molecular physics, chemical reaction dynamics, and astrochemistry. However, the application of the gold-standard quantum…
We construct a soft thresholding operation for rank reduction of hierarchical tensors and subsequently consider its use in iterative thresholding methods, in particular for the solution of discretized high-dimensional elliptic problems. The…
In this paper, we propose a trust-region interior-point stochastic sequential quadratic programming (TR-IP-SSQP) method for solving optimization problems with a stochastic objective and deterministic nonlinear equality and inequality…
We provide an improved analysis of standard differentially private gradient descent for linear regression under the squared error loss. Under modest assumptions on the input, we characterize the distribution of the iterate at each time…
We consider a stochastic version of the proximal point algorithm for optimization problems posed on a Hilbert space. A typical application of this is supervised learning. While the method is not new, it has not been extensively analyzed in…