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In this paper we present a novel randomized block coordinate descent method for the minimization of a convex composite objective function. The method uses (approximate) partial second-order (curvature) information, so that the algorithm…
The Cholesky QR algorithm is an efficient communication-minimizing algorithm for computing the QR factorization of a tall-skinny matrix. Unfortunately it has the inherent numerical instability and breakdown when the matrix is…
While the proper orthogonal decomposition (POD) is optimal under certain norms it's also expensive to compute. For large matrix sizes, it is well known that the QR decomposition provides a tractable alternative. Under the assumption that it…
Motivated by multi-user optimization problems and non-cooperative Nash games in uncertain regimes, we consider stochastic Cartesian variational inequalities (SCVI) where the set is given as the Cartesian product of a collection of component…
This paper proposes a reduced-rank scheme for adaptive beamforming based on the constrained joint iterative optimization of filters. We employ this scheme to devise two novel reduced-rank adaptive algorithms according to the constant…
Evaluating the entanglement spectrum is essential for characterizing exotic quantum phases such as quantum criticality and topological order. However, for large quantum many-body systems, this task is hindered by the exponential measurement…
Linear systems in applications are typically well-posed, and yet the coefficient matrices may be nearly singular in that the condition number $\kappa(\boldsymbol{A})$ may be close to $1/\varepsilon_{w}$, where $\varepsilon_{w}$ denotes the…
Second-order optimization methods offer superior convergence rates but are often bottlenecked by the wall-clock cost of Hessian computation and factorization. In the moderate-dimensional regime where the full Hessian fits in memory,…
The Bregman proximal gradient method (BPGM), which uses the Bregman distance as a proximity measure in the iterative scheme, has recently been re-developed for minimizing convex composite problems without the global Lipschitz gradient…
Guessing Random Additive Noise Decoding (GRAND) is a universal framework for decoding all block codes by testing candidate error patterns (EPs). Ordered Reliability Bits GRAND (ORBGRAND) facilitates parallel implementation of GRAND by…
This paper proposes a new decentralized conjugate gradient (NDCG) method and a decentralized memoryless BFGS (DMBFGS) method for the nonconvex and strongly convex decentralized optimization problem, respectively, of minimizing a finite sum…
We consider the iterative solution of generalized saddle point systems. When the right bottom block is zero, Arioli [SIAM J. Matrix Anal. Appl., 34 (2013), pp. 571--592] proposed a CRAIG algorithm based on generalized Golub-Kahan…
The question of how to parallelize the stochastic gradient descent (SGD) method has received much attention in the literature. In this paper, we focus instead on batch methods that use a sizeable fraction of the training set at each…
The Black-Scholes (B-S) equation has been recently extended as a kind of tempered time-fractional B-S equations, which becomes an interesting mathematical model in option pricing. In this study, we provide a fast numerical method to…
Generalized-bicycle (GB) and more general two-block group-algebra (2BGA) quantum error-correcting codes have naturally redundant minimum-weight stabilizer generators. To use this redundancy, we constructed a large number of ``planar'' 2BGA…
We develop two variance-reduced fast operator splitting methods to approximate solutions of a class of generalized equations, covering fundamental problems such as \rvs{minimization}, minimax problems, and variational inequalities as…
Recent years have witnessed the rapid development of block coordinate update (BCU) methods, which are particularly suitable for problems involving large-sized data and/or variables. In optimization, BCU first appears as the coordinate…
We consider the greedy algorithms for the joint recovery of high-dimensional sparse signals based on the block multiple measurement vector (BMMV) model in compressed sensing (CS). To this end, we first put forth two versions of simultaneous…
We demonstrate the utility of the numerical Contractor Renormalization (CORE) method for quantum spin systems by studying one and two dimensional model cases. Our approach consists of two steps: (i) building an effective Hamiltonian with…
In this paper we suggest a method by which reference broadcast synchronization (RBS), and other methods of estimating clock values, can be incorporated in standard clock synchronization algorithms to improve synchronization quality. We…