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This paper considers stochastic subgradient mirror-descent method for solving constrained convex minimization problems. In particular, a stochastic subgradient mirror-descent method with weighted iterate-averaging is investigated and its…

Optimization and Control · Mathematics 2013-07-09 Angelia Nedich , Soomin Lee

Randomized iterative algorithms, such as the randomized Kaczmarz method and the randomized Gauss-Seidel method, have gained considerable popularity due to their efficacy in solving matrix-vector and matrix-matrix regression problems. Our…

Function approximation from input and output data is one of the most investigated problems in signal processing. This problem has been tackled with various signal processing and machine learning methods. Although tensors have a rich history…

Statistics Theory · Mathematics 2023-02-16 Christina Auer , Thomas Paireder , Oliver Ploder , Oliver Lang , Mario Huemer

We revisit gradient-based optimization for infinite projected entangled pair states (iPEPS), a tensor network ansatz for simulating many-body quantum systems. This approach is hindered by two major challenges: the high computational cost of…

Strongly Correlated Electrons · Physics 2026-03-09 Xing-Yu Zhang , Qi Yang , Philippe Corboz , Jutho Haegeman , Wei Tang

In this study, we propose the lopsided HSS (LHSS) iteration method for solving a class of complex symmetric indefinite systems of linear equations. This method employs an alternating iterative scheme, where each iteration entails solving…

Numerical Analysis · Mathematics 2025-11-27 Yusong Zhang , Zeng-Qi Wang

We consider two hypothesis testing problems for low-rank and high-dimensional tensor signals, namely the tensor signal alignment and tensor signal matching problems. These problems are challenging due to the high dimension of tensors and…

Methodology · Statistics 2026-02-10 Ruihan Liu , Zhenggang Wang , Jianfeng Yao

The approximation of tensors is important for the efficient numerical treatment of high dimensional problems, but it remains an extremely challenging task. One of the most popular approach to tensor approximation is the alternating least…

Numerical Analysis · Mathematics 2015-06-02 Mike Espig , Wolfgang Hackbusch , Aram Khachatryan

In this article, we introduce and study accelerated Landweber methods for linear ill-posed problems obtained by an alteration of the coefficients in the three-term recurrence relation of the \nu-methods. The residual polynomials of the…

Numerical Analysis · Mathematics 2012-12-21 Wolfgang Erb

We consider simple bilevel optimization problems where the goal is to compute among the optimal solutions of a composite convex optimization problem, one that minimizes a secondary objective function. Our main contribution is threefold. (i)…

Optimization and Control · Mathematics 2025-04-14 Sepideh Samadi , Daniel Burbano , Farzad Yousefian

Robust tensor CP decomposition involves decomposing a tensor into low rank and sparse components. We propose a novel non-convex iterative algorithm with guaranteed recovery. It alternates between low-rank CP decomposition through gradient…

Machine Learning · Computer Science 2016-04-28 Animashree Anandkumar , Prateek Jain , Yang Shi , U. N. Niranjan

In this paper, we propose a class of super-schemes for efficiently solving nonlinear unconstrained optimization problems. The proposed approach introduces two novel choices of step-size parameters, leading to efficient descent directions…

Optimization and Control · Mathematics 2026-04-24 Tugal Zhanlav , Lkhamsuren Altangerel , Khuder Otgondorj

Tensor networks provide an efficient approximation of operations involving high dimensional tensors and have been extensively used in modelling quantum many-body systems. More recently, supervised learning has been attempted with tensor…

Computer Vision and Pattern Recognition · Computer Science 2021-07-02 Raghavendra Selvan , Erik B Dam , Jens Petersen

Tensor networks provide compact and scalable representations of high-dimensional data, enabling efficient computation in fields such as quantum physics, numerical partial differential equations (PDEs), and machine learning. This paper…

Numerical Analysis · Mathematics 2025-08-28 Julia Wei , Alec Dektor , Chungen Shen , Zaiwen Wen , Chao Yang

The conjugate gradient method is a widely used algorithm for the numerical solution of a system of linear equations. It is particularly attractive because it allows one to take advantage of sparse matrices and produces (in case of infinite…

Numerical Analysis · Mathematics 2017-11-27 Sergey Voronin , Christophe Zaroli , Naresh P. Cuntoor

This paper proposes novel algorithm for non-convex multimodal constrained optimisation problems. It is based on sequential solving restrictions of problem to sections of feasible set by random subspaces (in general, manifolds) of low…

Optimization and Control · Mathematics 2023-03-28 Dmitry A. Pasechnyuk , Alexander Gornov

This paper introduces and analyzes a preconditioned modified of the Hermitian and skew-Hermitian splitting (PMHSS). The large sparse continuous Sylvester equations are solved by PMHSS iterative algorithm based on nonHermitian, complex,…

Numerical Analysis · Mathematics 2020-12-29 Yuye Feng , Qingbiao Wu

For solving a class of block two-by-two real linear system, a new single-step iteration method based on triangular splitting scheme is proposed in this paper. Then the convergence properties of this method are carefully investigated. In…

Numerical Analysis · Mathematics 2021-12-14 Jie Wu , Xi'an Li

In this paper we study nonconvex and nonsmooth multi-block optimization over Riemannian manifolds with coupled linear constraints. Such optimization problems naturally arise from machine learning, statistical learning, compressive sensing,…

Optimization and Control · Mathematics 2017-10-09 Junyu Zhang , Shiqian Ma , Shuzhong Zhang

The problem of low-tubal-rank tensor estimation is a fundamental task with wide applications across high-dimensional signal processing, machine learning, and image science. Traditional approaches tackle such a problem by performing tensor…

Machine Learning · Computer Science 2025-12-24 Zhiyu Liu , Zhi Han , Yandong Tang , Jun Fan , Yao Wang

Sequences of parametrized Lyapunov equations can be encountered in many application settings. Moreover, solutions of such equations are often intermediate steps of an overall procedure whose main goal is the computation of…

Numerical Analysis · Mathematics 2024-05-30 Davide Palitta , Zoran Tomljanović , Ivica Nakić , Jens Saak