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In this paper, we consider the numerical pricing of financial derivatives using Radial Basis Function generated Finite Differences in space. Such discretization methods have the advantage of not requiring Cartesian grids. Instead, the nodes…

Computational Finance · Quantitative Finance 2018-08-21 Slobodan Milovanović , Lina von Sydow

This paper considers distributed optimization problems, where each agent cooperatively minimizes the sum of local objective functions through the communication with its neighbors. The widely adopted distributed gradient method in solving…

Optimization and Control · Mathematics 2025-08-19 Yeming Xu , Ziyuan Guo , Kaihong Lu , Huanshui Zhang

We study distributed algorithms for expected loss minimization where the datasets are large and have to be stored on different machines. Often we deal with minimizing the average of a set of convex functions where each function is the…

Machine Learning · Computer Science 2019-07-24 Samira Sheikhi

Asynchronous distributed algorithms are a popular way to reduce synchronization costs in large-scale optimization, and in particular for neural network training. However, for nonsmooth and nonconvex objectives, few convergence guarantees…

Optimization and Control · Mathematics 2020-07-14 Vyacheslav Kungurtsev , Malcolm Egan , Bapi Chatterjee , Dan Alistarh

In mixed finite element approximations of Hodge Laplace problems associated with the de Rham complex, the exterior derivative operators are computed exactly, so the spatial locality is preserved. However, the numerical approximations of the…

Numerical Analysis · Mathematics 2019-10-30 Jeonghun J. Lee

Projection-based reduced order models are effective at approximating parameter-dependent differential equations that are parametrically separable. When parametric separability is not satisfied, which occurs in both linear and nonlinear…

Numerical Analysis · Mathematics 2021-10-22 Peter Sentz , Kristian Beckwith , Eric C. Cyr , Luke N. Olson , Ravi Patel

We introduce a neighborhood-based data access model for distributed coded storage allocation. Storage nodes are connected in a generic network and data is accessed locally: a user accesses a randomly chosen storage node, which subsequently…

Information Theory · Computer Science 2014-11-12 Dusan Jakovetic , Aleksandar Minja , Dragana Bajovic , Dejan Vukobratovic

Federated Learning (FL) decouples model training from the need for direct access to the data and allows organizations to collaborate with industry partners to reach a satisfying level of performance without sharing vulnerable business…

Machine Learning · Computer Science 2021-10-22 Stephanie Holly , Thomas Hiessl , Safoura Rezapour Lakani , Daniel Schall , Clemens Heitzinger , Jana Kemnitz

Cooperative decision making is a vision of future network management and control. Distributed connection preemption is an important example where nodes can make intelligent decisions on allocating resources and controlling traffic flows for…

Machine Learning · Computer Science 2009-01-08 Sung-eok Jeon , Chuanyi Ji

High-order partial differential equations (PDEs) require derivative regularity that standard $C^0$ finite element infrastructures do not directly provide on unstructured meshes. We propose a mesh-intrinsic generalized finite element method…

Numerical Analysis · Mathematics 2026-04-28 Rong Tian

We study optimization algorithms for the finite sum problems frequently arising in machine learning applications. First, we propose novel variants of stochastic gradient descent with a variance reduction property that enables linear…

Machine Learning · Computer Science 2017-07-06 Jakub Konečný

We consider a class of popular distributed non-convex optimization problems, in which agents connected by a network $\mathcal{G}$ collectively optimize a sum of smooth (possibly non-convex) local objective functions. We address the…

Optimization and Control · Mathematics 2020-01-08 Haoran Sun , Mingyi Hong

Specialized function gradient computing hardware could greatly improve the performance of state-of-the-art optimization algorithms, e.g., based on gradient descent or conjugate gradient methods that are at the core of control, machine…

While molecular communication via diffusion experiences significant inter-symbol interference (ISI), recent work suggests that ISI can be mitigated via time differentiation pre-processing which achieves pulse narrowing. Herein, the approach…

Information Theory · Computer Science 2021-08-19 Mustafa Can Gursoy , Urbashi Mitra

Considering the issue of estimating small probabilities p, ie. measuring a rare domain F = {x | g(x) > q} with respect to the distribution of a random vector X, Multilevel Splitting strategies (also called Subset Simulation) aim at writing…

Computation · Statistics 2015-09-10 Clément Walter

We engineer algorithms for sorting huge data sets on massively parallel machines. The algorithms are based on the multiway merging paradigm. We first outline an algorithm whose I/O requirement is close to a lower bound. Thus, in contrast to…

Data Structures and Algorithms · Computer Science 2009-10-15 Mirko Rahn , Peter Sanders , Johannes Singler

Discrete optimization is a central problem in artificial intelligence. The optimization of the aggregated cost of a network of cost functions arises in a variety of problems including (W)CSP, DCOP, as well as optimization in stochastic…

Artificial Intelligence · Computer Science 2018-01-12 Ferdinando Fioretto , Enrico Pontelli , William Yeoh , Rina Dechter

In this work, we develop a fully implicit Hybrid High-Order algorithm for the Cahn-Hilliard problem in mixed form. The space discretization hinges on local reconstruction operators from hybrid polynomial unknowns at elements and faces. The…

Numerical Analysis · Mathematics 2016-07-01 Florent Chave , Daniele A. Di Pietro , Fabien Marche , Franck Pigeonneau

Federated learning (FL) is a distributed machine learning (ML) framework where multiple clients collaborate to train a model without exposing their private data. FL involves cycles of local computations and bi-directional communications…

Cryptography and Security · Computer Science 2023-08-22 Xiangjian Hou , Sarit Khirirat , Mohammad Yaqub , Samuel Horvath

Multi-level optimization has gained increasing attention in recent years, as it provides a powerful framework for solving complex optimization problems that arise in many fields, such as meta-learning, multi-player games, reinforcement…

Machine Learning · Computer Science 2023-10-11 Shuoguang Yang , Xuezhou Zhang , Mengdi Wang