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Based on the Scale-Splitting (SCSP) iteration method presented by Hezari et al. in (A new iterative method for solving a class of complex symmetric system linear of equations, Numerical Algorithms 73 (2016) 927-955), we present a new…
The problem of optimal precision switching for the conjugate gradient (CG) method applied to sparse linear systems is considered. A sparse matrix is defined as an $n\!\times\!n$ matrix with $m\!=\!O(n)$ nonzero entries. The algorithm first…
The positive semidefinite Procrustes (PSDP) problem is the following: given rectangular matrices $X$ and $B$, find the symmetric positive semidefinite matrix $A$ that minimizes the Frobenius norm of $AX-B$. No general procedure is known…
We study randomized sketching methods for approximately solving least-squares problem with a general convex constraint. The quality of a least-squares approximation can be assessed in different ways: either in terms of the value of the…
The current bottleneck of globally solving mixed-integer (non-convex) quadratically constrained problem (MIQCP) is still to construct strong but computationally cheap convex relaxations, especially when dense quadratic functions are…
Many computer vision applications require robust and efficient estimation of camera geometry from a minimal number of input data measurements, i.e., solving minimal problems in a RANSAC framework. Minimal problems are usually formulated as…
Lyapunov functions play a fundamental role in analyzing the stability and convergence properties of optimization methods. In this paper, we propose a novel and straightforward approach for constructing Lyapunov functions for first-order…
We consider the problem of efficiently solving large-scale linear least squares problems that have one or more linear constraints that must be satisfied exactly. Whilst some classical approaches are theoretically well founded, they can face…
We analyze the bit complexity of efficient algorithms for fundamental optimization problems, such as linear regression, $p$-norm regression, and linear programming (LP). State-of-the-art algorithms are iterative, and in terms of the number…
We consider semidefinite programs (SDPs) of size n with equality constraints. In order to overcome scalability issues, Burer and Monteiro proposed a factorized approach based on optimizing over a matrix Y of size $n$ by $k$ such that $X =…
Noisy matrix completion has attracted significant attention due to its applications in recommendation systems, signal processing and image restoration. Most existing works rely on (weighted) least squares methods under various low-rank…
We present a fast algorithm for linear least squares problems governed by hierarchically block separable (HBS) matrices. Such matrices are generally dense but data-sparse and can describe many important operators including those derived…
Previous research on quantum annealing methods focused on effectively modeling systems of linear equations by utilizing quadratic unconstrained binary optimization (QUBO) formulations. These studies take part in enhancing quantum computing…
This article presents the first mixed-integer linear programming (MILP)-based iterative algorithm to solve factorable mixed-integer nonlinear programs (MINLPs) with bounded, differentiable periodic functions to global optimality with an…
We present a relative forward error analysis of a mixed-precision preconditioned one-sided Jacobi algorithm, analogous to a two-sided version introduced in [N. J. Higham, F. Tisseur, M. Webb and Z. Zhou, SIAM J. Matrix Anal. Appl. 46…
Formulating a Schubert problem as the solutions to a system of equations in either Pl\"ucker space or in the local coordinates of a Schubert cell usually involves more equations than variables. Using reduction to the diagonal, we previously…
In this article, we derive an iterative scheme through a quasi-Newton technique to capture robust weakly efficient points of uncertain multiobjective optimization problems under the upper set less relation. It is assumed that the set of…
We propose a strategy for the generation of fast and accurate versions of non-commutative recursive matrix multiplication algorithms. To generate these algorithms, we consider matrix and tensor norm bounds governing the stability and…
Schubert polynomials were discovered by A. Lascoux and M. Sch\"utzenberger in the study of cohomology rings of flag manifolds in 1980's. These polynomials generalize Schur polynomials, and form a linear basis of multivariate polynomials. In…
We present a mixed-precision benchmark called HPL-MxP that uses both a lower-precision LU factorization with a non-stationary iterative refinement based on GMRES. We evaluate the numerical stability of one of the methods of generating the…