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The low-rank approximation is a complexity reduction technique to approximate a tensor or a matrix with a reduced rank, which has been applied to the simulation of high dimensional problems to reduce the memory required and computational…

Computational Physics · Physics 2020-08-26 Zhuogang Peng , Ryan McClarren , Martin Frank

The latent variable proximal point (LVPP) algorithm is a framework for solving infinite-dimensional variational problems with pointwise inequality constraints. The algorithm is a saddle point reformulation of the Bregman proximal point…

Optimization and Control · Mathematics 2025-07-01 Jørgen S. Dokken , Patrick E. Farrell , Brendan Keith , Ioannis P. A. Papadopoulos , Thomas M. Surowiec

Layer factorization has emerged as a widely used technique for training memory-efficient neural networks. However, layer factorization methods face several challenges, particularly a lack of robustness during the training process. To…

Numerical Analysis · Mathematics 2025-02-06 Jonas Kusch , Steffen Schotthöfer , Alexandra Walter

Inference and simulation in the context of high-dimensional dynamical systems remain computationally challenging problems. Some form of dimensionality reduction is required to make the problem tractable in general. In this paper, we propose…

Machine Learning · Statistics 2024-01-04 Jonathan Schmidt , Philipp Hennig , Jörg Nick , Filip Tronarp

This paper proposes and develops new Newton-type methods to solve structured nonconvex and nonsmooth optimization problems with justifying their fast local and global convergence by means of advanced tools of variational analysis and…

Optimization and Control · Mathematics 2026-03-03 Pham Duy Khanh , Boris S. Mordukhovich , Vo Thanh Phat

Due to its reduced memory and computational demands, dynamical low-rank approximation (DLRA) has sparked significant interest in multiple research communities. A central challenge in DLRA is the development of time integrators that are…

Numerical Analysis · Mathematics 2024-03-06 Jonas Kusch

Sketch-and-project is a framework which unifies many known iterative methods for solving linear systems and their variants, as well as further extensions to non-linear optimization problems. It includes popular methods such as randomized…

Optimization and Control · Mathematics 2023-09-20 Michał Dereziński , Elizaveta Rebrova

Designing quantum circuits for ground state preparation is a fundamental task in quantum information science. However, standard Variational Quantum Algorithms (VQAs) are often constrained by limited ansatz expressivity and difficult…

Quantum Physics · Physics 2026-02-25 Zhijian Lai , Hantao Nie , Jiayuan Wu , Dong An

Fluid-structure interaction models are used to study how a material interacts with different fluids at different Reynolds numbers. Examining the same model not only for different fluids but also for different solids allows to optimize the…

Numerical Analysis · Mathematics 2023-07-28 Peter Benner , Thomas Richter , Roman Weinhandl

Least squares form one of the most prominent classes of optimization problems, with numerous applications in scientific computing and data fitting. When such formulations aim at modeling complex systems, the optimization process must…

Optimization and Control · Mathematics 2021-05-31 E. Bergou , Y. Diouane , V. Kungurtsev , C. W. Royer

We propose a new randomized algorithm for solving convex optimization problems that have a large number of constraints (with high probability). Existing methods like interior-point or Newton-type algorithms are hard to apply to such…

Optimization and Control · Mathematics 2020-03-25 Bo Wei , William B. Haskell , Sixiang Zhao

In this paper, we present and analyze a new set of low-rank recovery algorithms for linear inverse problems within the class of hard thresholding methods. We provide strategies on how to set up these algorithms via basic ingredients for…

Numerical Analysis · Computer Science 2013-01-15 Anastasios Kyrillidis , Volkan Cevher

The paper proposes and justifies a new algorithm of the proximal Newton type to solve a broad class of nonsmooth composite convex optimization problems without strong convexity assumptions. Based on advanced notions and techniques of…

Optimization and Control · Mathematics 2022-03-02 Boris S. Mordukhovich , Xiaoming Yuan , Shangzhi Zeng , Jin Zhang

We provide a randomized linear time approximation scheme for a generic problem about clustering of binary vectors subject to additional constrains. The new constrained clustering problem encompasses a number of problems and by solving it,…

Data Structures and Algorithms · Computer Science 2018-07-20 Fedor V. Fomin , Petr A. Golovach , Daniel Lokshtanov , Fahad Panolan , Saket Saurabh

The growing number of parameters and computational demands of large language models (LLMs) present significant challenges for their efficient deployment. Recently, there is an increasing interest in quantizing weights to extremely low…

Machine Learning · Computer Science 2025-02-18 Cheng Zhang , Jeffrey T. H. Wong , Can Xiao , George A. Constantinides , Yiren Zhao

Recent technical advances in collecting spatial data have been increasing the demand for methods to analyze large spatial datasets. The statistical analysis for these types of datasets can provide useful knowledge in various fields.…

Methodology · Statistics 2021-06-16 Toshihiro Hirano

The proliferation of saddle points, rather than poor local minima, is increasingly understood to be a primary obstacle in large-scale non-convex optimization for machine learning. Variable elimination algorithms, like Variable Projection…

Machine Learning · Computer Science 2025-11-04 Min Gan , Guang-Yong Chen , Yang Yi , Lin Yang

Smooth convex minimization over the unit trace-norm ball is an important optimization problem in machine learning, signal processing, statistics and other fields, that underlies many tasks in which one wishes to recover a low-rank matrix…

Optimization and Control · Mathematics 2020-12-01 Dan Garber

We introduce a novel optimization algorithm for image recovery under learned sparse and low-rank constraints, which we parameterize as weighted extensions of the $\ell_p^p$-vector and $\mathcal S_p^p$ Schatten-matrix quasi-norms for…

Computer Vision and Pattern Recognition · Computer Science 2023-04-21 Stamatios Lefkimmiatis , Iaroslav Koshelev

We propose an iterative algorithm for low-rank matrix completion that can be interpreted as an iteratively reweighted least squares (IRLS) algorithm, a saddle-escaping smoothing Newton method or a variable metric proximal gradient method…

Optimization and Control · Mathematics 2021-06-07 Christian Kümmerle , Claudio Mayrink Verdun