Related papers: Dual Hierarchical Least-Squares Programming with E…
As enjoying the closed form solution, least squares support vector machine (LSSVM) has been widely used for classification and regression problems having the comparable performance with other types of SVMs. However, LSSVM has two drawbacks:…
We present a sparse linear system solver that is based on a multifrontal variant of Gaussian elimination, and exploits low-rank approximation of the resulting dense frontal matrices. We use hierarchically semiseparable (HSS) matrices, which…
We are interested in solving linear systems arising from three applications: (1) kernel methods in machine learning, (2) discretization of boundary integral equations from mathematical physics, and (3) Schur complements formed in the…
Feasible path algorithms have been widely used for process optimisation due to its good convergence. The sequential quadratic programming (SQP) algorithm is usually used to drive the feasible path algorithms towards optimality. However,…
In this paper, the elliptic PDE-constrained optimization problem with box constraints on the control is studied. To numerically solve the problem, we apply the 'optimize-discretize-optimize' strategy. Specifically, the alternating direction…
We revisit a formulation technique for inequality constrained optimization problems that has been known for decades: the substitution of squared variables for nonnegative variables. Using this technique, inequality constraints are converted…
Current algorithms for large-scale industrial optimization problems typically face a trade-off: they either require exponential time to reach optimal solutions, or employ problem-specific heuristics. To overcome these limitations, we…
Concerning huge-scale aggregative convex programming of a linear objective subject to the affine constraints of equality and inequality and the quadratic constraints of inequality, convex and aggregatively computable, an algorithm is…
Datacenters are increasingly becoming heterogeneous, and are starting to include specialized hardware for networking, video processing, and especially deep learning. To leverage the heterogeneous compute capability of modern datacenters, we…
Machine learning algorithms must be able to efficiently cope with massive data sets. Therefore, they have to scale well on any modern system and be able to exploit the computing power of accelerators independent of their vendor. In the…
The CLP scheme uses Horn clauses and SLD resolution to generate multiple constraint satisfaction problems (CSPs). The possible CSPs include rational trees (giving Prolog) and numerical algorithms for solving linear equations and linear…
This paper presents novel adaptive space-time reduced-rank interference suppression least squares algorithms based on joint iterative optimization of parameter vectors. The proposed space-time reduced-rank scheme consists of a joint…
Hamilton-Jacobi (HJ) partial differential equations (PDEs) have diverse applications spanning physics, optimal control, game theory, and imaging sciences. This research introduces a first-order optimization-based technique for HJ PDEs,…
Solving constrained nonlinear programs (NLPs) is of great importance in various domains such as power systems, robotics, and wireless communication networks. One widely used approach for addressing NLPs is the interior point method (IPM).…
Recent observations have been made that bridge splitting methods arising from optimization, to the Hopf and Lax formulas for Hamilton-Jacobi Equations with Hamiltonians $H(p)$. This has produced extremely fast algorithms in computing…
Several well-known algorithms in the field of combinatorial optimization can be interpreted in terms of the primal-dual method for solving linear programs. For example, Dijkstra's algorithm, the Ford-Fulkerson algorithm, and the Hungarian…
In this paper, we propose an interior-point method for linearly constrained optimization problems (possibly nonconvex). The method - which we call the Hessian barrier algorithm (HBA) - combines a forward Euler discretization of Hessian…
The data-compatibility approach to constrained optimization, proposed here, strives to a point that is "close enough" to the solution set and whose target function value is "close enough" to the constrained minimum value. These notions can…
In this paper, we analyze the convergence of Alternating Direction Method of Multipliers (ADMM) on convex quadratic programs (QPs) with linear equality and bound constraints. The ADMM formulation alternates between an equality constrained…
Many problems in machine learning and other fields can be (re)for-mulated as linearly constrained separable convex programs. In most of the cases, there are multiple blocks of variables. However, the traditional alternating direction method…