Related papers: JGS2: Near Second-order Converging Jacobi/Gauss-Se…
In this paper, we propose new proximal Newton-type methods for convex optimization problems in composite form. The applications include model predictive control (MPC) and embedded MPC. Our new methods are computationally attractive since…
We consider SGD-type optimization on infinite-dimensional quadratic problems with power law spectral conditions. It is well-known that on such problems deterministic GD has loss convergence rates $L_t=O(t^{-\zeta})$, which can be improved…
The solution of linear systems of equations is a central task in a number of scientific and engineering applications. In many cases the solution of linear systems may take most of the simulation time thus representing a major bottleneck in…
This paper proposes and justifies two globally convergent Newton-type methods to solve unconstrained and constrained problems of nonsmooth optimization by using tools of variational analysis and generalized differentiation. Both methods are…
In this paper, we address the challenge of solving large-scale graph-structured nonlinear programs (gsNLPs) in a scalable manner. GsNLPs are problems in which the objective and constraint functions are associated with nodes on a graph and…
The Poisson-Fermi model is an extension of the classical Poisson-Boltzmann model to include the steric and correlation effects of ions and water treated as nonuniform spheres in aqueous solutions. Poisson-Boltzmann electrostatic…
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…
Computational fluid dynamics (CFD) simulations of viscous fluids described by the Navier-Stokes equations are considered. Depending on the Reynolds number of the flow, the Navier-Stokes equations may exhibit a highly nonlinear behavior. The…
Linear-time algorithms that are traditionally used to shuffle data on CPUs, such as the method of Fisher-Yates, are not well suited to implementation on GPUs due to inherent sequential dependencies, and existing parallel shuffling…
To define and identify a region-of-interest (ROI) in a digital image, the shape descriptor of the ROI has to be described in terms of its boundary characteristics. To address the generic issues of contour tracking, the yConvex Hypergraph…
This paper introduces a parallel and distributed extension to the alternating direction method of multipliers (ADMM) for solving convex problem: minimize $\sum_{i=1}^N f_i(x_i)$ subject to $\sum_{i=1}^N A_i x_i=c, x_i\in \mathcal{X}_i$. The…
Maximum entropy inference and learning of graphical models are pivotal tasks in learning theory and optimization. This work extends algorithms for these problems, including generalized iterative scaling (GIS) and gradient descent (GD), to…
We present and analyze a new space-time parallel multigrid method for parabolic equations. The method is based on arbitrarily high order discontinuous Galerkin discretizations in time, and a finite element discretization in space. The key…
The rapid progress in GPU computing has revolutionized many fields, yet its potential in mathematical programming, such as linear programming (LP), has only recently begun to be realized. This survey aims to provide a comprehensive overview…
Quantum computing enables parallelism through superposition and entanglement and offers advantages over classical computing architectures. However, due to the limitations of current quantum hardware in the noisy intermediate-scale quantum…
Large-scale unconstrained optimization is a fundamental and important class of, yet not well-solved problems in numerical optimization. The main challenge in designing an algorithm is to require a few storage locations or very inexpensive…
This paper presents an algorithm for the efficient approximation of the saddle-extremum persistence diagram of a scalar field. Vidal et al. introduced recently a fast algorithm for such an approximation (by interrupting a progressive…
Large-scale linear programs (LPs) arise in many decision systems, including ranking, allocation, and matching problems that must be solved repeatedly at massive scale. Prior work such as ECLIPSE and LinkedIn's open-source DuaLip showed that…
Aerodynamic shape optimization has many industrial applications. Existing methods, however, are so computationally demanding that typical engineering practices are to either simply try a limited number of hand-designed shapes or restrict…
This paper considers the decentralized consensus optimization problem defined over a network where each node holds a second-order differentiable local objective function. Our goal is to minimize the summation of local objective functions…