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We develop a scalable algorithmic framework for sparse convex quantile regression (SCQR), addressing key computational challenges in the literature. Enhancing the classical CQR model, we introduce L2-norm regularization and an…
Inverse problems arise in a wide spectrum of applications in fields ranging from engineering to scientific computation. Connected with the rise of interest in inverse problems is the development and analysis of regularization methods, such…
Generalized sampling is a recently developed linear framework for sampling and reconstruction in separable Hilbert spaces. It allows one to recover any element in any finite-dimensional subspace given finitely many of its samples with…
Linear solvers are major computational bottlenecks in a wide range of decision support and optimization computations. The challenges become even more pronounced on heterogeneous hardware, where traditional sparse numerical linear algebra…
The stochastic gradient (SG) method can minimize an objective function composed of a large number of differentiable functions, or solve a stochastic optimization problem, to a moderate accuracy. The block coordinate descent/update (BCD)…
Consider linear ill-posed problems governed by the system $A_i x = y_i$ for $i =1, \cdots, p$, where each $A_i$ is a bounded linear operator from a Banach space $X$ to a Hilbert space $Y_i$. In case $p$ is huge, solving the problem by an…
Generalized Chinese Remainder Theorem (CRT) has been shown to be a powerful approach to solve the ambiguity resolution problem. However, with its close relationship to number theory, study in this area is mainly from a coding theory…
We present a class of reduced basis (RB) methods for the iterative solution of parametrized symmetric positive-definite (SPD) linear systems. The essential ingredients are a Galerkin projection of the underlying parametrized system onto a…
The increasing scale of data propels the popularity of leveraging parallelism to speed up the optimization. Minibatch stochastic gradient descent (minibatch SGD) and local SGD are two popular methods for parallel optimization. The existing…
We address the problem of distributed convex unconstrained optimization over networks characterized by asynchronous and possibly lossy communications. We analyze the case where the global cost function is the sum of locally coupled local…
Robust low-rank matrix completion (RMC), or robust principal component analysis with partially observed data, has been studied extensively for computer vision, signal processing and machine learning applications. This problem aims to…
In our recent work on iterative computation in hardware, we showed that arbitrary-precision solvers can perform more favorably than their traditional arithmetic equivalents when the latter's precisions are either under- or over-budgeted for…
Parallel implementations of Krylov subspace methods often help to accelerate the procedure of finding an approximate solution of a linear system. However, such parallelization coupled with asynchronous and out-of-order execution often…
The efficient solution of sparse, linear systems resulting from the discretization of partial differential equations is crucial to the performance of many physics-based simulations. The algorithmic optimality of multilevel approaches for…
In this paper, a scalable iterative projection-type algorithm for solving non-stationary systems of linear inequalities is considered. A non-stationary system is understood as a large-scale system of inequalities in which coefficients and…
A time discretization method is called strongly stable, if the norm of its numerical solution is nonincreasing. It is known that, even for linear semi-negative problems, many explicit Runge--Kutta (RK) methods fail to preserve this…
The Kaczmarz algorithm is an iterative method that solves linear systems of equations. It stands out among iterative algorithms when dealing with large systems for two reasons. First, at each iteration, the Kaczmarz algorithm uses a single…
We introduce a new approach for designing Random-order Contention Resolution Schemes (RCRS) via exact solution in continuous time. Given a function $c(y):[0,1] \rightarrow [0,1]$, we show how to select each element which arrives at time $y…
The output impedance matrix of a grid-connected converter plays an important role in analyzing system stability. Due to the dynamics of the DC-link control and the phase locked loop (PLL), the output impedance matrices of the converter and…
Discontinuous Galerkin (DG) methods for hyperbolic partial differential equations (PDEs) with explicit time-stepping schemes, such as strong stability-preserving Runge-Kutta (SSP-RK), suffer from time-step restrictions that are…