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Saddle point problems arise in many important practical applications. In this paper we propose and analyze some algorithms for solving symmetric saddle point problems which are based upon the block Gram-Schmidt method. In particular, we…
This paper presents a new approach to quadrify a polynomial programming problem, i.e. reduce the polynomial program to a quadratic program, before solving it. The proposed approach, QUAD-RLT, exploits the Reformulation-Linearization…
An algorithm is proposed, analyzed, and tested experimentally for solving stochastic optimization problems in which the decision variables are constrained to satisfy equations defined by deterministic, smooth, and nonlinear functions. It is…
We are faced with convex quadratic programing in many contexts related to control theory, economy and robotics. In this paper, we introduce a new active set algorithm for solving such problems and analyze its possible advantages. The…
In this paper, we introduce novel fast matrix inversion algorithms that leverage triangular decomposition and recurrent formalism, incorporating Strassen's fast matrix multiplication. Our research places particular emphasis on triangular…
Under mild conditions on the noise level of the measurements, rotation averaging satisfies strong duality, which enables global solutions to be obtained via semidefinite programming (SDP) relaxation. However, generic solvers for SDP are…
In this paper, we concentrate on a particular category of quadratically constrained quadratic programming (QCQP): nonconvex QCQP with one equality constraint. This type of QCQP problem optimizes a quadratic objective under a fixed…
There has been growing interest in high-order tensor methods for nonconvex optimization, with adaptive regularization, as they possess better/optimal worst-case evaluation complexity globally and faster convergence asymptotically. These…
We study Kaczmarz type methods to solve consistent linear matrix equations. We first present a block Kaczmarz (BK) method that employs a deterministic cyclic row selection strategy. Assuming that the associated coefficient matrix has full…
Vector set orthogonal normalization and matrix QR decomposition are fundamental problems in matrix analysis with important applications in many fields. We know that Gram-Schmidt process is a widely used method to solve these two problems.…
Software for computation of maximum likelihood estimates in linear structural equation models typically employs general techniques from non-linear optimization, such as quasi-Newton methods. In practice, careful tuning of initial values is…
We introduce a cyclotomic representation for finite $q$-hypergeometric series and $q$-deformed amplitudes that separates algebraic structure from evaluation. By expressing each summand in a sparse exponent basis over irreducible cyclotomic…
A classical problem in matrix computations is the efficient and reliable approximation of a given matrix by a matrix of lower rank. The truncated singular value decomposition (SVD) is known to provide the best such approximation for any…
Regenerating codes provide an efficient way to recover data at failed nodes in distributed storage systems. It has been shown that regenerating codes can be designed to minimize the per-node storage (called MSR) or minimize the…
We develop the symplectic elimnation algorithm. This algorithm using simple row operations reduce a symplectic matrix to a diagonal matrix. This algorithm gives rise to a decomposition of an arbitrary matrix into a product of a symplectic…
We consider coordinate descent methods on convex quadratic problems, in which exact line searches are performed at each iteration. (This algorithm is identical to Gauss-Seidel on the equivalent symmetric positive definite linear system.) We…
In this paper we develop a randomized block-coordinate descent method for minimizing the sum of a smooth and a simple nonsmooth block-separable convex function and prove that it obtains an $\epsilon$-accurate solution with probability at…
Over the past decade, various matrix completion algorithms have been developed. Thresholded singular value decomposition (SVD) is a popular technique in implementing many of them. A sizable number of studies have shown its theoretical and…
We optimize matrix-product state-based algorithms for simulating quantum circuits with finite fidelity, specifically the time-evolving block decimation (TEBD) and the density-matrix renormalization group (DMRG) algorithms, by exploiting the…
An efficient decoding algorithm named `divided decoder' is proposed in this paper. Divided decoding can be combined with any decoder using QR-decomposition and offers different pairs of performance and complexity. Divided decoding provides…