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We propose ALiA, a novel adaptive variant of the alternating direction method of multipliers (ADMM). Specifically, ALiA is a variant of function-linearized proximal ADMM (FLiP ADMM), which generalizes the classical ADMM by leveraging the…

Optimization and Control · Mathematics 2026-02-17 Uijeong Jang , Kaizhao Sun , Wotao Yin , Ernest K Ryu

In time series analysis, when fitting an autoregressive model, one must solve a Toeplitz ordinary least squares problem numerous times to find an appropriate model, which can severely affect computational times with large data sets. Two…

Machine Learning · Statistics 2021-12-28 Ali Eshragh , Oliver Di Pietro , Michael A. Saunders

In many application of noise cancellation, the changes in signal characteristics could be quite fast. This requires the utilization of adaptive algorithms, which converge rapidly. Least Mean Squares (LMS) adaptive filters have been used in…

Sound · Computer Science 2011-06-07 Sayed A. Hadei , N. Sonbolestan

Lawson's iteration is a classical and effective method for solving the linear (polynomial) minimax approximation problem in the complex plane. Extension of Lawson's iteration for the rational minimax approximation problem with both…

Numerical Analysis · Mathematics 2025-08-08 Lei-Hong Zhang , Shanheng Han

This work proposes a procedure for designing algorithms for specific adaptive data collection tasks like active learning and pure-exploration multi-armed bandits. Unlike the design of traditional adaptive algorithms that rely on…

Machine Learning · Computer Science 2025-03-11 Jifan Zhang , Lalit Jain , Kevin Jamieson

In approximation of functions based on point values, least-squares methods provide more stability than interpolation, at the expense of increasing the sampling budget. We show that near-optimal approximation error can nevertheless be…

Numerical Analysis · Mathematics 2024-02-14 Abdellah Chkifa , Matthieu Dolbeault

This paper studies least-squares ReLU neural network method for solving the linear advection-reaction problem with discontinuous solution. The method is a discretization of an equivalent least-squares formulation in the set of neural…

Numerical Analysis · Mathematics 2021-07-28 Zhiqiang Cai , Jingshuang Chen , Min Liu

In this work, we extend a modified Anderson acceleration proposed in [Y. He, arXiv:2603.25983, 2026] to accelerate the Picard iteration for the Navier-Stokes equations. In this variant of Anderson acceleration, named AAg, the nonlinear…

Numerical Analysis · Mathematics 2026-05-19 Yunhui He , Leo Rebholz

In this work we explore the fundamental structure-adaptiveness of state of the art randomized first order algorithms on regularized empirical risk minimization tasks, where the solution has intrinsic low-dimensional structure (such as…

Optimization and Control · Mathematics 2017-12-13 Junqi Tang , Francis Bach , Mohammad Golbabaee , Mike Davies

Low-Rank Adaptation (LoRA) is the bread and butter of Large Language Model (LLM) finetuning. LoRA learns an additive low-rank perturbation, $AB$, of a pretrained matrix parameter $W$ to align the model to a new task or dataset with $W+AB$.…

Machine Learning · Computer Science 2024-10-15 Hai Huang , Randall Balestriero

A regularization algorithm (AR1pGN) for unconstrained nonlinear minimization is considered, which uses a model consisting of a Taylor expansion of arbitrary degree and regularization term involving a possibly non-smooth norm. It is shown…

Optimization and Control · Mathematics 2021-05-31 Serge Gratton , Philippe L. Toint

Fine-tuning large language models (LLMs) with high parameter efficiency for downstream tasks has become a new paradigm. Low-Rank Adaptation (LoRA) significantly reduces the number of trainable parameters for fine-tuning. Although it has…

Computation and Language · Computer Science 2024-08-14 Jia-Chen Zhang , Yu-Jie Xiong , He-Xi Qiu , Dong-Hai Zhu , Chun-Ming Xia

We present the parallel and interacting stochastic approximation annealing (PISAA) algorithm, a stochastic simulation procedure for global optimisation, that extends and improves the stochastic approximation annealing (SAA) by using…

Computation · Statistics 2015-08-21 Georgios Karagiannis , Bledar A. Konomi , Guang Lin , Faming Liang

We here adapt an extended version of the adaptive cubic regularisation method with dynamic inexact Hessian information for nonconvex optimisation in [3] to the stochastic optimisation setting. While exact function evaluations are still…

Numerical Analysis · Mathematics 2020-09-15 Stefania Bellavia , Gianmarco Gurioli

In this paper, we present a progressive and iterative approximation method with memory for least square fitting(MLSPIA). It adjusts the control points and the weighted sums iteratively to construct a series of fitting curves (surfaces) with…

Numerical Analysis · Mathematics 2019-08-22 Zheng-Da Huang , Hui-Di Wang

For solving large-scale non-convex problems, we propose inexact variants of trust region and adaptive cubic regularization methods, which, to increase efficiency, incorporate various approximations. In particular, in addition to approximate…

Optimization and Control · Mathematics 2018-02-21 Zhewei Yao , Peng Xu , Farbod Roosta-Khorasani , Michael W. Mahoney

This work presents an adaptive superfast proximal augmented Lagrangian (AS-PAL) method for solving linearly-constrained smooth nonconvex composite optimization problems. Each iteration of AS-PAL inexactly solves a possibly nonconvex…

Optimization and Control · Mathematics 2022-10-07 Arnesh Sujanani , Renato D. C. Monteiro

An adaptive parametric reduced-order modeling method based on interpolating poles of reduced-order models is proposed in this paper. To guarantee correct interpolation, a pole-matching process is conducted to determine which poles of two…

Numerical Analysis · Mathematics 2019-08-05 Yao Yue , Lihong Feng , Peter Benner

This paper proposes and analyzes an accelerated inexact dampened augmented Lagrangian (AIDAL) method for solving linearly-constrained nonconvex composite optimization problems. Each iteration of the AIDAL method consists of: (i) inexactly…

Optimization and Control · Mathematics 2023-02-08 Weiwei Kong , Renato D. C. Monteiro

The Alternating Minimization Algorithm (AMA) has been proposed by Tseng to solve convex programming problems with two-block separable linear constraints and objectives, whereby (at least) one of the components of the latter is assumed to be…

Optimization and Control · Mathematics 2018-06-04 Sandy Bitterlich , Radu Ioan Bot , Ernö Robert Csetnek , Gert Wanka
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