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This document introduces a strategy to solve linear optimization problems. The strategy is based on the bounding condition each constraint produces on each one of the problem's dimension. The solution of a linear optimization problem is…

Optimization and Control · Mathematics 2018-09-24 Gerardo L. Febres

Substantial progress has been made recently on developing provably accurate and efficient algorithms for low-rank matrix factorization via nonconvex optimization. While conventional wisdom often takes a dim view of nonconvex optimization…

Machine Learning · Computer Science 2019-10-23 Yuejie Chi , Yue M. Lu , Yuxin Chen

We consider deflation and augmentation techniques for accelerating the convergence of Krylov subspace methods for the solution of nonsingular linear algebraic systems. Despite some formal similarity, the two techniques are conceptually…

Numerical Analysis · Mathematics 2015-10-20 André Gaul , Martin H. Gutknecht , Jörg Liesen , Reinhard Nabben

Decentralized optimization is a common paradigm used in distributed signal processing and sensing as well as privacy-preserving and large-scale machine learning. It is assumed that several computational entities locally hold objective…

Optimization and Control · Mathematics 2023-01-12 Alexander Rogozin , Demyan Yarmoshik , Ksenia Kopylova , Alexander Gasnikov

Distributed optimization has gained significant attention in recent years, primarily fueled by the availability of a large amount of data and privacy-preserving requirements. This paper presents a fixed-time convergent optimization…

Systems and Control · Computer Science 2022-05-30 Kunal Garg , Mayank Baranwal

We presented a separation based optimization algorithm which, rather than optimization the entire variables altogether, This would allow us to employ: 1) a class of nonlinear functions with three variables and 2) a convex quadratic…

Computer Vision and Pattern Recognition · Computer Science 2015-12-09 Masoud Aghamohamadian-Sharbaf , Ahmadreza Heravi , Hamidreza Pourreza

Joint diagonalization, the process of finding a shared set of approximate eigenvectors for a collection of matrices, arises in diverse applications such as multidimensional harmonic analysis or quantum information theory. This task is…

Optimization and Control · Mathematics 2025-02-12 Erik Troedsson , Marcus Carlsson , Herwig Wendt

In this work, we consider methods for solving large-scale optimization problems with a possibly nonsmooth objective function. The key idea is to first specify a class of optimization algorithms using a generic iterative scheme involving…

Optimization and Control · Mathematics 2020-02-19 Sebastian Banert , Axel Ringh , Jonas Adler , Johan Karlsson , Ozan Öktem

Approximating a function with a finite series, e.g., involving polynomials or trigonometric functions, is a critical tool in computing and data analysis. The construction of such approximations via now-standard approaches like least squares…

Optimization and Control · Mathematics 2021-08-30 Dihan Dai , Yekaterina Epshteyn , Akil Narayan

Finding multiple solutions of non-convex optimization problems is a ubiquitous yet challenging task. Most past algorithms either apply single-solution optimization methods from multiple random initial guesses or search in the vicinity of…

Machine Learning · Computer Science 2023-03-03 Lingxiao Li , Noam Aigerman , Vladimir G. Kim , Jiajin Li , Kristjan Greenewald , Mikhail Yurochkin , Justin Solomon

Continuous optimization is an important problem in many areas of AI, including vision, robotics, probabilistic inference, and machine learning. Unfortunately, most real-world optimization problems are nonconvex, causing standard convex…

Artificial Intelligence · Computer Science 2016-11-10 Abram L. Friesen , Pedro Domingos

This paper proposes a novel technique called "successive stochastic smoothing" that optimizes nonsmooth and discontinuous functions while considering various constraints. Our methodology enables local and global optimization, making it a…

Optimization and Control · Mathematics 2023-08-17 Vladimir Norkin , Alois Pichler , Anton Kozyriev

Non-convex optimization is a critical tool in advancing machine learning, especially for complex models like deep neural networks and support vector machines. Despite challenges such as multiple local minima and saddle points, non-convex…

Machine Learning · Computer Science 2024-10-04 Greg B Fotopoulos , Paul Popovich , Nicholas Hall Papadopoulos

Optimization techniques play a crucial role in estimating parameters and state information for nonlinear systems. However, some critical aspects of these problems have received little attention in previous research. In this paper, we…

Optimization and Control · Mathematics 2023-06-02 Kaushal Kumar

The proximal gradient method is a generic technique introduced to tackle the non-smoothness in optimization problems, wherein the objective function is expressed as the sum of a differentiable convex part and a non-differentiable…

Numerical Analysis · Mathematics 2024-01-19 Abdeslem Hafid Bentbib , Khalide Jbilou , Ridwane Tahiri

Techniques involving factorization are found in a wide range of applications and have enjoyed significant empirical success in many fields. However, common to a vast majority of these problems is the significant disadvantage that the…

Numerical Analysis · Computer Science 2015-06-26 Benjamin D. Haeffele , Rene Vidal

We present a new feasible proximal gradient method for constrained optimization where both the objective and constraint functions are given by the summation of a smooth, possibly nonconvex function and a convex simple function. The…

Optimization and Control · Mathematics 2024-02-01 Digvijay Boob , Qi Deng , Guanghui Lan

Ordinary differential equations (ODEs) are widely used to model biological, (bio-)chemical and technical processes. The parameters of these ODEs are often estimated from experimental data using ODE-constrained optimisation. This article…

Optimization and Control · Mathematics 2015-11-06 Anna Fiedler , Fabian J. Theis , Jan Hasenauer

Deflation techniques for Krylov subspace methods have seen a lot of attention in recent years. They provide means to improve the convergence speed of these methods by enriching the Krylov subspace with a deflation subspace. The most common…

Numerical Analysis · Mathematics 2017-04-26 K. Kahl , H. Rittich

Many astrophysical simulations involve extreme dynamic range of timescales around 'special points' in the domain (e.g. black holes, stars, planets, disks, galaxies, shocks, mixing interfaces), where processes on small scales couple strongly…

Instrumentation and Methods for Astrophysics · Physics 2026-05-11 Philip F. Hopkins , Elias R. Most
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