Related papers: Applying acceleration to Krylov subspace eigenvalu…
In a Hilbert framework, for convex differentiable optimization, we consider accelerated gradient methods obtained by combining temporal scaling and averaging techniques with Tikhonov regularization. We start from the continuous steepest…
This paper proposes and analyzes an a posteriori error estimator for the finite element multi-scale discretization approximation of the Steklov eigenvalue problem. Based on the a posteriori error estimates, an adaptive algorithm of shifted…
In this paper we present an efficient active-set method for the solution of convex quadratic programming problems with general piecewise-linear terms in the objective, with applications to sparse approximations and risk-minimization. The…
We propose a new self-adaptive, double-loop smoothing algorithm to solve composite, nonsmooth, and constrained convex optimization problems. Our algorithm is based on Nesterov's smoothing technique via general Bregman distance functions. It…
We consider the solution of large stiff systems of ordinary differential equations with explicit exponential Runge--Kutta integrators. These problems arise from semi-discretized semi-linear parabolic partial differential equations on…
The {\it forward-backward algorithm} is a powerful tool for solving optimization problems with a {\it additively separable} and {\it smooth} + {\it nonsmooth} structure. In the convex setting, a simple but ingenious acceleration scheme…
We investigate the regularizing behavior of an iterative Krylov subspace method for the solution of linear inverse problems in precisions lower than double. Recent works have considered the projection of iterated Tikhonov methods using…
This paper introduces new solvers for efficiently computing solutions to large-scale inverse problems with group sparsity regularization, including both non-overlapping and overlapping groups. Group sparsity regularization refers to a type…
We propose a new method for unconstrained optimization of a smooth and strongly convex function, which attains the optimal rate of convergence of Nesterov's accelerated gradient descent. The new algorithm has a simple geometric…
Nonlinear acceleration algorithms improve the performance of iterative methods, such as gradient descent, using the information contained in past iterates. However, their efficiency is still not entirely understood even in the quadratic…
In this paper we first study a smooth optimization approach for solving a class of nonsmooth strictly concave maximization problems whose objective functions admit smooth convex minimization reformulations. In particular, we apply…
Variance reduction is a crucial tool for improving the slow convergence of stochastic gradient descent. Only a few variance-reduced methods, however, have yet been shown to directly benefit from Nesterov's acceleration techniques to match…
This paper deals with speeding up the convergence of a class of two-step iterative methods for solving linear systems of equations. To implement the acceleration technique, the residual norm associated with computed approximations for each…
In this work, we propose a simple yet generic preconditioned Krylov subspace method for a large class of nonsymmetric block Toeplitz all-at-once systems arising from discretizing evolutionary partial differential equations. Namely, our main…
In this paper, the discontinuous Petrov--Galerkin approximation of the Laplace eigenvalue problem is discussed. We consider in particular the primal and ultra weak formulations of the problem and prove the convergence together with a priori…
This paper introduces a simple variant of the power method. It is shown analytically and numerically to accelerate convergence to the dominant eigenvalue/eigenvector pair; and, it is particularly effective for problems featuring a small…
Preconditioned iterative methods for numerical solution of large matrix eigenvalue problems are increasingly gaining importance in various application areas, ranging from material sciences to data mining. Some of them, e.g., those using…
Low-precision computing is essential for efficiently utilizing memory bandwidth and computing cores. While many mixed-precision algorithms have been developed for iterative sparse linear solvers, effectively leveraging half-precision (fp16)…
Krylov subspace recycling is a powerful tool for solving long series of large, sparse linear systems that change slowly. In PDE constrained shape optimization, these appear naturally, as hundreds or more optimization steps are needed with…
We consider problems of minimizing functionals $\mathcal{F}$ of probability measures on the Euclidean space. To propose an accelerated gradient descent algorithm for such problems, we consider gradient flow of transport maps that give…