Related papers: On subspace-constrained preconditioning for random…
The convergence rates of iterative methods for solving a linear system $\mathbf{A} x = b$ typically depend on the condition number of the matrix $\mathbf{A}$. Preconditioning is a common way of speeding up these methods by reducing that…
Contention resolution schemes have proven to be an incredibly powerful concept which allows to tackle a broad class of problems. The framework has been initially designed to handle submodular optimization under various types of constraints,…
Preconditioning is a technique from numerical linear algebra that can accelerate algorithms to solve systems of equations. In this paper, we demonstrate how preconditioning can circumvent a stringent assumption for sign consistency in…
This paper presents a scalable physics-based block preconditioner for mixed-dimensional models in beam-solid interaction and their application in engineering. In particular, it studies the linear systems arising from a regularized…
This paper presents a quantum algorithm for the solution of prototypical second-order linear elliptic partial differential equations discretized by $d$-linear finite elements on Cartesian grids of a bounded $d$-dimensional domain. An…
We present and analyze a parallel implementation of a parallel-in-time collocation method based on $\alpha$-circulant preconditioned Richardson iterations. While many papers explore this family of single-level, time-parallel "all-at-once"…
We propose a low-rank transformation-learning framework to robustify subspace clustering. Many high-dimensional data, such as face images and motion sequences, lie in a union of low-dimensional subspaces. The subspace clustering problem has…
The purpose of this text is to provide an accessible introduction to a set of recently developed algorithms for factorizing matrices. These new algorithms attain high practical speed by reducing the dimensionality of intermediate…
End-to-end deep learning has achieved impressive results but remains limited by its reliance on large labeled datasets, poor generalization to unseen scenarios, and growing computational demands. In contrast, classical optimization methods…
We present new algorithms to detect and correct errors in the lower-upper factorization of a matrix, or the triangular linear system solution, over an arbitrary field. Our main algorithms do not require any additional information or…
Constrained non-convex optimization problems frequently arise in control applications. Solving such problems is inherently challenging, as existing methods often converge to suboptimal local minima or incur prohibitive computational costs.…
We propose a localized divide and conquer algorithm for inverse factorization $S^{-1} = ZZ^*$ of Hermitian positive definite matrices $S$ with localized structure, e.g. exponential decay with respect to some given distance function on the…
We propose a nonlinear additive Schwarz method for solving nonlinear optimization problems with bound constraints. Our method is used as a "right-preconditioner" for solving the first-order optimality system arising within the sequential…
The primary focus of this paper is on designing an inexact first-order algorithm for solving constrained nonlinear optimization problems. By controlling the inexactness of the subproblem solution, we can significantly reduce the…
This paper exploits a basic connection between sequential quadratic programming and Riemannian gradient optimization to address the general question of selecting a metric in Riemannian optimization, in particular when the Riemannian…
Solving symmetric positive definite linear problems is a fundamental computational task in machine learning. The exact solution, famously, is cubicly expensive in the size of the matrix. To alleviate this problem, several linear-time…
A low-rank transformation learning framework for subspace clustering and classification is here proposed. Many high-dimensional data, such as face images and motion sequences, approximately lie in a union of low-dimensional subspaces. The…
Orthogonal Matching Pursuit and Basis Pursuit are popular reconstruction algorithms for recovery of sparse signals. The exact recovery property of both the methods has a relation with the coherence of the underlying redundant dictionary,…
We introduce a parallel algorithm to construct a preconditioner for solving a large, sparse linear system where the coefficient matrix is a Laplacian matrix (a.k.a., graph Laplacian). Such a linear system arises from applications such as…
This paper proposes novel algorithm for non-convex multimodal constrained optimisation problems. It is based on sequential solving restrictions of problem to sections of feasible set by random subspaces (in general, manifolds) of low…