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We consider the least-squares approximation of a matrix C in the set of doubly stochastic matrices with the same sparsity pattern as C. Our approach is based on applying the well-known Alternating Direction Method of Multipliers (ADMM) to a…

Optimization and Control · Mathematics 2019-10-14 Nikitas Rontsis , Paul J. Goulart

Recent focus on robustness to adversarial attacks for deep neural networks produced a large variety of algorithms for training robust models. Most of the effective algorithms involve solving the min-max optimization problem for training…

Machine Learning · Computer Science 2021-03-03 Yasaman Esfandiari , Aditya Balu , Keivan Ebrahimi , Umesh Vaidya , Nicola Elia , Soumik Sarkar

A novel adaptive Markov chain Monte Carlo algorithm is presented. The algorithm utilizes sparsity in the partial correlation structure of a density to efficiently estimate the covariance matrix through the Cholesky factor of the precision…

Computation · Statistics 2016-02-09 Jonas Wallin , David Bolin

We address the problem of efficient sparse fixed-rank (S-FR) matrix decomposition, i.e., splitting a corrupted matrix $M$ into an uncorrupted matrix $L$ of rank $r$ and a sparse matrix of outliers $S$. Fixed-rank constraints are usually…

Computer Vision and Pattern Recognition · Computer Science 2015-03-26 German Ros , Julio Guerrero

This paper focuses on exploring the sparsity of the inverse covariance matrix $\bSigma^{-1}$, or the precision matrix. We form blocks of parameters based on each off-diagonal band of the Cholesky factor from its modified Cholesky…

Methodology · Statistics 2008-05-27 Clifford Lam

We present AMPS, an augmented matrix approach to update the solution to a linear system of equations when the matrix is modified by a few elements within a principal submatrix. This problem arises in the dynamic security analysis of a power…

Computational Engineering, Finance, and Science · Computer Science 2017-06-14 Yu-Hong Yeung , Alex Pothen , Mahantesh Halappanavar , Zhenyu Huang

Immersed boundary methods have attracted substantial interest in the last decades due to their potential for computations involving complex geometries. Often these cannot be efficiently discretized using boundary-fitted finite elements.…

Computational Engineering, Finance, and Science · Computer Science 2026-01-13 Tim Bürchner , Lars Radtke , Philipp Kopp , Stefan Kollmannsberger , Ernst Rank , Alexander Düster

A method for quasistatic cohesive fracture is introduced that uses an alternating direction method of multipliers (ADMM) to implement an energy approach to cohesive fracture. The ADMM algorithm minimizes a non-smooth, non-convex potential…

Numerical Analysis · Mathematics 2022-02-15 James Petrie , M. Reza Hirmand , Katerina D. Papoulia

Systematic overview of Newton-Schulz and Durand iterations with convergence analysis and factorizations is presented in the chronological sequence in unified framework. Practical recommendations for the choice of the order and…

Optimization and Control · Mathematics 2022-08-09 Alexander Stotsky

Materials with network-like microstructure, including polymers, are the backbone for many natural and human-made materials such as gels, biological tissues, metamaterials, and rubbers. Fracture processes in these networked materials are…

Soft Condensed Matter · Physics 2020-01-29 Ahmed Ghareeb , Ahmed Elbanna

As a prevalent distributed learning paradigm, Federated Learning (FL) trains a global model on a massive amount of devices with infrequent communication. This paper investigates a class of composite optimization and statistical recovery…

Machine Learning · Computer Science 2022-10-04 Yajie Bao , Michael Crawshaw , Shan Luo , Mingrui Liu

We investigate the computation of stable fracture paths in brittle thin films using one-dimensional damage models with an elastic foundation. The underlying variational formulation is non-convex, making the evolution path sensitive to…

Pattern Formation and Solitons · Physics 2025-07-24 M. M. Terzi , O. U. Salman , D. Faurie , A. A. León Baldelli

We propose HAMSI (Hessian Approximated Multiple Subsets Iteration), which is a provably convergent, second order incremental algorithm for solving large-scale partially separable optimization problems. The algorithm is based on a local…

We introduce a new sparse sliced inverse regression estimator called Cholesky matrix penalization and its adaptive version for achieving sparsity in estimating the dimensions of the central subspace. The new estimators use the Cholesky…

Methodology · Statistics 2021-04-21 Linh Nghiem , Francis K. C. Hui , Samuel Mueller , A. H. Welsh

In this paper, we develop and test a fast numerical algorithm, called MDI-LR, for efficient implementation of quasi-Monte Carlo lattice rules for computing $d$-dimensional integrals of a given function. It is based on the idea of converting…

Numerical Analysis · Mathematics 2024-04-16 Huicong Zhong , Xiaobing Feng

Many popular statistical models, such as factor and random effects models, give arise a certain type of covariance structures that is a summation of low rank and sparse matrices. This paper introduces a penalized approximation framework to…

Methodology · Statistics 2015-03-19 Xi Luo

We present the submatrix method, a highly parallelizable method for the approximate calculation of inverse p-th roots of large sparse symmetric matrices which are required in different scientific applications. We follow the idea of…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-03-06 Michael Lass , Stephan Mohr , Hendrik Wiebeler , Thomas D. Kühne , Christian Plessl

Given a limited number of entries from the superposition of a low-rank matrix plus the product of a known fat compression matrix times a sparse matrix, recovery of the low-rank and sparse components is a fundamental task subsuming…

Multiagent Systems · Computer Science 2013-10-01 Morteza Mardani , Gonzalo Mateos , Georgios B. Giannakis

We present an algorithm to reduce the computational effort for the multiplication of a given matrix with an unknown column vector. The algorithm decomposes the given matrix into a product of matrices whose entries are either zero or integer…

Information Theory · Computer Science 2020-02-28 Ralf R. Müller , Bernhard Gäde , Ali Bereyhi

Compressible Mooney-Rivlin theory has been used to model hyperelastic solids, such as rubber and porous polymers, and more recently for the modeling of soft tissues for biomedical tissues, undergoing large elastic deformations. We propose a…

Numerical Analysis · Mathematics 2025-10-20 Suzanne M. Shontz , Stephen A. Vavasis