相关论文: Greedy Block Coordinate Descent (GBCD) Method for …

Standard online change point detection (CPD) methods tend to have large false discovery rates as their detections are sensitive to outliers. To overcome this drawback, we propose Greedy Online Change Point Detection (GOCPD), a…

Nonsmooth composite optimization with orthogonality constraints has a wide range of applications in statistical learning and data science. However, this problem is challenging due to its nonsmooth objective and computationally expensive…

The coordinate descent method is an effective iterative method for solving large linear least-squares problems. In this paper, for the highly coherent columns case, we construct an effective coordinate descent method which iteratively…

We present a novel greedy Gauss-Seidel method for solving large linear least squares problem. This method improves the greedy randomized coordinate descent (GRCD) method proposed recently by Bai and Wu [Bai ZZ, and Wu WT. On greedy…

In this paper, we propose a gradient-based block coordinate descent (BCD-G) framework to solve the joint approximate diagonalization of matrices defined on the product of the complex Stiefel manifold and the special linear group. Instead of…

We propose Greedy Topology-Aware Quantum Circuit Partitioning (GTQCP), a novel quantum gate circuit partitioning method which partitions circuits by applying a greedy heuristic to the qubit dependency graph of the circuit. GTQCP is compared…

The conjugate gradient (CG) method is an efficient iterative method for solving large-scale strongly convex quadratic programming (QP). In this paper we propose some generalized CG (GCG) methods for solving the $\ell_1$-regularized…

We study the Bipartite Unconstrained 0-1 Quadratic Programming Problem (BQP) which is a relaxation of the Unconstrained 0-1 Quadratic Programming Problem (QP). Applications of the BQP include mining discrete patterns from binary data,…

Parameterized quantum circuits (PQCs) are ubiquitous in the design of hybrid quantum-classical algorithms. In this work, we propose an interpolation-based coordinate descent (ICD) method to address the parameter optimization problem in…

We study ways to accelerate greedy coordinate descent in theory and in practice, where "accelerate" refers either to $O(1/k^2)$ convergence in theory, in practice, or both. We introduce and study two algorithms: Accelerated Semi-Greedy…

Block coordinate descent is a powerful algorithmic template suitable for big data optimization. This template admits a lot of variants including block gradient descent (BGD), which performs gradient descent on a selected block of variables,…

Dual Coordinate Descent (DCD) and Block Dual Coordinate Descent (BDCD) are important iterative methods for solving convex optimization problems. In this work, we develop scalable DCD and BDCD methods for the kernel support vector machines…

Block coordinate descent (BCD) methods and their variants have been widely used in coping with large-scale nonconstrained optimization problems in many fields such as imaging processing, machine learning, compress sensing and so on. For…

Large-scale L1-regularized loss minimization problems arise in high-dimensional applications such as compressed sensing and high-dimensional supervised learning, including classification and regression problems. High-performance algorithms…

The stochastic gradient (SG) method can minimize an objective function composed of a large number of differentiable functions, or solve a stochastic optimization problem, to a moderate accuracy. The block coordinate descent/update (BCD)…

In this work, we first present an adaptive deterministic block coordinate descent method with momentum (mADBCD) to solve the linear least-squares problem, which is based on Polyak's heavy ball method and a new column selection criterion for…

In this article, a globally convergent sequential quadratic programming (SQP) method is developed for multi-objective optimization problems with inequality type constraints. A feasible descent direction is obtained using a linear…

The block coordinate descent (BCD) method is widely used for minimizing a continuous function f of several block variables. At each iteration of this method, a single block of variables is optimized, while the remaining variables are held…

In this paper we present a novel randomized block coordinate descent method for the minimization of a convex composite objective function. The method uses (approximate) partial second-order (curvature) information, so that the algorithm…

We present an iterative algorithm for calculating approximate greatest common divisor (GCD) of univariate polynomials with the real or the complex coefficients. For a given pair of polynomials and a degree, our algorithm finds a pair of…