相关论文: Massively parallelizable proximal algorithms for l…

In distributed stochastic optimization, where parallel and asynchronous methods are employed, we establish optimal time complexities under virtually any computation behavior of workers/devices/CPUs/GPUs, capturing potential disconnections…

We present the first near optimal approximation schemes for the maximum weighted (uncapacitated or capacitated) $b$--matching problems for non-bipartite graphs that run in time (near) linear in the number of edges. For any…

Motivated by the observation that FIFO-based push-relabel algorithms are able to outperform highest label-based variants on modern, large maximum flow problem instances, we introduce an efficient implementation of the algorithm that uses…

Task parallelism as employed by the OpenMP task construct, although ideal for tackling irregular problems or typical producer/consumer schemes, bears some potential for performance bottlenecks if locality of data access is important, which…

We consider convex stochastic optimization problems under different assumptions on the properties of available stochastic subgradient. It is known that, if the value of the objective function is available, one can obtain, in parallel,…

Prior work on Automatically Scalable Computation (ASC) suggests that it is possible to parallelize sequential computation by building a model of whole-program execution, using that model to predict future computations, and then…

Submodular maximization has found extensive applications in various domains within the field of artificial intelligence, including but not limited to machine learning, computer vision, and natural language processing. With the increasing…

We consider a periodic-review, fixed-lifetime perishable inventory control problem where demand is a general stochastic process. The optimal solution for this problem is intractable due to "curse of dimensionality". In this paper, we first…

Massively-parallel graph algorithms have received extensive attention over the past decade, with research focusing on three memory regimes: the superlinear regime, the near-linear regime, and the sublinear regime. The sublinear regime is…

This work proposes an efficient parallel algorithm for non-monotone submodular maximization under a knapsack constraint problem over the ground set of size $n$. Our algorithm improves the best approximation factor of the existing parallel…

A major bottleneck in scenario-based Sample Average Approximation (SAA) for stochastic programming (SP) is the cost of solving an exact second-stage problem for every scenario, especially when each scenario contains an NP-hard combinatorial…

This is one of our series papers on multistep schemes for solving forward backward stochastic differential equations (FBSDEs) and related problems. Here we extend (with non-trivial updates) our multistep schemes in [W. Zhao, Y. Fu and T.…

We consider minimizing a function consisting of a quadratic term and a proximable term which is possibly nonconvex and nonsmooth. This problem is also known as scaled proximal operator. Despite its simple form, existing methods suffer from…

We present a parallelized primal-dual algorithm for solving constrained convex optimization problems. The algorithm is "block-based," in that vectors of primal and dual variables are partitioned into blocks, each of which is updated only by…

This paper studies parallelization schemes for stochastic Vector Quantization algorithms in order to obtain time speed-ups using distributed resources. We show that the most intuitive parallelization scheme does not lead to better…

The alternating minimization (AM) method is a fundamental method for minimizing convex functions whose variable consists of two blocks. How to efficiently solve each subproblems when applying the AM method is the most concerned task. In…

This paper addresses a quadratic problem with assignment constraints, an NP-hard combinatorial optimization problem arisen from facility location, multiple-input multiple-output detection, and maximum mean discrepancy calculation et al. The…

Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…

Mixed-integer optimisation problems can be computationally challenging. Here, we introduce and analyse two efficient algorithms with a specific sequential design that are aimed at dealing with sampled problems within this class. At each…

Recent technological advancements show promise in leveraging quantum mechanical phenomena for computation. This brings substantial speed-ups to problems that are once considered to be intractable in the classical world. However, the…