相关论文: A Linearly Convergent Algorithm for Computing the …
In this paper we propose Aleph, a leaderless, fully asynchronous, Byzantine fault tolerant consensus protocol for ordering messages exchanged among processes. It is based on a distributed construction of a partially ordered set and the…
We study a class of optimization problems on Riemannian manifolds, where the objective function consists of a smooth term and quasi-norm type penalties with exponent $p \in (0, 1]$. The essential difficulty lies in the fact that the…
We consider a second-order elliptic boundary value problem with strongly monotone and Lipschitz-continuous nonlinearity. We design and study its adaptive numerical approximation interconnecting a finite element discretization, the…
For obtaining optimal first-order convergence guarantee for stochastic optimization, it is necessary to use a recurrent data sampling algorithm that samples every data point with sufficient frequency. Most commonly used data sampling…
In two earlier papers, we designed a distributed deterministic asynchronous algorithm for minimizing the sum of subdifferentiable and proximable functions and a regularizing quadratic on time-varying graphs based on Dykstra's algorithm, or…
Classical estimation techniques for linear models either are inconsistent, or perform rather poorly, under $\alpha$-stable error densities; most of them are not even rate-optimal. In this paper, we propose an original one-step R-estimation…
We study unconstrained Online Linear Optimization with Lipschitz losses. Motivated by the pursuit of instance optimality, we propose a new algorithm that simultaneously achieves ($i$) the AdaGrad-style second order gradient adaptivity; and…
We present convergence and error estimates of the time-discrete consensus-based optimization(CBO) algorithms proposed in [arXiv:1909.09249] for general nonconvex functions. In authors' recent work [arxiv: 1910.08239], rigorous error…
We design a two-scale finite element method (FEM) for linear elliptic PDEs in non-divergence form $A(x) : D^2 u(x) = f(x)$ in a bounded but not necessarily convex domain $\Omega$ and study it in the max norm. The fine scale is given by the…
Adaptive protocols enable the construction of more efficient state preparation circuits in variational quantum algorithms (VQAs) by utilizing data obtained from the quantum processor during the execution of the algorithm. This idea…
We propose and analyze asymptotic proximal point (APP) methods to find the global minimizer for a class of nonconvex, nonsmooth, or even discontinuous multiple minima functions. The method is based on an asymptotic representation of…
R\'enyi and Augustin information are generalizations of mutual information defined via the R\'enyi divergence, playing a significant role in evaluating the performance of information processing tasks by virtue of its connection to the error…
We study the sublinear multivariate mean estimation problem in $d$-dimensional Euclidean space. Specifically, we aim to find the mean $\mu$ of a ground point set $A$, which minimizes the sum of squared Euclidean distances of the points in…
This article studies a general divide-and-conquer algorithm for approximating continuous one-dimensional probability distributions with finite mean. The article presents a numerical study that compares pre-existing approximation schemes…
In this paper an explicit algorithm is proposed for solving an equilibrium problem whose associated bifunction is pseudomonotone and satisfies a Lipschitz-type condition. Contrary to many algorithms, our algorithm is done without using…
In this paper we develop a higher-order method for solving composite (non)convex minimization problems with smooth (non)convex functional constraints. At each iteration our method approximates the smooth part of the objective function and…
The standard quantum search lacks a feature, enjoyed by many classical algorithms, of having a fixed point, i.e. monotonic convergence towards the solution. Recently a fixed point quantum search algorithm has been discovered, referred to as…
A new algorithm for one-dimensional minimization is described in detail and the results of some tests on practical cases are reported and illustrated. The method requires only punctual computation of the function, and is suitable to be…
Although ADAM is a very popular algorithm for optimizing the weights of neural networks, it has been recently shown that it can diverge even in simple convex optimization examples. Several variants of ADAM have been proposed to circumvent…
We consider a general class of regression models with normally distributed covariates, and the associated nonconvex problem of fitting these models from data. We develop a general recipe for analyzing the convergence of iterative algorithms…