A sparse smoothing Newton method for solving discrete optimal transport problems

D Hou, L Liang, KC Toh - ACM Transactions on Mathematical Software, 2024 - dl.acm.org
The discrete optimal transport (OT) problem, which offers an effective computational tool for
comparing two discrete probability distributions, has recently attracted much attention and …

A Guide to Stochastic Optimisation for Large-Scale Inverse Problems

MJ Ehrhardt, Z Kereta, J Liang, J Tang - arXiv preprint arXiv:2406.06342, 2024 - arxiv.org
Stochastic optimisation algorithms are the de facto standard for machine learning with large
amounts of data. Handling only a subset of available data in each optimisation step …

Anderson Acceleration Without Restart: A Novel Method with -Step Super Quadratic Convergence Rate

H Ye, D Lin, X Chang, Z Zhang - arXiv preprint arXiv:2403.16734, 2024 - arxiv.org
In this paper, we propose a novel Anderson's acceleration method to solve nonlinear
equations, which does\emph {not} require a restart strategy to achieve numerical stability …

Time-Implicit High-Order Accurate Positivity-Preserving Discretizations for the Navier–Stokes and Navier–Stokes–Korteweg Equations

X Meng - Communications in Mathematics and Statistics, 2024 - Springer
We extend the framework of the Karush–Kuhn–Tucker (KKT) limiter from second-order
nonlinear scalar equations to complex systems of equations and construct time-implicit high …

Variational Properties of Decomposable Functions. Part I: Strict Epi-Calculus and Applications

W Ouyang, A Milzarek - arXiv preprint arXiv:2311.07267, 2023 - arxiv.org
We provide systematic studies of the variational properties of decomposable functions which
are compositions of an outer support function and an inner smooth mapping under certain …

[PDF][PDF] A dual adaptive algorithm for matrix optimization with sparse group lasso regularization

J Yang, J Hu, C Shen - 2024 - researchgate.net
Matrix optimization has various applications in finance, statistics, and engineering, etc. In
this paper, we derive the Lagrangian dual of the matrix optimization problem with sparse …