We also study the problem without restriction on the optimal plan, and provide lower and upper bounds for the value of the Gromov-Wasserstein distance between Gaussian distributions.
Probability
The main contribution of this work is to achieve a substantial speedup by effectively adjusting the proposed algorithm in order to exploit the low-rank property inherent to several semidefinite programming problems.
Optimization and Control
This paper introduces the algorithmic design and implementation of Tulip, an open-source interior-point solver for linear optimization.
Optimization and Control
Polyak momentum (PM), also known as the heavy-ball method, is a widely used optimization method that enjoys an asymptotic optimal worst-case complexity on quadratic objectives.
Optimization and Control
The state of numerical computing is currently characterized by a divide between highly efficient yet typically cumbersome low-level languages such as C, C++, and Fortran and highly expressive yet typically slow high-level languages such as Python and MATLAB.
Optimization and Control Numerical Analysis Programming Languages
There is growing interest in estimating and analyzing heterogeneous treatment effects in experimental and observational studies.
Statistics Theory Methodology Statistics Theory
A wide array of image recovery problems can be abstracted into the problem of minimizing a sum of composite convex functions in a Hilbert space.
Optimization and Control
We study positive dependence in multivariate extremes and introduce $\text{EMTP}_2$, an extremal version of $\text{MTP}_2$.
Statistics Theory Methodology Statistics Theory 60G70, 62H22, 15B48
In this work, we demonstrate how physical principles -- such as symmetries, invariances, and conservation laws -- can be integrated into the dynamic mode decomposition (DMD).
Dynamical Systems Numerical Analysis Numerical Analysis Optimization and Control Data Analysis, Statistics and Probability Fluid Dynamics
Finite element approximation to a decoupled formulation for the quad--curl problem is studied in this paper.
Numerical Analysis Numerical Analysis 65N30, 65N12, 65N22, 65N50