# Gromov-Wasserstein Distances between Gaussian Distributions

16 Apr 2021

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

143
0.13 stars / hour

# Exploiting Low-Rank Structure in Semidefinite Programming by Approximate Operator Splitting

11 Oct 2018

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

78
0.04 stars / hour

# Design and implementation of a modular interior-point solver for linear optimization

23 Jun 2020

This paper introduces the algorithmic design and implementation of Tulip, an open-source interior-point solver for linear optimization.

Optimization and Control

132
0.03 stars / hour

# Universal Average-Case Optimality of Polyak Momentum

19 Aug 2020

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

16,324
0.03 stars / hour

# Computing in Operations Research using Julia

5 Dec 2013

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

1,891
0.02 stars / hour

# Meta-learners for Estimating Heterogeneous Treatment Effects using Machine Learning

12 Jun 2017

There is growing interest in estimating and analyzing heterogeneous treatment effects in experimental and observational studies.

Statistics Theory Methodology Statistics Theory

17
0.02 stars / hour

# A forward-backward view of some primal-dual optimization methods in image recovery

20 Jun 2014

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

60
0.02 stars / hour

# Total positivity in multivariate extremes

29 Dec 2021

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

11
0.02 stars / hour

# Physics-informed dynamic mode decomposition (piDMD)

8 Dec 2021

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

67
0.02 stars / hour

# Error analysis of a decoupled finite element method for quad-curl problems

5 Feb 2021

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

116
0.02 stars / hour