7 papers
Augmented Newton Method for Optimization: Global Linear Rate and Momentum Interpretation
Md Sarowar Morshed
We propose two variants of Newton method for solving unconstrained minimization problem. Our method leverages optimization techniques such as penalty and augmented Lagrangian metho…
Stochastic Steepest Descent Methods for Linear Systems: Greedy Sampling & Momentum
Md Sarowar Morshed, Sabbir Ahmad, Md Noor-E-Alam
Recently proposed adaptive Sketch & Project (SP) methods connect several well-known projection methods such as Randomized Kaczmarz (RK), Randomized Block Kaczmarz (RBK), Motzkin Re…
Sketch & Project Methods for Linear Feasibility Problems: Greedy Sampling & Momentum
Md Sarowar Morshed, Md. Noor-E-Alam
We develop two greedy sampling rules for the Sketch & Project method for solving linear feasibility problems. The proposed greedy sampling rules generalize the existing max-distanc…
Heavy Ball Momentum Induced Sampling Kaczmarz Motzkin Methods for Linear Feasibility Problems
Md Sarowar Morshed, Md. Noor-E-Alam
The recently proposed Sampling Kaczmarz Motzkin (SKM) algorithm performs well in comparison with the state-of-the-art methods in solving large-scale Linear Feasibility (LF) problem…
Logarithmic Integrals: A Review from Gradshteyn and Ryzhik to Recent Times
Md Sarowar Morshed
The need to evaluate Logarithmic integrals is ubiquitous in essentially all quantitative areas including mathematical sciences, physical sciences. Some recent developments in Physi…
Robust policy evaluation from large-scale observational studies
Md Saiful Islam, Md Sarowar Morshed, Gary J. Young +1
Under current policy decision making paradigm, we make or evaluate a policy decision by intervening different socio-economic parameters and analyzing the impact of those interventi…