Jiaxin Xie
Current Organizations / Institutes
The organizations/institutes from the scholar's latest article
Previous Organizations / Institutes
The organizations / institutes from the scholar's other articles in the past ten years
Research Subjects
Research Interests
Jiaxin Xie has a total of 26 co-authors. Here are the top co-authors by number of shared publications:
- Deren Han
School of Mathematical Sciences, Beihang University, Beijing, People’s Republic of China
16 shared publications - Yansheng Su
School of Mathematical Sciences, Beihang University, Beijing, China
8 shared publications - Yun Zeng
School of Mathematical Sciences, Beihang University, Beijing, China
7 shared publications - Zhiqiang Xu
State Key Laboratory of Mathematical Sciences, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, China
5 shared publications - Anping Liao
Hunan Univ, Coll Math & Econometr, Changsha 410082, Hunan, Peoples R China
2 shared publications - Chunfeng Cui
School of Mathematical Sciences, Beihang University, Beijing 100191, China
2 shared publications
Latest Publications
- 24 August 2026
- Published by Springer Nature in Journal of Global Optimization
- Vol. 96 (1) , 207-227
Projecting onto the unit dual quaternion set
- 24 August 2026
- Published by Springer Nature in Journal of Global Optimization
- Vol. 96 (1) , 207-227
Projecting onto the unit dual quaternion set
- 27 January 2026
- Published by Springer Nature in Numerische Mathematik
- Vol. 158 (2) , 749-794
Stochastic dual coordinate descent with adaptive heavy ball momentum for linearly constrained convex optimization
- 27 January 2026
- Published by Springer Nature in Numerische Mathematik
- Vol. 158 (2) , 749-794
Stochastic dual coordinate descent with adaptive heavy ball momentum for linearly constrained convex optimization
- Open Access
Projecting onto the Unit Dual Quaternion Set
Dual quaternions have gained significant attention due to their wide applications in areas such as multi-agent formation control, 3D motion modeling, and robotics. A fundamental aspect in dual quaternion research involves the projection onto unit dual quaternion sets. In this paper, we systematically study such projections under the $2^R$-norm, which is commonly used in practical applications. We identify several distinct cases based on the relationship between the standard and dual parts in vector form, and demonstrate the effectiveness of the proposed algorithm through numerical experiments.
Open AccessProjecting onto the Unit Dual Quaternion Set
Dual quaternions have gained significant attention due to their wide applications in areas such as multi-agent formation control, 3D motion modeling, and robotics. A fundamental aspect in dual quaternion research involves the projection onto unit dual quaternion sets. In this paper, we systematically study such projections under the $2^R$-norm, which is commonly used in practical applications. We identify several distinct cases based on the relationship between the standard and dual parts in vector form, and demonstrate the effectiveness of the proposed algorithm through numerical experiments.
- Open Access
- 16 October 2025
- Published by Springer Nature in Research Square
On the convergence analysis of the greedy randomized Kaczmarz method
In this paper, we analyze the greedy randomized Kaczmarz (GRK) method proposed in Bai and Wu (SIAM J. Sci. Comput., 40(1):A592--A606, 2018) for solving linear systems. We develop tighter greedy probability criteria to effectively select the working row from the coefficient matrix. Notably, we prove that the linear convergence of the GRK method is deterministic and demonstrate that using a tighter threshold parameter can lead to a better convergence factor. Our result revises existing convergence analyses, which are solely based on the expected error by realizing that the iterates of the GRK method are random variables. Consequently, we obtain an improved iteration complexity for the GRK method. Moreover, the Polyak's heavy ball momentum technique is incorporated to improve the performance of the GRK method. We propose a refined convergence analysis, compared with the technique used in Loizou and Richt\'{a}rik (Comput. Optim. Appl., 77(3):653--710, 2020), of momentum variants of randomized iterative methods, which shows that the proposed GRK method with momentum (mGRK) also enjoys a deterministic linear convergence. Numerical experiments show that the mGRK method is more efficient than the GRK method.
- 16 October 2025
- Published by Springer Nature in Research Square
Open AccessOn the convergence analysis of the greedy randomized Kaczmarz method
In this paper, we analyze the greedy randomized Kaczmarz (GRK) method proposed in Bai and Wu (SIAM J. Sci. Comput., 40(1):A592--A606, 2018) for solving linear systems. We develop tighter greedy probability criteria to effectively select the working row from the coefficient matrix. Notably, we prove that the linear convergence of the GRK method is deterministic and demonstrate that using a tighter threshold parameter can lead to a better convergence factor. Our result revises existing convergence analyses, which are solely based on the expected error by realizing that the iterates of the GRK method are random variables. Consequently, we obtain an improved iteration complexity for the GRK method. Moreover, the Polyak's heavy ball momentum technique is incorporated to improve the performance of the GRK method. We propose a refined convergence analysis, compared with the technique used in Loizou and Richt\'{a}rik (Comput. Optim. Appl., 77(3):653--710, 2020), of momentum variants of randomized iterative methods, which shows that the proposed GRK method with momentum (mGRK) also enjoys a deterministic linear convergence. Numerical experiments show that the mGRK method is more efficient than the GRK method.
- Top Cited Papers
- 12 August 2025
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Optimization
- Vol. 35 (3) , 1731-1760
Randomized Iterative Methods for Generalized Absolute Value Equations: Solvability and Error Bounds
Randomized iterative methods, such as the Kaczmarz method and its variants, have gained growing attention due to their simplicity and efficiency in solving large-scale linear systems. Meanwhile, absolute value equations (AVE) have attracted increasing interest due to their connection with the linear complementarity problem. In this paper, we investigate the application of randomized iterative methods to generalized AVE (GAVE). Our approach differs from most existing works in that we tackle GAVE with nonsquare coefficient matrices. We establish more comprehensive sufficient and necessary conditions for characterizing the solvability of GAVE and propose precise error bound conditions. Furthermore, we introduce a flexible and efficient randomized iterative algorithmic framework for solving GAVE, which employs randomized sketching matrices drawn from user-specified distributions. This framework is capable of encompassing many well-known methods, including the Picard iteration method and the randomized Kaczmarz method. Leveraging our findings on solvability and error bounds, we establish both almost sure convergence and linear convergence rates for this versatile algorithmic framework. Finally, we present numerical examples to illustrate the advantages of the new algorithms.
- 12 August 2025
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Optimization
- Vol. 35 (3) , 1731-1760
Top Cited PapersRandomized Iterative Methods for Generalized Absolute Value Equations: Solvability and Error Bounds
Randomized iterative methods, such as the Kaczmarz method and its variants, have gained growing attention due to their simplicity and efficiency in solving large-scale linear systems. Meanwhile, absolute value equations (AVE) have attracted increasing interest due to their connection with the linear complementarity problem. In this paper, we investigate the application of randomized iterative methods to generalized AVE (GAVE). Our approach differs from most existing works in that we tackle GAVE with nonsquare coefficient matrices. We establish more comprehensive sufficient and necessary conditions for characterizing the solvability of GAVE and propose precise error bound conditions. Furthermore, we introduce a flexible and efficient randomized iterative algorithmic framework for solving GAVE, which employs randomized sketching matrices drawn from user-specified distributions. This framework is capable of encompassing many well-known methods, including the Picard iteration method and the randomized Kaczmarz method. Leveraging our findings on solvability and error bounds, we establish both almost sure convergence and linear convergence rates for this versatile algorithmic framework. Finally, we present numerical examples to illustrate the advantages of the new algorithms.
- Open Access
Connecting randomized iterative methods with Krylov subspaces
Randomized iterative methods, such as the randomized Kaczmarz method, have gained significant attention for solving large-scale linear systems due to their simplicity and efficiency. Meanwhile, Krylov subspace methods have emerged as a powerful class of algorithms, known for their robust theoretical foundations and rapid convergence properties. Despite the individual successes of these two paradigms, their underlying connection has remained largely unexplored. In this paper, we develop a unified framework that bridges randomized iterative methods and Krylov subspace techniques, supported by both rigorous theoretical analysis and practical implementation. The core idea is to formulate each iteration as an adaptively weighted linear combination of the sketched normal vector and previous iterates, with the weights optimally determined via a projection-based mechanism. This formulation not only reveals how subspace techniques can enhance the efficiency of randomized iterative methods, but also enables the design of a new class of iterative-sketching-based Krylov subspace algorithms. We prove that our method converges linearly in expectation and validate our findings with numerical experiments.
Open AccessConnecting randomized iterative methods with Krylov subspaces
Randomized iterative methods, such as the randomized Kaczmarz method, have gained significant attention for solving large-scale linear systems due to their simplicity and efficiency. Meanwhile, Krylov subspace methods have emerged as a powerful class of algorithms, known for their robust theoretical foundations and rapid convergence properties. Despite the individual successes of these two paradigms, their underlying connection has remained largely unexplored. In this paper, we develop a unified framework that bridges randomized iterative methods and Krylov subspace techniques, supported by both rigorous theoretical analysis and practical implementation. The core idea is to formulate each iteration as an adaptively weighted linear combination of the sketched normal vector and previous iterates, with the weights optimally determined via a projection-based mechanism. This formulation not only reveals how subspace techniques can enhance the efficiency of randomized iterative methods, but also enables the design of a new class of iterative-sketching-based Krylov subspace algorithms. We prove that our method converges linearly in expectation and validate our findings with numerical experiments.
- Open Access
Randomized block Kaczmarz with volume sampling: Momentum acceleration and efficient implementation
The randomized block Kaczmarz (RBK) method is a widely utilized iterative scheme for solving large-scale linear systems. However, the theoretical analysis and practical effectiveness of this method heavily rely on a good row paving of the coefficient matrix. This motivates us to introduce a novel block selection strategy to the RBK method, called volume sampling, in which the probability of selection is proportional to the volume spanned by the rows of the selected submatrix. To further enhance the practical performance, we develop and analyze a momentum variant of the method. Convergence results are established and demonstrate the notable improvements in convergence factor of the RBK method brought by the volume sampling and the momentum acceleration. Furthermore, to efficiently implement the RBK method with volume sampling, we propose an efficient algorithm that enables volume sampling from a sparse matrix with sampling complexity that is only logarithmic in dimension. Numerical experiments confirm our theoretical results.
Open AccessRandomized block Kaczmarz with volume sampling: Momentum acceleration and efficient implementation
The randomized block Kaczmarz (RBK) method is a widely utilized iterative scheme for solving large-scale linear systems. However, the theoretical analysis and practical effectiveness of this method heavily rely on a good row paving of the coefficient matrix. This motivates us to introduce a novel block selection strategy to the RBK method, called volume sampling, in which the probability of selection is proportional to the volume spanned by the rows of the selected submatrix. To further enhance the practical performance, we develop and analyze a momentum variant of the method. Convergence results are established and demonstrate the notable improvements in convergence factor of the RBK method brought by the volume sampling and the momentum acceleration. Furthermore, to efficiently implement the RBK method with volume sampling, we propose an efficient algorithm that enables volume sampling from a sparse matrix with sampling complexity that is only logarithmic in dimension. Numerical experiments confirm our theoretical results.
- Top Cited Papers
- 1 March 2025
- Published by Elsevier in ISA Transactions
- Vol. 160, 218-236
Application of a multi-dimensional synchronous feature mode decomposition for machinery fault diagnosis
- 1 March 2025
- Published by Elsevier in ISA Transactions
- Vol. 160, 218-236
Top Cited PapersApplication of a multi-dimensional synchronous feature mode decomposition for machinery fault diagnosis
- 1 January 2025
- Published by American Institute of Mathematical Sciences (AIMS) in Inverse Problems and Imaging
- Vol. 19 (4) , 632-659
A distributed Douglas-Rachford splitting method for solving linear constrained multi-block weakly convex problems
In recent years, a distributed Douglas-Rachford splitting method (DDRSM) has been proposed to tackle multi-block separable convex optimization problems. This algorithm offers relatively easier subproblems and greater efficiency for large-scale problems compared to various augmented-Lagrangian-based parallel algorithms. Building upon this, we explore the extension of DDRSM to weakly convex cases. By assuming weak convexity of the objective function and introducing an error bound assumption, we demonstrate the linear convergence rate of DDRSM. Some promising numerical experiments involving compressed sensing and robust alignment of structures across images (RASL) show that DDRSM has advantages over augmented-Lagrangian-based algorithms, even in weakly convex scenarios.
- 1 January 2025
- Published by American Institute of Mathematical Sciences (AIMS) in Inverse Problems and Imaging
- Vol. 19 (4) , 632-659
A distributed Douglas-Rachford splitting method for solving linear constrained multi-block weakly convex problems
In recent years, a distributed Douglas-Rachford splitting method (DDRSM) has been proposed to tackle multi-block separable convex optimization problems. This algorithm offers relatively easier subproblems and greater efficiency for large-scale problems compared to various augmented-Lagrangian-based parallel algorithms. Building upon this, we explore the extension of DDRSM to weakly convex cases. By assuming weak convexity of the objective function and introducing an error bound assumption, we demonstrate the linear convergence rate of DDRSM. Some promising numerical experiments involving compressed sensing and robust alignment of structures across images (RASL) show that DDRSM has advantages over augmented-Lagrangian-based algorithms, even in weakly convex scenarios.