Efficient numerical methods to solve sparse linear equations with application to PageRank

Anikin, Anton;Gasnikov, Alexander;Gornov, Alexander;Kamzolov, Dmitry;Nesterov, Yurii;et.al.
(2022) Optimization Methods and Software — Vol. 37, n° 3, p. 907-935 (2022)

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Authors
  • Anikin, Antonorcid-logoInstitute of System Dynamics and Control Theory
    Author
  • Gasnikov, Alexanderorcid-logoMoscow Institute of Physics and Technology, Moscow
    Author
  • Gornov, Alexanderorcid-logoInstitute of System Dynamics and Control Theory
    Author
  • Kamzolov, Dmitryorcid-logoMoscow Institute of Physics and Technology, Moscow
    Author
  • Nesterov, Yuriiorcid-logoUCLouvain
    Author
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Abstract
Over the last two decades, the PageRank problem has received increased interest from the academic community as an efficient tool to estimate web-page importance in information retrieval. Despite numerous developments, the design of efficient optimization algorithms for the PageRank problem is still a challenge. This paper proposes three new algorithms with a linear time complexity for solving the problem over a bounded-degree graph. The idea behind them is to set up the PageRank as a convex minimization problem over a unit simplex, and then solve it using iterative methods with small iteration complexity. Our theoretical results are supported by an extensive empirical justification using real-world and simulated data.
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Citations

Anikin, A., Gasnikov, A., Gornov, A., Kamzolov, D., Maximov, Y., & Nesterov, Y. (2022). Efficient numerical methods to solve sparse linear equations with application to PageRank. Optimization Methods and Software, 37(3), 907-935. https://doi.org/10.1080/10556788.2020.1858297 (Original work published 2022)