Related papers: A global root-finding method for high dimensional …
We propose a random-subspace algorithmic framework for global optimization of Lipschitz-continuous objectives, and analyse its convergence using novel tools from conic integral geometry. X-REGO randomly projects, in a sequential or…
We consider a D-dimensional model of gravity with non-linear "scalar fields" as a matter source. The model is defined on the product manifold M, which contains n Einstein factor spaces. General cosmological type solutions to the field…
This paper deals with the equation $-\Delta u+\mu u=f$ on high-dimensional spaces $\mathbb{R}^m$, where the right-hand side $f(x)=F(Tx)$ is composed of a separable function $F$ with an integrable Fourier transform on a space of a dimension…
We study the problem of covering a given set of $n$ points in a high, $d$-dimensional space by the minimum enclosing polytope of a given arbitrary shape. We present algorithms that work for a large family of shapes, provided either only…
We introduce a Monte Carlo method, as a modification of existing cluster algorithms, which allows simulations directly on systems of infinite size, and for quantum models also at beta=infinity. All two-point functions can be obtained,…
This paper develops a mathematical theory of super-resolution. Broadly speaking, super-resolution is the problem of recovering the fine details of an object---the high end of its spectrum---from coarse scale information only---from samples…
This paper considers the minimization of a general objective function $f(X)$ over the set of rectangular $n\times m$ matrices that have rank at most $r$. To reduce the computational burden, we factorize the variable $X$ into a product of…
A new model of causal failure is presented and used to solve a novel replica placement problem in data centers. The model describes dependencies among system components as a directed graph. A replica placement is defined as a subset of…
Suppose $A \in \mathbb{R}^{n \times n}$ is invertible and we are looking for the solution of $Ax = b$. Given an initial guess $x_1 \in \mathbb{R}$, we show that by reflecting through hyperplanes generated by the rows of $A$, we can generate…
We study functions $f : [0, 1]^d \rightarrow [0, 1]^d$ that are both monotone and contracting, and we consider the problem of finding an $\varepsilon$-approximate fixed point of $f$. We show that the problem lies in the complexity class…
Functional iterations such as Newton's are a popular tool for polynomial root-finding. We consider realistic situation where some (e.g., better-conditioned) roots have already been approximated and where further computations is directed to…
Suppose $p$ is a prime, $t$ is a positive integer, and $f\!\in\!\mathbb{Z}[x]$ is a univariate polynomial of degree $d$ with coefficients of absolute value $<\!p^t$. We show that for any fixed $t$, we can compute the number of roots in…
Monte Carlo Tree Search is a popular method for solving decision making problems. Faster implementations allow for more simulations within the same wall clock time, directly improving search performance. To this end, we present an…
A new numerical method for an inverse problem for an elliptic equation with unknown potential is proposed. In this problem the point source is running along a straight line and the source-dependent Dirichlet boundary condition is measured…
We were asked to debate the value of the cosmological mass-density parameter Omega. Is Omega_m=1 in accordance with the simplest model? Is Omega_m much smaller as indicated by some observations? There is conflicting evidence. We lay out the…
This paper proposes a random subspace trust-region algorithm for general convex-constrained derivative-free optimization (DFO) problems. Similar to previous random subspace DFO methods, the convergence of our algorithm requires a certain…
Optimal power flow (OPF) is an important problem in the operation of electric power systems. Due to the OPF problem's non-convexity, there may exist multiple local optima. Certifiably obtaining the global solution is important for certain…
We rephrase Monge's optimal transportation (OT) problem with quadratic cost--via a Monge-Amp\`ere equation--as an infinite-dimensional optimization problem, which is in fact a convex problem when the target is a log-concave measure with…
Fast exact algorithms are known for Hamiltonian paths in undirected and directed bipartite graphs through elegant though involved algorithms that are quite different from each other. We devise algorithms that are simple and similar to each…
In this paper, we consider lasso problems with zero-sum constraint, commonly required for the analysis of compositional data in high-dimensional spaces. A novel algorithm is proposed to solve these problems, combining a tailored active-set…