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We study the classical problem of approximating a non-decreasing function $f: \mathcal{X} \to \mathcal{Y}$ in $L^p(\mu)$ norm by sequentially querying its values, for known compact real intervals $\mathcal{X}$, $\mathcal{Y}$ and a known…

Machine Learning · Computer Science 2023-09-15 Pierre Gaillard , Sébastien Gerchinovitz , Étienne de Montbrun

Given a compact semialgebraic set S of R^n and a polynomial map f from R^n to R^m, we consider the problem of approximating the image set F = f(S) in R^m. This includes in particular the projection of S on R^m for n greater than m. Assuming…

Optimization and Control · Mathematics 2015-07-23 Victor Magron , Didier Henrion , Jean-Bernard Lasserre

For a function $f$, continuous on a compact convex set $K$ and analytic in its interior we construct a sequence of almost optimal polynomials that converge with a geometric rate at points of analyticity of $f$.

Complex Variables · Mathematics 2022-10-19 Liudmyla Kryvonos

This paper develops a new storage-optimal algorithm that provably solves generic semidefinite programs (SDPs) in standard form. This method is particularly effective for weakly constrained SDPs. The key idea is to formulate an approximate…

Optimization and Control · Mathematics 2020-06-19 Lijun Ding , Alp Yurtsever , Volkan Cevher , Joel A. Tropp , Madeleine Udell

Finite linear least squares is one of the core problems of numerical linear algebra, with countless applications across science and engineering. Consequently, there is a rich and ongoing literature on algorithms for solving linear least…

Numerical Analysis · Mathematics 2021-10-27 Paz Fink Shustin , Haim Avron

The goal of this paper is to understand how exponential-time approximation algorithms can be obtained from existing polynomial-time approximation algorithms, existing parameterized exact algorithms, and existing parameterized approximation…

Data Structures and Algorithms · Computer Science 2023-06-28 Barış Can Esmer , Ariel Kulik , Dániel Marx , Daniel Neuen , Roohani Sharma

Evaluating or finding the roots of a polynomial $f(z) = f_0 + \cdots + f_d z^d$ with floating-point number coefficients is a ubiquitous problem. By using a piecewise approximation of $f$ obtained with a careful use of the Newton polygon of…

Symbolic Computation · Computer Science 2023-02-14 Rémi Imbach , Guillaume Moroz

This paper considers minimax optimization $\min_x \max_y f(x, y)$ in the challenging setting where $f$ can be both nonconvex in $x$ and nonconcave in $y$. Though such optimization problems arise in many machine learning paradigms including…

Machine Learning · Computer Science 2021-06-04 Tanner Fiez , Chi Jin , Praneeth Netrapalli , Lillian J. Ratliff

The permanent vs. determinant problem is one of the most important problems in theoretical computer science, and is the main target of geometric complexity theory proposed by Mulmuley and Sohoni. The current best lower bound for the…

Computational Complexity · Computer Science 2015-04-02 Akihiro Yabe

We study the problem of maximizing the geometric mean of $d$ low-degree non-negative forms on the real or complex sphere in $n$ variables. We show that this highly non-convex problem is NP-hard even when the forms are quadratic and is…

Optimization and Control · Mathematics 2021-03-23 Chenyang Yuan , Pablo A. Parrilo

In this work, we develop an adaptive, multivariate partitioning algorithm for solving mixed-integer nonlinear programs (MINLP) with multi-linear terms to global optimality. This iterative algorithm primarily exploits the advantages of…

Optimization and Control · Mathematics 2019-02-05 Harsha Nagarajan , Mowen Lu , Site Wang , Russell Bent , Kaarthik Sundar

In this paper, "chance optimization" problems are introduced, where one aims at maximizing the probability of a set defined by polynomial inequalities. These problems are, in general, nonconvex and computationally hard. With the objective…

Optimization and Control · Mathematics 2015-05-12 Ashkan Jasour , Necdet Serhat Aybat , Constantino Lagoa

We study the D-optimal Data Fusion (DDF) problem, which aims to select new data points, given an existing Fisher information matrix, so as to maximize the logarithm of the determinant of the overall Fisher information matrix. We show that…

Optimization and Control · Mathematics 2022-08-09 Yongchun Li , Marcia Fampa , Jon Lee , Feng Qiu , Weijun Xie , Rui Yao

We demonstrate that from an algorithm guaranteeing an approximation factor for the ratio of submodular (RS) optimization problem, we can build another algorithm having a different kind of approximation guarantee -- weaker than the classical…

Data Structures and Algorithms · Computer Science 2022-09-12 Pierre Perrault , Jennifer Healey , Zheng Wen , Michal Valko

This paper studies a class of simple bilevel optimization problems where we minimize a composite convex function at the upper-level subject to a composite convex lower-level problem. Existing methods either provide asymptotic guarantees for…

Optimization and Control · Mathematics 2024-03-06 Jiulin Wang , Xu Shi , Rujun Jiang

We study the convergence of a variant of distributed gradient descent (DGD) on a distributed low-rank matrix approximation problem wherein some optimization variables are used for consensus (as in classical DGD) and some optimization…

Optimization and Control · Mathematics 2018-12-27 Zhihui Zhu , Qiuwei Li , Xinshuo Yang , Gongguo Tang , Michael B. Wakin

This paper studies a class of so-called linear semi-infinite polynomial programming (LSIPP) problems. It is a subclass of linear semi-infinite programming problems whose constraint functions are polynomials in parameters and index sets are…

Optimization and Control · Mathematics 2019-10-25 Feng Guo , Xiaoxia Sun

The approximate degree of a Boolean function $f(x_{1},x_{2},\ldots,x_{n})$ is the minimum degree of a real polynomial that approximates $f$ pointwise within $1/3$. Upper bounds on approximate degree have a variety of applications in…

Computational Complexity · Computer Science 2018-01-16 Alexander A. Sherstov

We are interested in the existence of Pareto solutions to the vector optimization problem $$\text{Min}_{\,\mathbb{R}^m_+} \{f(x) \,|\, x\in \mathbb{R}^n\},$$ where $f\colon\mathbb{R}^n\to \mathbb{R}^m$ is a polynomial map. By using the {\em…

Optimization and Control · Mathematics 2018-04-16 Do Sang Kim , Tien-Son Pham , Nguyen Van Tuyen

We show that if a polynomial $f\in \mathbb{R}[x_1,\ldots,x_n]$ is nonnegative on a closed basic semialgebraic set $X=\{x\in\mathbb{R}^n:g_1(x)\ge 0,\ldots,g_r (x)\ge 0\}$, where $g_1,\ldots,g_r\in\mathbb{R}[x_1,\ldots,x_n]$, then $f$ can be…

Algebraic Geometry · Mathematics 2015-07-23 Krzysztof Kurdyka , Stanisław Spodzieja