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The Vehicle Routing Problem (VRP) is a complex optimization problem with numerous real-world applications, mostly solved using metaheuristic algorithms due to its $\mathcal{NP}$-Hard nature. Traditionally, these metaheuristics rely on…
Motivated by a problem in learning theory, we are led to study the dominant eigenvalue of a class of random matrices. This turns out to be related to the roots of the derivative of random polynomials (generated by picking their roots…
In this paper, we propose three methods to solve the PageRank problem for the transition matrices with both row and column sparsity. Our methods reduce the PageRank problem to the convex optimization problem over the simplex. The first…
In this paper we analyze the PageRank of a complex network as a function of its personalization vector. By using this approach, a complete characterization of the existence and uniqueness of fixed points of PageRank of a graph is given in…
Tensor regression is an important tool for tensor data analysis, but existing works have not considered the impact of outliers, making them potentially sensitive to such data points. This paper proposes a low tubal rank robust regression…
Robust topology optimization (RTO), as a class of topology optimization problems, identifies a design with the best average performance while reducing the response sensitivity to input uncertainties, e.g. load uncertainty. Solving RTO is…
This paper studies the distribution of a family of rankings, which includes Google's PageRank, on a directed configuration model. In particular, it is shown that the distribution of the rank of a randomly chosen node in the graph converges…
It is shown that the problem of balancing a nonnegative matrix by positive diagonal matrices can be recast as a constrained nonlinear multiparameter eigenvalue problem. Based on this equivalent formulation some adaptations of the power…
Ranking is at the core of Information Retrieval. Classic ranking optimization studies often treat ranking as a sorting problem with the assumption that the best performance of ranking would be achieved if we rank items according to their…
We study the eigenvalue problem for some special class of anti-triangular matrices. Though the eigenvalue problem is quite classical, as far as we know, almost nothing is known about properties of eigenvalues for anti-triangular matrices.…
The computation of the sparse principal component of a matrix is equivalent to the identification of its principal submatrix with the largest maximum eigenvalue. Finding this optimal submatrix is what renders the problem…
The largest eigenvalue of a matrix is always larger or equal than its largest diagonal entry. We show that for a large class of random Laplacian matrices, this bound is essentially tight: the largest eigenvalue is, up to lower order terms,…
An important goal in deep learning is to learn versatile, high-level feature representations of input data. However, standard networks' representations seem to possess shortcomings that, as we illustrate, prevent them from fully realizing…
Random matrices tend to be well conditioned, and we employ this well known property to advance matrix computations. We prove that our algorithms employing Gaussian random matrices are efficient, but in our tests the algorithms have…
We analyze a simple randomized subgradient method for approximating solutions to stochastic systems of convex functional constraints, the only input to the algorithm being the size of minibatches. By introducing a new notion of what is…
This paper presents the input convex neural network architecture. These are scalar-valued (potentially deep) neural networks with constraints on the network parameters such that the output of the network is a convex function of (some of)…
We use a rank one Gaussian perturbation to derive a smooth stochastic approximation of the maximum eigenvalue function. We then combine this smoothing result with an optimal smooth stochastic optimization algorithm to produce an efficient…
A rank-adaptive integrator for the dynamical low-rank approximation of matrix and tensor differential equations is presented. The fixed-rank integrator recently proposed by two of the authors is extended to allow for an adaptive choice of…
We propose a general framework to study the stability of the subspace spanned by $P$ consecutive eigenvectors of a generic symmetric matrix ${\bf H}_0$, when a small perturbation is added. This problem is relevant in various contexts,…
We consider robust low rank matrix estimation as a trace regression when outputs are contaminated by adversaries. The adversaries are allowed to add arbitrary values to arbitrary outputs. Such values can depend on any samples. We deal with…