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We investigate the use of Minimax distances to extract in a nonparametric way the features that capture the unknown underlying patterns and structures in the data. We develop a general-purpose and computationally efficient framework to…

Machine Learning · Computer Science 2023-01-02 Morteza Haghir Chehreghani

In this paper, we propose an unconstrained framework for eigenvalue problems in both discrete and continuous settings. We begin our discussion to solve a generalized eigenvalue problem $A{\bf x} = \lambda B{\bf x}$ with two $N\times N$ real…

Optimization and Control · Mathematics 2017-08-01 Yunho Kim

The affine inverse eigenvalue problem consists of identifying a real symmetric matrix with a prescribed set of eigenvalues in an affine space. Due to its ubiquity in applications, various instances of the problem have been widely studied in…

Optimization and Control · Mathematics 2019-11-07 Utkan Candogan , Yong Sheng Soh , Venkat Chandrasekaran

A new approach to solving eigenvalue optimization problems for large structured matrices is proposed and studied. The class of optimization problems considered is related to computing structured pseudospectra and their extremal points, and…

Numerical Analysis · Mathematics 2022-06-22 Nicola Guglielmi , Christian Lubich , Stefano Sicilia

The problem of low rank approximation is ubiquitous in science. Traditionally this problem is solved in unitary invariant norms such as Frobenius or spectral norm due to existence of efficient methods for building approximations. However,…

Numerical Analysis · Mathematics 2023-08-25 Stanislav Morozov , Matvey Smirnov , Nikolai Zamarashkin

A power series being given as the solution of a linear differential equation with appropriate initial conditions, minimization consists in finding a non-trivial linear differential equation of minimal order having this power series as a…

Symbolic Computation · Computer Science 2023-07-19 Alin Bostan , Tanguy Rivoal , Bruno Salvy

In this paper we study the problem of locating a given number of hyperplanes minimizing an objective function of the closest distances from a set of points. We propose a general framework for the problem in which norm-based distances…

Optimization and Control · Mathematics 2021-01-12 Víctor Blanco , Alberto Japón , Diego Ponce , Justo Puerto

Large-scale eigenvalue problems arise in various fields of science and engineering and demand computationally efficient solutions. In this study, we investigate the subspace approximation for parametric linear eigenvalue problems, aiming to…

We introduce an algebraic multiscale method for two--dimensional problems. The method uses the generalized multiscale finite element method based on the quadrilateral nonconforming finite element spaces. Differently from the…

Numerical Analysis · Mathematics 2022-01-27 Kanghun Cho , Imbunm Kim , Raehyun Kim , Dongwoo Sheen

We consider a multidimensional extremal problem formulated in terms of tropical mathematics. The problem is to minimize a nonlinear objective function, which is defined on a finite-dimensional semimodule over an idempotent semifield,…

Optimization and Control · Mathematics 2012-12-27 Nikolai Krivulin

We provide a new algebraic solution procedure for the global positioning problem in $n$ dimensions using $m$ satellites. We also give a geometric characterization of the situations in which the problem does not have a unique solution. This…

Signal Processing · Electrical Eng. & Systems 2023-10-16 Mireille Boutin , Gregor Kemper

An elimination problem in semidefinite programming is solved by means of tensor algebra. It concerns families of matrix cube problems whose constraints are the minimum and maximum eigenvalue function on an affine space of symmetric…

Optimization and Control · Mathematics 2008-04-29 Jiawang Nie , Bernd Sturmfels

The purpose of this article is to study the relationship between numerical invariants of certain subspace arrangements coming from reflection groups and numerical invariants arising in the representation theory of Cherednik algebras. For…

Representation Theory · Mathematics 2020-08-19 Stephen Griffeth

We introduce an algorithm which can be directly used to feasible and optimum search in linear programming. Starting from an initial point the algorithm iteratively moves a point in a direction to resolve the violated constraints. At the…

Optimization and Control · Mathematics 2023-12-05 Denys Shcherbak , Natalya Pya Arnqvist

We consider minimization problems with bisubmodular objective functions. We propose valid inequalities, namely the poly-bimatroid inequalities, and provide a complete linear description of the convex hull of the epigraph of a bisubmodular…

Optimization and Control · Mathematics 2020-09-30 Qimeng Yu , Simge Kucukyavuz

We start by considering the problem of estimating intrinsic distances on a smooth submanifold. We show that minimax optimality can be obtained via a reconstruction of the surface, and discuss the use of a particular mesh construction -- the…

Machine Learning · Statistics 2023-10-04 Ery Arias-Castro , Phong Alain Chau

Different variants of approximate inverse iteration like the locally optimal block preconditioned conjugate gradient method became in recent years increasingly popular for the solution of the large matrix eigenvalue problems arising from…

Numerical Analysis · Mathematics 2016-11-15 Harry Yserentant

A two dimensional eigenvalue problem (2DEVP) of a Hermitian matrix pair $(A, C)$ is introduced in this paper. The 2DEVP can be viewed as a linear algebraic formulation of the well-known eigenvalue optimization problem of the parameter…

Numerical Analysis · Mathematics 2022-09-19 Yangfeng Su , Tianyi Lu , Zhaojun Bai

An important yet challenging problem in numerical linear algebra is finding a principal submatrix with maximum determinant from a given symmetric positive semidefinite matrix. This problem arises in experimental design, statistics, and…

Optimization and Control · Mathematics 2026-05-26 Hao Hu , Stefan Sremac , Hugo J. Woerdeman , Henry Wolkowicz

We present a Chebyshev collocation method for linear ODE and DDE problems. We first give a posteriori estimates for the accuracy of the approximate solution of a scalar ODE initial value problem. Examples of the success of the estimate are…

Numerical Analysis · Mathematics 2024-08-15 Ed Bueler