Related papers: Projection onto the Cosparse Set is NP-Hard

It is well known that sparse approximation problem is \textsf{NP}-hard under general dictionaries. Several algorithms have been devised and analyzed in the past decade under various assumptions on the \emph{coherence} $\mu$ of the…

In subset selection we search for the best linear predictor that involves a small subset of variables. From a computational complexity viewpoint, subset selection is NP-hard and few classes are known to be solvable in polynomial time. Using…

Consider a polyhedral convex cone which is given by a finite number of linear inequalities. We investigate the problem to project this cone into a subspace and show that this problem is closely related to linear vector optimization: We…

Consider the regularized sparse minimization problem, which involves empirical sums of loss functions for $n$ data points (each of dimension $d$) and a nonconvex sparsity penalty. We prove that finding an…

Projecting a vector onto a simplex is a well-studied problem that arises in a wide range of optimization problems. Numerous algorithms have been proposed for determining the projection; however, the primary focus of the literature has been…

We study the complexity of computing the projection of an arbitrary $d$-polytope along $k$ orthogonal vectors for various input and output forms. We show that if $d$ and $k$ are part of the input (i.e. not a constant) and we are interested…

We consider the problem of projecting a vector onto the so-called k-capped simplex, which is a hyper-cube cut by a hyperplane. For an n-dimensional input vector with bounded elements, we found that a simple algorithm based on Newton's…

Variable selection for sparse linear regression is the problem of finding, given an m x p matrix B and a target vector y, a sparse vector x such that Bx approximately equals y. Assuming a standard complexity hypothesis, we show that no…

We consider optimization problems involving the multiplication of variable matrices to be selected from a given family, which might be a discrete set, a continuous set or a combination of both. Such nonlinear, and possibly discrete,…

Given a redundant dictionary $\Phi$, represented by an $M \times N$ matrix ($\Phi \in \mathbb{R}^{M \times N}$) and a target signal $y \in \mathbb{R}^M$, the \emph{sparse approximation problem} asks to find an approximate representation of…

This paper deals with the computational complexity of conditions which guarantee that the NP-hard problem of finding the sparsest solution to an underdetermined linear system can be solved by efficient algorithms. In the literature, several…

Several learning applications require solving high-dimensional regression problems where the relevant features belong to a small number of (overlapping) groups. For very large datasets and under standard sparsity constraints, hard…

Sparse linear regression is the well-studied inference problem where one is given a design matrix $\mathbf{A} \in \mathbb{R}^{M\times N}$ and a response vector $\mathbf{b} \in \mathbb{R}^M$, and the goal is to find a solution $\mathbf{x}…

Sparse PCA is the optimization problem obtained from PCA by adding a sparsity constraint on the principal components. Sparse PCA is NP-hard and hard to approximate even in the single-component case. In this paper we settle the computational…

In multi-objective optimization, a single decision vector must balance the trade-offs between many objectives. Solutions achieving an optimal trade-off are said to be Pareto optimal: these are decision vectors for which improving any one…

This paper studies the copositive optimization problem whose objective is a sparse polynomial, with linear constraints over the nonnegative orthant. We propose sparse Moment-SOS relaxations to solve it. Necessary and sufficient conditions…

Random projection is often used to project higher-dimensional vectors onto a lower-dimensional space, while approximately preserving their pairwise distances. It has emerged as a powerful tool in various data processing tasks and has…

Combinatorial optimization can be described as the problem of finding a feasible subset that maximizes a objective function. The paper discusses combinatorial optimization problems, where for each dimension the set of feasible subsets is…

Co-clustering, that is, partitioning a numerical matrix into homogeneous submatrices, has many applications ranging from bioinformatics to election analysis. Many interesting variants of co-clustering are NP-hard. We focus on the basic…

We consider the problem of projecting a convex set onto a subspace, or equivalently formulated, the problem of computing a set obtained by applying a linear mapping to a convex feasible set. This includes the problem of approximating convex…