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

We prove that computing an $\epsilon$-approximate Nash equilibrium of a win-lose bimatrix game with constant sparsity is PPAD-hard for inverse-polynomial $\epsilon$. Our result holds for 3-sparse games, which is tight given that 2-sparse…

A promising approach to achieve computational supremacy over the classical von Neumann architecture explores classical and quantum hardware as Ising machines. The minimisation of the Ising Hamiltonian is known to be NP-hard problem for…

Motivated by the problem of determining the atomic structure of macromolecules using single-particle cryo-electron microscopy (cryo-EM), we study the sample and computational complexities of the sparse multi-reference alignment (MRA) model:…

This paper investigates the fundamental limits for detecting a high-dimensional sparse matrix contaminated by white Gaussian noise from both the statistical and computational perspectives. We consider $p\times p$ matrices whose rows and…

The 0-1 linear programming problem with nonnegative constraint matrix and objective vector e origins from many NP-hard combinatorial optimization problems. In this paper, we consider recovering an optimal solution to the problem from a…

Optimizing the acquisition matrix is useful for compressed sensing of signals that are sparse in overcomplete dictionaries, because the acquisition matrix can be adapted to the particular correlations of the dictionary atoms. In this paper…

This paper deals with unsupervised clustering with feature selection. The problem is to estimate both labels and a sparse projection matrix of weights. To address this combinatorial non-convex problem maintaining a strict control on the…

The cospark of a matrix is the cardinality of the sparsest vector in the column space of the matrix. Computing the cospark of a matrix is well known to be an NP hard problem. Given the sparsity pattern (i.e., the locations of the non-zero…

We explore algorithms and limitations for sparse optimization problems such as sparse linear regression and robust linear regression. The goal of the sparse linear regression problem is to identify a small number of key features, while the…

We convert, within polynomial-time and sequential processing, an NP-Complete Problem into a real-variable problem of minimizing a sum of Rational Linear Functions constrained by an Asymptotic-Linear-Program. The coefficients and constants…

Designing computational experiments involving $\ell_1$ minimization with linear constraints in a finite-dimensional, real-valued space for receiving a sparse solution with a precise number $k$ of nonzero entries is, in general, difficult.…

Matrices and more generally multidimensional arrays, form the backbone of computational studies. In this paper we demonstrate increases in computational efficiency by performing partial-tracing/tensor-contractions on sparse-arrays. It was…

We design a new sparse projection method for a set of vectors that guarantees a desired average sparsity level measured leveraging the popular Hoyer measure (an affine function of the ratio of the $\ell_1$ and $\ell_2$ norms). Existing…

While several classes of integer linear optimization problems are known to be solvable in polynomial time, far fewer tractability results exist for integer nonlinear optimization. In this work, we narrow this gap by identifying a broad…

Classical extragradient schemes and their stochastic counterpart represent a cornerstone for resolving monotone variational inequality problems. Yet, such schemes have a per-iteration complexity of two projections onto a convex set and…

Partially observable Markov decision processes (POMDPs) with continuous state and observation spaces have powerful flexibility for representing real-world decision and control problems but are notoriously difficult to solve. Recent online…

Sparse optimization is a central problem in machine learning and computer vision. However, this problem is inherently NP-hard and thus difficult to solve in general. Combinatorial search methods find the global optimal solution but are…

We prove the \textbf{NP}-hardness, using Karp reductions, of some problems related to the correlation polytope and its corresponding cone, spanned by all of the $n\times n$ rank-one matrices over $\{0,1\}$. The problems are: membership,…

We first show a simple but striking result in bilevel optimization: unconstrained $C^\infty$ smooth bilevel programming is as hard as general extended-real-valued lower semicontinuous minimization. We then proceed to a worst-case analysis…

We study the problem of estimating precision matrices in Gaussian distributions that are multivariate totally positive of order two ($\mathrm{MTP}_2$). The precision matrix in such a distribution is an M-matrix. This problem can be…