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We present a novel, general, and unifying point of view on sparse approaches to polynomial optimization. Solving polynomial optimization problems to global optimality is a ubiquitous challenge in many areas of science and engineering.…

Optimization and Control · Mathematics 2024-03-07 Gennadiy Averkov , Benjamin Peters , Sebastian Sager

This article focuses on optimization of polynomials in noncommuting variables, while taking into account sparsity in the input data. A converging hierarchy of semidefinite relaxations for eigenvalue and trace optimization is provided. This…

Optimization and Control · Mathematics 2022-10-05 Igor Klep , Victor Magron , Janez Povh

There is a recent surge of interest in developing algorithms for finding sparse solutions of underdetermined systems of linear equations $y = \Phi x$. In many applications, extremely large problem sizes are envisioned, with at least tens of…

Information Theory · Computer Science 2009-04-08 Arian Maleki

We present and analyze a novel sparse polynomial technique for the simultaneous approximation of parameterized partial differential equations (PDEs) with deterministic and stochastic inputs. Our approach treats the numerical solution as a…

Numerical Analysis · Mathematics 2020-01-22 Nick Dexter , Hoang Tran , Clayton Webster

We present a comprehensive analysis of an algorithm for evaluating high-dimensional polynomials that are invariant under permutations and rotations. The key bottleneck is the contraction of a high-dimensional symmetric and sparse tensor…

Numerical Analysis · Mathematics 2022-02-10 Illia Kaliuzhnyi , Christoph Ortner

We consider the problem of recovering polynomials that are sparse with respect to the basis of Legendre polynomials from a small number of random samples. In particular, we show that a Legendre s-sparse polynomial of maximal degree N can be…

Numerical Analysis · Mathematics 2011-04-05 Holger Rauhut , Rachel Ward

Motivated by problems in optimization we study the sparsity of the solutions to systems of linear Diophantine equations and linear integer programs, i.e., the number of non-zero entries of a solution, which is often referred to as the…

Optimization and Control · Mathematics 2020-08-06 Iskander Aliev , Gennadiy Averkov , Jesús A. De Loera , Timm Oertel

This paper presents a novel hybrid algorithm for minimizing the sum of a continuously differentiable loss function and a nonsmooth, possibly nonconvex, sparse regularization function. The proposed method alternates between solving a…

Optimization and Control · Mathematics 2025-04-01 Hao Wang , Xiangyu Yang , Yichen Zhu

Compressive sensing predicts that sufficiently sparse vectors can be recovered from highly incomplete information. Efficient recovery methods such as $\ell_1$-minimization find the sparsest solution to certain systems of equations. Random…

Information Theory · Computer Science 2011-08-17 Ulaş Ayaz , Holger Rauhut

Sparse logistic regression, as an effective tool of classification, has been developed tremendously in recent two decades, from its origination the $\ell_1$-regularized version to the sparsity constrained models. This paper is carried out…

Optimization and Control · Mathematics 2021-11-23 Rui Wang , Naihua Xiu , Shenglong Zhou

We illustrate an efficient new method for handling polynomial systems with degenerate solution sets. In particular, a corollary of our techniques is a new algorithm to find an isolated point in every excess component of the zero set (over…

Algebraic Geometry · Mathematics 2009-09-25 J. Maurice Rojas

This work proposes a research problem of finding sparse solution of undetermined Linear system with some applications. Two approaches how to solve the compressive sensing problem: using l_1 approach , the l_q approach with 0 < q < 1.…

Optimization and Control · Mathematics 2017-02-24 Maddullah Almerdasy

An approach to obtaining a parsimonious polynomial model from time series is proposed. An optimal minimal nonuniform time series embedding schema is used to obtain a time delay kernel. This scheme recursively optimizes an objective…

Chaotic Dynamics · Physics 2014-05-13 Chetan Nichkawde

We consider machine learning techniques to develop low-latency approximate solutions to a class of inverse problems. More precisely, we use a probabilistic approach for the problem of recovering sparse stochastic signals that are members of…

Information Theory · Computer Science 2016-09-06 Steffen Limmer , Sławomir Stańczak

Recently, finding the sparsest solution of an underdetermined linear system has become an important request in many areas such as compressed sensing, image processing, statistical learning, and data sparse approximation. In this paper, we…

Optimization and Control · Mathematics 2020-03-31 Jialiang Xu

In our companion work \cite{Stojnicl1RegPosasymldp} we revisited random under-determined linear systems with sparse solutions. The main emphasis was on the performance analysis of the $\ell_1$ heuristic in the so-called asymptotic regime,…

Optimization and Control · Mathematics 2016-12-20 Mihailo Stojnic

$\ell_1$ minimization is often used for finding the sparse solutions of an under-determined linear system. In this paper we focus on finding sharp performance bounds on recovering approximately sparse signals using $\ell_1$ minimization,…

Information Theory · Computer Science 2010-05-21 Weiyu Xu , Babak Hassibi

We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a way that the resulting undirected graphical model is sparse. Our approach is to solve a maximum likelihood problem with an added l_1-norm…

Artificial Intelligence · Computer Science 2007-07-06 Onureena Banerjee , Laurent El Ghaoui , Alexandre d'Aspremont

Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. While naturally cast as a combinatorial optimization problem, variable or feature selection admits a convex relaxation through the…

Machine Learning · Computer Science 2012-04-23 Francis Bach , Rodolphe Jenatton , Julien Mairal , Guillaume Obozinski

Solving under-determined systems of linear equations with sparse solutions attracted enormous amount of attention in recent years, above all, due to work of \cite{CRT,CanRomTao06,DonohoPol}. In \cite{CRT,CanRomTao06,DonohoPol} it was…

Information Theory · Computer Science 2013-04-02 Mihailo Stojnic