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The termination problem for affine programs over the integers was left open in\cite{Braverman}. For more that a decade, it has been considered and cited as a challenging open problem. To the best of our knowledge, we present here the most…
This article presents a numerical illustration of a recently proposed strongly polynomial-time algorithm for the general linear programming (LP) problem. Each iteration of the proposed algorithm consists of two Gauss-Jordan pivoting…
We show that the effects of finite-precision arithmetic in forming and solving the linear system that arises at each iteration of primal-dual interior-point algorithms for nonlinear programming are benign, provided that the iterates satisfy…
Solving semidefinite programs (SDP) in a short time is the key to managing various mathematical optimization problems. The matrix-completion primal-dual interior-point method (MC-PDIPM) extracts a sparse structure of input SDP by…
Logistic regression is a widely used statistical model to describe the relationship between a binary response variable and predictor variables in data sets. It is often used in machine learning to identify important predictor variables.…
We address the problem of testing weak optimality of a given solution of a given interval linear program. The problem was recently wrongly stated to be polynomially solvable. We disprove it. We show that the problem is NP-hard in general.…
LU and Cholesky matrix factorization algorithms are core subroutines used to solve systems of linear equations (SLEs) encountered while solving an optimization problem. Standard factorization algorithms are highly efficient but remain…
In the Nonnegative Matrix Factorization (NMF) problem we are given an $n \times m$ nonnegative matrix $M$ and an integer $r > 0$. Our goal is to express $M$ as $A W$ where $A$ and $W$ are nonnegative matrices of size $n \times r$ and $r…
Seeking tighter relaxations of combinatorial optimization problems, semidefinite programming is a generalization of linear programming that offers better bounds and is still polynomially solvable. Yet, in practice, a semidefinite program is…
Boolean matrix factorization (BMF) approximates a given binary input matrix as the product of two smaller binary factors. As opposed to binary matrix factorization which uses standard arithmetic, BMF uses the Boolean OR and Boolean AND…
We consider parametric linear programming problems with multiple objective functions depending linearly on some parameter. Both parametric (single-objective) linear programming and (non-parametric) multi-objective linear programming are…
High-dimensional nonlinear optimization problems subject to nonlinear constraints can appear in several contexts including constrained physical and dynamical systems, statistical estimation, and other numerical models. Feasible optimization…
Packing and covering linear programs belong to the narrow class of linear programs that are efficiently solvable in parallel and distributed models of computation, yet are a powerful modeling tool for a wide range of fundamental problems in…
We introduce a generalization of the linearized Alternating Direction Method of Multipliers to optimize a real-valued function $f$ of multiple arguments with potentially multiple constraints $g_\circ$ on each of them. The function $f$ may…
We present a simple, work-optimal and synchronization-free solution to the problem of stably merging in parallel two given, ordered arrays of m and n elements into an ordered array of m+n elements. The main contribution is a new, simple,…
This paper offers a matrix-free first-order numerical method to solve large-scale conic optimization problems. Solving systems of linear equations pose the most computationally challenging part in both first-order and second-order numerical…
This paper describes an approximate method for global optimization of polynomial programming problems with bounded variables. The method uses a reformulation and linearization technique to transform the original polynomial optimization…
The aim of this study is to find the optimum of a linear fractional function over the efficient set of a multi-objective linear fractional integer program without generating all efficient solutions. By its nature, it is a global…
In this paper, we consider two formulations for Linear Matrix Inequalities (LMIs) under Slater type constraint qualification assumption, namely, SDP smooth and non-smooth formulations. We also propose two first-order linearly convergent…
We introduce and investigate the convergence properties of an inertial forward-backward-forward splitting algorithm for approaching the set of zeros of the sum of a maximally monotone operator and a single-valued monotone and Lipschitzian…