Related papers: Fixed-rank Rayleigh Quotient Maximization by an $M…
The classical low rank approximation problem is to find a rank $k$ matrix $UV$ (where $U$ has $k$ columns and $V$ has $k$ rows) that minimizes the Frobenius norm of $A - UV$. Although this problem can be solved efficiently, we study an…
In this paper, we concentrate on a particular category of quadratically constrained quadratic programming (QCQP): nonconvex QCQP with one equality constraint. This type of QCQP problem optimizes a quadratic objective under a fixed…
Bayesian methods for low-rank matrix completion with noise have been shown to be very efficient computationally. While the behaviour of penalized minimization methods is well understood both from the theoretical and computational points of…
In this paper, we consider optimal low-rank regularized inverse matrix approximations and their applications to inverse problems. We give an explicit solution to a generalized rank-constrained regularized inverse approximation problem,…
The Matrix-based Renyi's entropy enables us to directly measure information quantities from given data without the costly probability density estimation of underlying distributions, thus has been widely adopted in numerous statistical…
High-dimensional (HD) entanglement promises both enhanced key rates and overcoming obstacles faced by modern-day quantum communication. However, modern convex optimization-based security arguments are limited by computational constraints;…
This paper presents the Safe Sequential Quadratically Constrained Quadratic Programming (SS-QCQP) algorithm, a first-order method for smooth inequality-constrained nonconvex optimization that guarantees feasibility at every iteration. The…
Optimization problems pervade essentially every scientific discipline and industry. Many such problems require finding a solution that maximizes the number of constraints satisfied. Often, these problems are particularly difficult to solve…
Given a dataset of points in a metric space and an integer $k$, a diversity maximization problem requires determining a subset of $k$ points maximizing some diversity objective measure, e.g., the minimum or the average distance between two…
The purpose of this paper is to solve the 0-1 $k$-item quadratic knapsack problem $(kQKP)$, a problem of maximizing a quadratic function subject to two linear constraints. We propose an exact method based on semidefinite optimization. The…
Probabilistic language models, e.g. those based on an LSTM, often face the problem of finding a high probability prediction from a sequence of random variables over a set of tokens. This is commonly addressed using a form of greedy decoding…
This paper defines multidimensional sequential optimization numbers and prove that the unsigned Stirling numbers of first kind are 1-dimensional sequential optimization numbers. This paper gives a recurrence formula and an upper bound of…
In this article we provide an experimental algorithm that in many cases gives us an upper bound of the global infimum of a real polynomial on $\R^{n}$. It is very well known that to find the global infimum of a real polynomial on $\R^{n}$,…
We consider robust submodular maximization problems (RSMs), where given a set of $m$ monotone submodular objective functions, the robustness is with respect to the worst-case (scaled) objective function. The model we consider generalizes…
The computation of the dominant eigenpair for symmetric positive semidefinite matrices is fundamental in numerical optimization. This work shifts the paradigm from the classical Rayleigh quotient to an unconstrained difference formulation,…
We develop a new method for entanglement detection in bipartite quantum states by using the violation of the rank-1-generated property of matrices. The positive-semidefinite matrices form a convex cone that has extremal elements of rank 1.…
This work aims to introduce the framework of polynomial optimization theory to solve fractional polynomial problems (FPPs). Unlike other widely used optimization frameworks, the proposed one applies to a larger class of FPPs, not…
Conic optimization has recently emerged as a powerful tool for designing tractable and guaranteed algorithms for non-convex polynomial optimization problems. On the one hand, tractability is crucial for efficiently solving large-scale…
In the Maximum Weight Independent Set of Rectangles problem (MWISR) we are given a weighted set of $n$ axis-parallel rectangles in the plane. The task is to find a subset of pairwise non-overlapping rectangles with the maximum possible…
Given a matrix $A$ and $k\geq 0$, we study the problem of finding the $k\times k$ submatrix of $A$ with the maximum determinant in absolute value. This problem is motivated by the question of computing the determinant-based lower bound of…