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Many psychological theories can be operationalized as linear inequality constraints on the parameters of multinomial distributions (e.g., discrete choice analysis). These constraints can be described in two equivalent ways: Either as the…
In this paper, within a unified framework of the condition number theory we present the explicit expression of the projected condition number of the equality constrained indefinite least squares problem. By setting specific norms and…
In this paper, we establish a new approach to solve the tensor complementarity problem (TCP). A mixed integer programming model is given and the TCP is solved by solving the model. The TCP is shown to be formulated as an equivalent mixed…
Disentangled distributed representations of data are desirable for machine learning, since they are more expressive and can generalize from fewer examples. However, for complex data, the distributed representations of multiple objects…
We introduce tensor numerical techniques for solving optimal control problems constrained by elliptic operators in $\mathbb{R}^d$, $d=2,3$, with variable coefficients, which can be represented in a low rank separable form. We construct a…
This paper studies a tensor-structured linear regression model with a scalar response variable and tensor-structured predictors, such that the regression parameters form a tensor of order $d$ (i.e., a $d$-fold multiway array) in…
Tensor decomposition has been extensively used as a tool for exploratory analysis. Motivated by neuroscience applications, we study tensor decomposition with Boolean factors. The resulting optimization problem is challenging due to the…
This paper deals with the solving of variational inequality problem where the constrained set is given as the intersection of a number of fixed-point sets. To this end, we present an extrapolated sequential constraint method. At each…
This paper develops a probabilistic numerical method for solution of partial differential equations (PDEs) and studies application of that method to PDE-constrained inverse problems. This approach enables the solution of challenging inverse…
We introduce a convex approach for mixed linear regression over $d$ features. This approach is a second-order cone program, based on L1 minimization, which assigns an estimate regression coefficient in $\mathbb{R}^{d}$ for each data point.…
We consider N-fold 4-block decomposable integer programs, which simultaneously generalize N-fold integer programs and two-stage stochastic integer programs with N scenarios. In previous work [R. Hemmecke, M. Koeppe, R. Weismantel, A…
A step-search sequential quadratic programming method is proposed for solving nonlinear equality constrained stochastic optimization problems. It is assumed that constraint function values and derivatives are available, but only stochastic…
We consider the problem of coded distributed computing where a large linear computational job, such as a matrix multiplication, is divided into $k$ smaller tasks, encoded using an $(n,k)$ linear code, and performed over $n$ distributed…
Any CNF formula can be decomposed two blocked subsets such that both can be solved by BCE (Blocked Clause Elimination). To make the decomposition more useful, one hopes to have the decomposition as unbalanced as possible. It is often time…
Our work addresses the well-known open problem of distributed computing of bilinear functions of two correlated sources ${\bf A}$ and ${\bf B}$. In a setting with two nodes, with the first node having access to ${\bf A}$ and the second to…
The problem of computing a linear combination of sources over a multiple access channel is studied. Inner and outer bounds on the optimal tradeoff between the communication rates are established when encoding is restricted to random…
We consider the problem of decomposing a real-valued symmetric tensor as the sum of outer products of real-valued vectors. Algebraic methods exist for computing complex-valued decompositions of symmetric tensors, but here we focus on…
We present an alternating least squares type numerical optimization scheme to estimate conditionally-independent mixture models in $\mathbb{R}^n$, without parameterizing the distributions. Following the method of moments, we tackle an…
We present a novel method for mixed-integer optimization problems with multivariate and Lipschitz continuous nonlinearities. In particular, we do not assume that the nonlinear constraints are explicitly given but that we can only evaluate…
In nonadaptive group testing, the main research objective is to design an efficient algorithm to identify a set of up to $t$ positive elements among $n$ samples with as few tests as possible. Disjunct matrices and separable matrices are two…