Related papers: On Augmentation Algorithms for Linear and Integer-…
We consider the constrained Linear Inverse Problem (LIP), where a certain atomic norm (like the $\ell_1 $ norm) is minimized subject to a quadratic constraint. Typically, such cost functions are non-differentiable, which makes them not…
Constrained optimization problems appear in a wide variety of challenging real-world problems, where constraints often capture the physics of the underlying system. Classic methods for solving these problems rely on iterative algorithms…
We explore a reinforcement learning strategy to automate and accelerate h/p-multigrid methods in high-order solvers. Multigrid methods are very efficient but require fine-tuning of numerical parameters, such as the number of smoothing…
A cutting-plane model for a nonsmooth function is the maximum of several first-order expansions centered at different points. Using such a model in a bundle method leads to linear convergence (of serious steps) to a minimum. In smooth…
$\renewcommand{\Re}{\mathbb{R}}$ We develop a general randomized technique for solving "implic it" linear programming problems, where the collection of constraints are defined implicitly by an underlying ground set of elements. In many…
We consider the problem of minimizing the sum of a convex function and a convex function composed with an injective linear mapping. For such problems, subject to a coercivity condition at fixed points of the corresponding Picard iteration,…
We give sublinear-time approximation algorithms for some optimization problems arising in machine learning, such as training linear classifiers and finding minimum enclosing balls. Our algorithms can be extended to some kernelized versions…
In this paper, we consider a proximal linearized alternating direction method of multipliers (PL-ADMM) for solving linearly constrained nonconvex and possibly nonsmooth optimization problems. The algorithm is generalized by using variable…
Various first order approaches have been proposed in the literature to solve Linear Programming (LP) problems, recently leading to practically efficient solvers for large-scale LPs. From a theoretical perspective, linear convergence rates…
Fast matrix multiplication algorithms may be useful, provided that their running time is good in practice. Particularly, the leading coefficient of their arithmetic complexity needs to be small. Many sub-cubic algorithms have large leading…
We show a flow-augmentation algorithm in directed graphs: There exists a randomized polynomial-time algorithm that, given a directed graph $G$, two vertices $s,t \in V(G)$, and an integer $k$, adds (randomly) to $G$ a number of arcs such…
This paper introduces a graph-based algorithm for solving single-item, single-location inventory lot-sizing problems under non-stationary stochastic demand using the $(R_t, S_t)$ policy and a penalty cost scheme. The proposed method relaxes…
In this paper we develop optimal algorithms in the binary-forking model for a variety of fundamental problems, including sorting, semisorting, list ranking, tree contraction, range minima, and ordered set union, intersection and difference.…
We present a novel efficient theoretical and numerical framework for solving global non-convex polynomial optimization problems. We analytically demonstrate that such problems can be efficiently reformulated using a non-linear objective…
We consider a class of linear programs on graphs with total variation regularization and a budgetary constraint. For these programs, we give a characterization of basic solutions in terms of rooted spanning forests with orientation on the…
Powerful results from the theory of integer programming have recently led to substantial advances in parameterized complexity. However, our perception is that, except for Lenstra's algorithm for solving integer linear programming in fixed…
This paper proposes scalable and fast algorithms for solving the Robust PCA problem, namely recovering a low-rank matrix with an unknown fraction of its entries being arbitrarily corrupted. This problem arises in many applications, such as…
Mixed-integer linear programming (MILP) is at the core of many advanced algorithms for solving fundamental problems in combinatorial optimization. The complexity of solving MILPs directly correlates with their support size, which is the…
Efficient computation of the optimal transport distance between two distributions serves as an algorithm subroutine that empowers various applications. This paper develops a scalable first-order optimization-based method that computes…
This paper proposes and analyzes a dampened proximal alternating direction method of multipliers (DP.ADMM) for solving linearly-constrained nonconvex optimization problems where the smooth part of the objective function is nonseparable.…