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In this paper we present two new approaches to efficiently solve large-scale compressed sensing problems. These two ideas are independent of each other and can therefore be used either separately or together. We consider all possibilities.…
We cast motion planning under uncertainty as a stochastic optimal control problem, where the optimal posterior distribution has an explicit form. To approximate this posterior, this work frames an optimization problem in the space of…
Direct factorization methods for the solution of large, sparse linear systems that arise from PDE discretizations are robust, but typically show poor time and memory scalability for large systems. In this paper, we describe an efficient…
Inspired by recent work on convex formulations of clustering (Lashkari & Golland, 2008; Nowozin & Bakir, 2008) we investigate a new formulation of the Sparse Coding Problem (Olshausen & Field, 1997). In sparse coding we attempt to…
Lattice-based cryptography has emerged as one of the most prominent candidates for post-quantum cryptography, projected to be secure against the imminent threat of large-scale fault-tolerant quantum computers. The Shortest Vector Problem…
We study the algorithmic problem of estimating the mean of heavy-tailed random vector in $\mathbb{R}^d$, given $n$ i.i.d. samples. The goal is to design an efficient estimator that attains the optimal sub-gaussian error bound, only assuming…
This paper studies the estimation of large precision matrices and Cholesky factors obtained by observing a Gaussian process at many locations. Under general assumptions on the precision and the observations, we show that the sample…
We consider the least-squares approximation of a matrix C in the set of doubly stochastic matrices with the same sparsity pattern as C. Our approach is based on applying the well-known Alternating Direction Method of Multipliers (ADMM) to a…
In this paper we provide new quantum algorithms with polynomial speed-up for a range of problems for which no such results were known, or we improve previous algorithms. First, we consider the approximation of the frequency moments $F_k$ of…
The low-rank matrix factorization as a L1 norm minimization problem has recently attracted much attention due to its intrinsic robustness to the presence of outliers and missing data. In this paper, we propose a new method, called the…
The high computational cost involved in modeling of the progressive fracture simulations using large discrete lattice networks stems from the requirement to solve {\it a new large set of linear equations} every time a new lattice bond is…
Utilizing graph algorithms is a common activity in computer science. Algorithms that perform computations on large graphs are not always efficient. This work investigates the Single-Source Shortest Path (SSSP) problem, which is considered…
In this paper, we develop stochastic variance reduced algorithms for solving a class of finite-sum hemivariational inequality (HVI) problem. In this HVI problem, the associated function is assumed to be differentiable, and both the vector…
Memory is a key computational bottleneck when solving large-scale convex optimization problems such as semidefinite programs (SDPs). In this paper, we focus on the regime in which storing an $n\times n$ matrix decision variable is…
Modern data centers face a key challenge of effectively serving user requests that arrive online. Such requests are inherently multi-dimensional and characterized by demand vectors over multiple resources such as processor cycles, storage…
Incomplete factorizations have long been popular general-purpose algebraic preconditioners for solving large sparse linear systems of equations. Guaranteeing the factorization is breakdown free while computing a high quality preconditioner…
This study develops a graph search algorithm to find the optimal discrimination path for the binary classification problem. The objective function is defined as the difference of variations between the true positive (TP) and false positive…
Given a sample covariance matrix, we examine the problem of maximizing the variance explained by a linear combination of the input variables while constraining the number of nonzero coefficients in this combination. This is known as sparse…
The paper is devoted to the existence of global optimal solutions for a general class of nonsmooth problems of constrained vector optimization without boundedness assumptions on constraint sets. The main attention is paid to the two major…
Consider a problem where 4k given vectors need to be partitioned into k clusters of four vectors each. A cluster of four vectors is called a quad, and the cost of a quad is the sum of the component-wise maxima of the four vectors in the…