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We present a new algorithm for solving optimization problems with objective functions that are the sum of a smooth function and a (potentially) nonsmooth regularization function, and nonlinear equality constraints. The algorithm may be…

Optimization and Control · Mathematics 2024-04-12 Yutong Dai , Xiaoyi Qu , Daniel P. Robinson

We present a general approach to rounding semidefinite programming relaxations obtained by the Sum-of-Squares method (Lasserre hierarchy). Our approach is based on using the connection between these relaxations and the Sum-of-Squares proof…

Data Structures and Algorithms · Computer Science 2013-12-24 Boaz Barak , Jonathan Kelner , David Steurer

In the field of algorithmic analysis, one of the more well-known exercises is the subset sum problem. That is, given a set of integers, determine whether one or more integers in the set can sum to a target value. Aside from the brute-force…

Data Structures and Algorithms · Computer Science 2016-05-09 Daniel Shea

We revisit the problem of \textit{online linear optimization} in case the set of feasible actions is accessible through an approximated linear optimization oracle with a factor $\alpha$ multiplicative approximation guarantee. This setting…

Machine Learning · Computer Science 2017-09-12 Dan Garber

Bridging logical and algorithmic reasoning with modern machine learning techniques is a fundamental challenge with potentially transformative impact. On the algorithmic side, many NP-hard problems can be expressed as integer programs, in…

Machine Learning · Computer Science 2024-12-16 Anselm Paulus , Michal Rolínek , Vít Musil , Brandon Amos , Georg Martius

Given a set $P$ of $n$ points and a set $S$ of $n$ segments in the plane, we consider the problem of computing for each segment of $S$ its closest point in $P$. The previously best algorithm solves the problem in $n^{4/3}2^{O(\log^*n)}$…

Computational Geometry · Computer Science 2024-01-08 Haitao Wang

We analyze the bit complexity of efficient algorithms for fundamental optimization problems, such as linear regression, $p$-norm regression, and linear programming (LP). State-of-the-art algorithms are iterative, and in terms of the number…

Data Structures and Algorithms · Computer Science 2023-04-06 Mehrdad Ghadiri , Richard Peng , Santosh S. Vempala

Integer programming (IP), as the name suggests is an integer-variable-based approach commonly used to formulate real-world optimization problems with constraints. Currently, quantum algorithms reformulate the IP into an unconstrained form…

Quantum Physics · Physics 2024-07-31 Kapil Goswami , Peter Schmelcher , Rick Mukherjee

Several large-scale machine learning tasks, such as data summarization, can be approached by maximizing functions that satisfy submodularity. These optimization problems often involve complex side constraints, imposed by the underlying…

Data Structures and Algorithms · Computer Science 2021-02-15 Francesco Quinzan , Vanja Doskoč , Andreas Göbel , Tobias Friedrich

We study the fair k-set selection problem where we aim to select $k$ sets from a given set system such that the (weighted) occurrence times that each element appears in these $k$ selected sets are balanced, i.e., the maximum (weighted)…

Data Structures and Algorithms · Computer Science 2025-05-20 Shi Li , Chenyang Xu , Ruilong Zhang

We consider the problem of computing a positive definite $p \times p$ inverse covariance matrix aka precision matrix $\theta=(\theta_{ij})$ which optimizes a regularized Gaussian maximum likelihood problem, with the elastic-net regularizer…

Statistics Theory · Mathematics 2015-09-02 Yves F. Atchadé , Rahul Mazumder , Jie Chen

In this paper, we apply randomized algorithms to approximate the total least squares (TLS) solution of the problem $Ax\approx b$ in the large-scale discrete ill-posed problems. A regularization technique, based on the multiplicative…

Numerical Analysis · Mathematics 2018-08-09 Liping Zhang , Yimin Wei

Biclustering techniques have been widely used to identify homogeneous subgroups within large data matrices, such as subsets of genes similarly expressed across subsets of patients. Mining a max-sum sub-matrix is a related but distinct…

Machine Learning · Statistics 2017-09-26 Vincent Branders , Pierre Schaus , Pierre Dupont

We describe a novel algorithm for rounding packing integer programs based on multidimensional Brownian motion in $\mathbb{R}^n$. Starting from an optimal fractional feasible solution $\bar{x}$, the procedure converges in polynomial time to…

Data Structures and Algorithms · Computer Science 2014-08-12 Sandeep Sen

This paper mainly addresses the optimization of $p$-th moment of $\mathbb{R}^n$-valued random variable. Through an ingenious approximation mechanism, one transforms the maximization problem into a sequence of minimization problems, which…

Optimization and Control · Mathematics 2016-07-26 Xiaojun Lu , Yanhua Wu

An algorithm $M$ is described that solves any well-defined problem $p$ as quickly as the fastest algorithm computing a solution to $p$, save for a factor of 5 and low-order additive terms. $M$ optimally distributes resources between the…

Computational Complexity · Computer Science 2007-05-23 Marcus Hutter

Given a multiset $X=\{x_1,..., x_n\}$ of real numbers, the {\it floating-point set summation} problem asks for $S_n=x_1+...+x_n$. Let $E^*_n$ denote the minimum worst-case error over all possible orderings of evaluating $S_n$. We prove that…

Data Structures and Algorithms · Computer Science 2024-09-21 Ming-Yang Kao , Jie Wang

We propose an exact polynomial algorithm for a resource allocation problem with convex costs and constraints on partial sums of resource consumptions, in the presence of either continuous or integer variables. No assumption of strict…

Data Structures and Algorithms · Computer Science 2014-04-29 Thibaut Vidal , Patrick Jaillet , Nelson Maculan

The Sparse Approximation problem asks to find a solution $x$ such that $||y - Hx|| < \alpha$, for a given norm $||\cdot||$, minimizing the size of the support $||x||_0 := \#\{j \ |\ x_j \neq 0 \}$. We present valid inequalities for Mixed…

Discrete Mathematics · Computer Science 2020-09-15 Diego Delle Donne , Matthieu Kowalski , Leo Liberti

Round robin tournaments are omnipresent in sport competitions and beyond. We propose two new integer programming formulations for scheduling a round robin tournament, one of which we call the matching formulation. We analytically compare…

Optimization and Control · Mathematics 2022-10-18 Jasper van Doornmalen , Christopher Hojny , Roel Lambers , Frits C. R. Spieksma
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