Related papers: A Parallel Min-Cut Algorithm using Iteratively Rew…
We present a successive constraint approach that makes it possible to cheaply solve large-scale linear matrix inequalities for a large number of parameter values. The efficiency of our method is made possible by an offline/online…
This paper introduces a generalization of the well-known Riccati recursion for solving the discrete-time equality-constrained linear quadratic optimal control problem. The recursion can be used to compute the solutions as well as optimal…
We propose an algorithm for generating explicit solutions of multiparametric mixed-integer convex programs to within a given suboptimality tolerance. The algorithm is applicable to a very general class of optimization problems, but is most…
A mathematical characterization of serially-pruned permutations (SPPs) employed in variable-length permuters and their associated fast pruning algorithms and architectures are proposed. Permuters are used in many signal processing systems…
We study (s,t)-cuts of second minimum capacity and present the following algorithmic and graph-theoretic results. 1. Vazirani and Yannakakis [ICALP 1992] designed the first algorithm for computing an (s,t)-cut of second minimum capacity…
Randomized subspace embedding methods have had a great impact on the solution of a linear least squares (LS) problem by reducing its row dimension, leading to a randomized or sketched LS (sLS) problem, and use the solution of the sLS…
Separable nonlinear least squares (SNLS)problem is a special class of nonlinear least squares (NLS)problems, whose objective function is a mixture of linear and nonlinear functions. It has many applications in many different areas,…
The linear response eigenvalue problem, which arises from many scientific and engineering fields, is quite challenging numerically for large-scale sparse/dense system, especially when it has zero eigenvalues. Based on a direct sum…
This paper investigates the behavior of the Min-Sum message passing scheme to solve systems of linear equations in the Laplacian matrices of graphs and to compute electric flows. Voltage and flow problems involve the minimization of…
This paper presents a framework that supports the implementation of parallel solutions for the widespread parametric maximum flow computational routines used in image segmentation algorithms. The framework is based on supergraphs, a special…
We present a two-stage least-squares method to inverse medium problems of reconstructing multiple unknown coefficients simultaneously from noisy data. A direct sampling method is applied to detect the location of the inhomogeneity in the…
We propose a new approach to linear ill-posed inverse problems. Our algorithm alternates between enforcing two constraints: the measurements and the statistical correlation structure in some transformed space. We use a non-linear multiscale…
In this paper, a class of optimization problems with nonlinear inequality constraints is discussed. Based on the ideas of sequential quadratic programming algorithm and the method of strongly sub-feasible directions, a new superlinearly…
Least squares approximation is a technique to find an approximate solution to a system of linear equations that has no exact solution. In a typical setting, one lets $n$ be the number of constraints and $d$ be the number of variables, with…
We study computational aspects of a key problem in robust statistics -- the penalized least trimmed squares (LTS) regression problem, a robust estimator that mitigates the influence of outliers in data by capping residuals with large…
The multiway-cut problem is, given a weighted graph and k >= 2 terminal nodes, to find a minimum-weight set of edges whose removal separates all the terminals. The problem is NP-hard, and even NP-hard to approximate within 1+delta for some…
Parallel Quantum Annealing is a technique to solve multiple optimization problems simultaneously. Parallel quantum annealing aims to optimize the utilization of available qubits on a quantum topology by addressing multiple independent…
We study the following basic machine learning task: Given a fixed set of $d$-dimensional input points for a linear regression problem, we wish to predict a hidden response value for each of the points. We can only afford to attain the…
We address the phase retrieval problem with errors in the sensing vectors. A number of recent methods for phase retrieval are based on least squares (LS) formulations which assume errors in the quadratic measurements. We extend this…
We present a parallel algorithm for solving backward stochastic differential equations (BSDEs in short) which are very useful theoretic tools to deal with many financial problems ranging from option pricing option to risk management. Our…