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Linear programming (LP) relaxation is a standard technique for solving hard combinatorial optimization (CO) problems. Here we present a gradient descent algorithm which exploits the special structure of some LP relaxations induced by CO…

Optimization and Control · Mathematics 2020-11-17 Alexey Antonov

We consider the problem of robust matrix completion, which aims to recover a low rank matrix $L_*$ and a sparse matrix $S_*$ from incomplete observations of their sum $M=L_*+S_*\in\mathbb{R}^{m\times n}$. Algorithmically, the robust matrix…

Machine Learning · Statistics 2020-03-25 Yunfeng Cai , Ping Li

Scaling hyperparameter optimisation to very large datasets remains an open problem in the Gaussian process community. This paper focuses on iterative methods, which use linear system solvers, like conjugate gradients, alternating…

Machine Learning · Computer Science 2025-01-14 Jihao Andreas Lin , Shreyas Padhy , Bruno Mlodozeniec , Javier Antorán , José Miguel Hernández-Lobato

This paper considers the problem of estimating high dimensional Laplacian constrained precision matrices by minimizing Stein's loss. We obtain a necessary and sufficient condition for existence of this estimator, that consists on checking…

Machine Learning · Statistics 2022-02-24 Eduardo Pavez

We study the design of local algorithms for massive graphs. A local algorithm is one that finds a solution containing or near a given vertex without looking at the whole graph. We present a local clustering algorithm. Our algorithm finds a…

Data Structures and Algorithms · Computer Science 2008-09-19 Daniel A. Spielman , Shang-Hua Teng

For optimization problems with nonlinear constraints, linearly constrained Lagrangian (LCL) methods sequentially minimize a Lagrangian function subject to linearized constraints. These methods converge rapidly near a solution but may not be…

Optimization and Control · Mathematics 2007-05-23 Michael P. Friedlander , Michael A Saunders

We describe a nearly-linear time algorithm to solve the linear system $L_1x = b$ parameterized by the first Betti number of the complex, where $L_1$ is the 1-Laplacian of a simplicial complex $K$ that is a subcomplex of a collapsible…

Numerical Analysis · Mathematics 2022-05-05 Mitchell Black , Amir Nayyeri

We consider the problem of efficiently solving large-scale linear least squares problems that have one or more linear constraints that must be satisfied exactly. Whilst some classical approaches are theoretically well founded, they can face…

Numerical Analysis · Mathematics 2021-12-24 Jennifer Scott , Miroslav Tuma

Recently, machine learning, particularly message-passing graph neural networks (MPNNs), has gained traction in enhancing exact optimization algorithms. For example, MPNNs speed up solving mixed-integer optimization problems by imitating…

Machine Learning · Computer Science 2023-10-17 Chendi Qian , Didier Chételat , Christopher Morris

A single layer neural network for the solution of linear equations is presented. The proposed circuit is based on the standard Hopfield model albeit with the added flexibility that the interconnection weight matrix need not be symmetric.…

Neural and Evolutionary Computing · Computer Science 2021-05-05 Mohammad Samar Ansari

The study of combinatorial optimization problems with a submodular objective has attracted much attention in recent years. Such problems are important in both theory and practice because their objective functions are very general. Obtaining…

Data Structures and Algorithms · Computer Science 2016-11-11 Niv Buchbinder , Moran Feldman

The bus admittance matrix is central to many power system simulation algorithms, but the link between problem size and computation time (i.e., the time complexity) using modern sparse solvers is not fully understood. It has recently been…

Systems and Control · Electrical Eng. & Systems 2023-11-21 Matthew Deakin , Davis Montenegro

We show that Laplacian and symmetric diagonally dominant (SDD) matrices can be well approximated by linear-sized sparse Cholesky factorizations. We show that these matrices have constant-factor approximations of the form $L L^{T}$, where…

Data Structures and Algorithms · Computer Science 2015-08-14 Yin Tat Lee , Richard Peng , Daniel A. Spielman

Controllability and observability energy functions play a fundamental role in model order reduction and are inherently connected to optimal control problems. For linear dynamical systems the energy functions are known to be quadratic…

Dynamical Systems · Mathematics 2025-02-11 Linus Balicki , Serkan Gugercin

Graphs are extremely versatile and ubiquitous mathematical structures with potential to model a wide range of domains. For this reason, graph problems have been of interest since the early days of computer science. Some of these problems…

Data Structures and Algorithms · Computer Science 2013-09-02 Rui Ferreira

Previous works suggested the use of Branch and Bound techniques for finding the optimal allocation in (multi-unit) combinatorial auctions. They remarked that Linear Programming could provide a good upper-bound to the optimal allocation, but…

Computer Science and Game Theory · Computer Science 2007-05-23 Rica Gonen , Daniel Lehmann

One of the key problems in tensor network based quantum circuit simulation is the construction of a contraction tree which minimizes the cost of the simulation, where the cost can be expressed in the number of operations as a proxy for the…

Quantum Physics · Physics 2022-09-08 Cameron Ibrahim , Danylo Lykov , Zichang He , Yuri Alexeev , Ilya Safro

We propose a combinatorial method for computing explicit solutions to multi-parametric quadratic programs, which can be used to compute explicit control laws for linear model predictive control. In contrast to classical methods, which are…

Optimization and Control · Mathematics 2024-04-09 Daniel Arnström , Daniel Axehill

It is common to encounter situations where one must solve a sequence of similar computational problems. Running a standard algorithm with worst-case runtime guarantees on each instance will fail to take advantage of valuable structure…

Machine Learning · Computer Science 2019-04-29 Daniel Alabi , Adam Tauman Kalai , Katrina Ligett , Cameron Musco , Christos Tzamos , Ellen Vitercik

This paper proposes a new distributed algorithm for solving linear systems associated with a sparse graph under a generalised diagonal dominance assumption. The algorithm runs iteratively on each node of the graph, with low complexities on…

Signal Processing · Electrical Eng. & Systems 2019-04-30 Qianqian Cai , Zhaorong Zhang , Minyue Fu
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