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In this paper, we present a generalized version of the matrix chain algorithm to generate efficient code for linear algebra problems, a task for which human experts often invest days or even weeks of works. The standard matrix chain problem…

Mathematical Software · Computer Science 2018-04-12 Henrik Barthels , Marcin Copik , Paolo Bientinesi

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

We consider a class of optimization problems that involve determining the maximum value that a function in a particular class can attain subject to a collection of difference constraints. We show that a particular linear programming…

Data Structures and Algorithms · Computer Science 2022-11-16 Sungjin Im , Benjamin Moseley , Hung Q. Ngo , Kirk Pruhs , Alireza Samadian

This paper studies first-order algorithms for solving fully composite optimization problems over convex and compact sets. We leverage the structure of the objective by handling its differentiable and non-differentiable components…

Optimization and Control · Mathematics 2023-07-13 Maria-Luiza Vladarean , Nikita Doikov , Martin Jaggi , Nicolas Flammarion

We present a method for nonlinear parametric optimization based on algebraic geometry. The problem to be studied, which arises in optimal control, is to minimize a polynomial function with parameters subject to semialgebraic constraints.…

Optimization and Control · Mathematics 2007-05-23 Ioannis A. Fotiou , Philipp Rostalski , Bernd Sturmfels , Manfred Morari

Graph neural networks have been successful for machine learning, as well as for combinatorial and graph problems such as the Subgraph Isomorphism Problem and the Traveling Salesman Problem. We describe an approach for computing graph…

Machine Learning · Computer Science 2023-11-20 Alvin Chiu , Mithun Ghosh , Reyan Ahmed , Kwang-Sung Jun , Stephen Kobourov , Michael T. Goodrich

Tiering is an essential technique for building large-scale information retrieval systems. While the selection of documents for high priority tiers critically impacts the efficiency of tiering, past work focuses on optimizing it with respect…

Information Retrieval · Computer Science 2020-05-19 Hyokun Yun , Michael Froh , Roshan Makhijani , Brian Luc , Alex Smola , Trishul Chilimbi

The allocation problem for multivariate stratified random sampling as a problem of stochastic matrix integer mathematical programming is considered. With these aims the asymptotic normality of sample covariance matrices for each strata is…

Statistics Theory · Mathematics 2011-05-18 Jose A. Diaz-Garcia , Rogelio Ramos-Quiroga

A linear vector equation is considered defined in terms of idempotent mathematics. To solve the equation, we apply an approach that is based on the analysis of distances between vectors in idempotent vector spaces and reduces the solution…

Optimization and Control · Mathematics 2012-12-27 Nikolai Krivulin

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…

Artificial Intelligence · Computer Science 2011-11-10 Alexandre d'Aspremont , Francis Bach , Laurent El Ghaoui

A natural and important generalization of submodularity -- $k$-submodularity -- applies to set functions with $k$ arguments and appears in a broad range of applications, such as infrastructure design, machine learning, and healthcare. In…

Optimization and Control · Mathematics 2021-06-29 Qimeng Yu , Simge Küçükyavuz

In this paper we investigate how standard nonlinear programming algorithms can be used to solve constrained optimization problems in a distributed manner. The optimization setup consists of a set of agents interacting through a…

Optimization and Control · Mathematics 2017-07-18 Ion Matei , John S. Baras

We propose a general method for optimization with semi-infinite constraints that involve a linear combination of functions, focusing on the case of the exponential function. Each function is lower and upper bounded on sub-intervals by…

Optimization and Control · Mathematics 2014-01-13 Bogdan Dumitrescu , Bogdan C. Sicleru , Florin Avram

Since its introduction by Gauss, Matrix Algebra has facilitated understanding of scientific problems, hiding distracting details and finding more elegant and efficient ways of computational solving. Today's largest problems, which often…

Numerical Analysis · Computer Science 2010-02-01 Oleksii Morozov , Patrick Hunziker

Tropical algebra is an emerging field with a number of applications in various areas of mathematics. In many of these applications appeal to tropical polynomials allows to study properties of mathematical objects such as algebraic varieties…

Algebraic Geometry · Mathematics 2015-06-05 Dima Grigoriev , Vladimir V. Podolskii

With the recent success of representation learning methods, which includes deep learning as a special case, there has been considerable interest in developing representation learning techniques that can incorporate known physical…

Machine Learning · Computer Science 2021-09-10 Harsha Vardhan Tetali , Joel B. Harley , Benjamin D. Haeffele

Tropical implicitization means computing the tropicalization of a unirational variety from its parametrization. In the case of a hypersurface, this amounts to finding the Newton polytope of the implicit equation, without computing its…

Algebraic Geometry · Mathematics 2023-06-23 Kemal Rose , Bernd Sturmfels , Simon Telen

Evaluating solutions to optimization problems is arguably the most important step for heuristic algorithms, as it is used to guide the algorithms towards the optimal solution in the solution search space. Research has shown evaluation…

Neural and Evolutionary Computing · Computer Science 2020-10-05 Patrick Kenekayoro

This paper presents a piecewise convexification method for solving non-convex multi-objective optimization problems with box constraints. Based on the ideas of the $\alpha$-based Branch and Bound (${\rm \alpha BB}$) method of global…

Optimization and Control · Mathematics 2022-06-28 Q. Zhu , L. P. Tang , X. M. Yang

We develop a highly scalable optimization method called "hierarchical group-thresholding" for solving a multi-task regression model with complex structured sparsity constraints on both input and output spaces. Despite the recent emergence…

Machine Learning · Statistics 2012-08-16 Seunghak Lee , Eric P. Xing