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We develop a general framework for finding approximately-optimal preconditioners for solving linear systems. Leveraging this framework we obtain improved runtimes for fundamental preconditioning and linear system solving problems including…

Data Structures and Algorithms · Computer Science 2023-10-30 Arun Jambulapati , Jerry Li , Christopher Musco , Kirankumar Shiragur , Aaron Sidford , Kevin Tian

We propose a manifold optimization approach to solve linear semidefinite programs (SDP) with low-rank solutions, with an emphasis on SDP relaxations for polynomial optimization problems. This approach incorporates the inexact augmented…

Optimization and Control · Mathematics 2025-04-30 Jie Wang , Liangbing Hu

The study of approximate matching in the Massively Parallel Computations (MPC) model has recently seen a burst of breakthroughs. Despite this progress, however, we still have a far more limited understanding of maximal matching which is one…

Data Structures and Algorithms · Computer Science 2023-10-17 Soheil Behnezhad , MohammadTaghi Hajiaghayi , David G. Harris

In theory, hierarchies of semidefinite programming (SDP) relaxations based on sum of squares (SOS) polynomials have been shown to provide arbitrarily close approximations for a general polynomial optimization problem (POP). However, due to…

Optimization and Control · Mathematics 2018-12-31 Xiaolong Kuang , Bissan Ghaddar , Joe Naoum-Sawaya , Luis F. Zuluaga

In this work, we develop an adaptive, multivariate partitioning algorithm for solving mixed-integer nonlinear programs (MINLP) with multi-linear terms to global optimality. This iterative algorithm primarily exploits the advantages of…

Optimization and Control · Mathematics 2019-02-05 Harsha Nagarajan , Mowen Lu , Site Wang , Russell Bent , Kaarthik Sundar

In many applications including integer-forcing linear multiple-input and multiple-output (MIMO) receiver design, one needs to solve a successive minima problem (SMP) on an $n$-dimensional lattice to get an optimal integer coefficient matrix…

Information Theory · Computer Science 2018-11-06 Jinming Wen , Lanping Li , Xiaohu Tang , Wai Ho Mow

It is well-known that by adding integrality constraints to the semidefinite programming (SDP) relaxation of the max-cut problem, the resulting integer semidefinite program is an exact formulation of the problem. In this paper we show…

Optimization and Control · Mathematics 2023-11-09 Frank de Meijer , Renata Sotirov

In real-world applications, it is important for machine learning algorithms to be robust against data outliers or corruptions. In this paper, we focus on improving the robustness of a large class of learning algorithms that are formulated…

Machine Learning · Computer Science 2021-06-04 Quanming Yao , Hangsi Yang , En-Liang Hu , James Kwok

This paper considers a fractional programming problem (P) which minimizes a ratio of quadratic functions subject to a two-sided quadratic constraint. As is well-known, the fractional objective function can be replaced by a parametric family…

Optimization and Control · Mathematics 2014-02-19 Van-Bong Nguyen , Ruey-Lin Sheu , Yong Xia

We propose a homogeneous primal-dual interior-point method to solve sum-of-squares optimization problems by combining non-symmetric conic optimization techniques and polynomial interpolation. The approach optimizes directly over the…

Optimization and Control · Mathematics 2018-12-24 Dávid Papp , Sercan Yıldız

We study robust convex quadratic programs where the uncertain problem parameters can contain both continuous and integer components. Under the natural boundedness assumption on the uncertainty set, we show that the generic problems are…

Optimization and Control · Mathematics 2018-12-19 Areesh Mittal , Can Gokalp , Grani A. Hanasusanto

In this paper, we study parallel algorithms for the correlation clustering problem, where every pair of two different entities is labeled with similar or dissimilar. The goal is to partition the entities into clusters to minimize the number…

Data Structures and Algorithms · Computer Science 2023-07-14 Nairen Cao , Shang-En Huang , Hsin-Hao Su

This paper considers the problem of positive semidefinite factorization (PSD factorization), a generalization of exact nonnegative matrix factorization. Given an $m$-by-$n$ nonnegative matrix $X$ and an integer $k$, the PSD factorization…

Optimization and Control · Mathematics 2018-08-29 Arnaud Vandaele , François Glineur , Nicolas Gillis

We propose the first general and scalable framework to design certifiable algorithms for robust geometric perception in the presence of outliers. Our first contribution is to show that estimation using common robust costs, such as truncated…

Computer Vision and Pattern Recognition · Computer Science 2022-05-31 Heng Yang , Luca Carlone

The problem of optimizing over the cone of nonnegative polynomials is a fundamental problem in computational mathematics, with applications to polynomial optimization, control, machine learning, game theory, and combinatorics, among others.…

Optimization and Control · Mathematics 2018-06-20 Georgina Hall

We study algorithms for approximating pairwise similarity matrices that arise in natural language processing. Generally, computing a similarity matrix for $n$ data points requires $\Omega(n^2)$ similarity computations. This quadratic…

Machine Learning · Computer Science 2022-04-28 Archan Ray , Nicholas Monath , Andrew McCallum , Cameron Musco

In this paper, we provide a theoretical analysis for a preconditioned steepest descent (PSD) iterative solver that improves the computational time of a finite difference numerical scheme for the Cahn-Hilliard equation with Flory-Huggins…

Numerical Analysis · Mathematics 2024-12-11 Amanda E. Diegel , Cheng Wang , Steven M. Wise

This paper investigates the minimization of the expectation of piecewise polynomial loss functions over Wasserstein balls. This optimization problem often appears as a key sub-problem of distributionally robust optimization problems. We…

Optimization and Control · Mathematics 2026-02-25 N. D. Dizon , Q. Y. Huang , T. D. Chuong , G. Li , V. Jeyakumar

We introduce a generic framework for solving linear programs (LPs) with many constraints $(n \gg d)$ via adaptive sparsification. Our approach provides a principled generalization of the techniques of [Assadi '23] from matching problems to…

Quantum Physics · Physics 2025-10-10 Étienne Objois , Adrian Vladu

Combining recent moment and sparse semidefinite programming (SDP) relaxation techniques, we propose an approach to find smooth approximations for solutions of problems involving nonlinear differential equations. Given a system of nonlinear…

Optimization and Control · Mathematics 2010-08-13 Martin Mevissen , Jean-Bernard Lasserre , Didier Henrion