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Massive multiple-input multiple-output (MIMO) precoders are typically designed by minimizing the transmit power subject to a quality-of-service (QoS) constraint. However, current sustainability goals incentivize more energy-efficient…

Signal Processing · Electrical Eng. & Systems 2023-08-28 Thomas Feys , Xavier Mestre , Emanuele Peschiera , François Rottenberg

For minimizing a strongly convex objective function subject to linear inequality constraints, we consider a penalty approach that allows one to utilize stochastic methods for problems with a large number of constraints and/or objective…

Optimization and Control · Mathematics 2022-02-16 Meng Li , Paul Grigas , Alper Atamturk

Convex relaxations have emerged as a promising approach for verifying desirable properties of neural networks like robustness to adversarial perturbations. Widely used Linear Programming (LP) relaxations only work well when networks are…

In this paper, we utilize stochastic optimization to reduce the space complexity of convex composite optimization with a nuclear norm regularizer, where the variable is a matrix of size $m \times n$. By constructing a low-rank estimate of…

Machine Learning · Computer Science 2015-12-08 Lijun Zhang , Tianbao Yang , Rong Jin , Zhi-Hua Zhou

We present a quantum interior point method with worst case running time $\widetilde{O}(\frac{n^{2.5}}{\xi^{2}} \mu \kappa^3 \log (1/\epsilon))$ for SDPs and $\widetilde{O}(\frac{n^{1.5}}{\xi^{2}} \mu \kappa^3 \log (1/\epsilon))$ for LPs,…

Quantum Physics · Physics 2018-08-29 Iordanis Kerenidis , Anupam Prakash

As the discretization error for the solution of a partial differential equation (PDE) decreases, the precision required to store the corresponding coefficients naturally increases. Storing the solution's finite element coefficients…

Numerical Analysis · Mathematics 2025-11-25 Daniel Bauer , Nils Kohl , Stephen F. McCormick , Rasmus Tamstorf

We study the problem of solving semidefinite programs (SDP) in the streaming model. Specifically, $m$ constraint matrices and a target matrix $C$, all of size $n\times n$ together with a vector $b\in \mathbb{R}^m$ are streamed to us…

Data Structures and Algorithms · Computer Science 2023-09-12 Zhao Song , Mingquan Ye , Lichen Zhang

Many applications require minimizing a family of optimization problems indexed by some hyperparameter $\lambda \in \Lambda$ to obtain an entire solution path. Traditional approaches proceed by discretizing $\Lambda$ and solving a series of…

Optimization and Control · Mathematics 2025-03-12 Qiran Dong , Paul Grigas , Vishal Gupta

This paper presents two novel algorithms for approximately projecting symmetric matrices onto the Positive Semidefinite (PSD) cone using Randomized Numerical Linear Algebra (RNLA). Classical PSD projection methods rely on full-rank…

Optimization and Control · Mathematics 2024-10-28 Morgan Jones , James Anderson

Many problems in machine learning can be solved by rounding the solution of an appropriate linear program (LP). This paper shows that we can recover solutions of comparable quality by rounding an approximate LP solution instead of the ex-…

Numerical Analysis · Computer Science 2013-11-19 Srikrishna Sridhar , Victor Bittorf , Ji Liu , Ce Zhang , Christopher Ré , Stephen J. Wright

We study differentially private (DP) algorithms for stochastic convex optimization: the problem of minimizing the population loss given i.i.d. samples from a distribution over convex loss functions. A recent work of Bassily et al. (2019)…

Machine Learning · Computer Science 2020-05-12 Vitaly Feldman , Tomer Koren , Kunal Talwar

Symmetric tensor decomposition is an important problem with applications in several areas for example signal processing, statistics, data analysis and computational neuroscience. It is equivalent to Waring's problem for homogeneous…

Symbolic Computation · Computer Science 2019-09-12 Matías Bender , Jean-Charles Faugère , Ludovic Perret , Elias Tsigaridas

It is well-known that any sum of squares (SOS) program can be cast as a semidefinite program (SDP) of a particular structure and that therein lies the computational bottleneck for SOS programs, as the SDPs generated by this procedure are…

Optimization and Control · Mathematics 2017-10-05 Amir Ali Ahmadi , Georgina Hall , Antonis Papachristodoulou , James Saunderson , Yang Zheng

This paper focuses on the study of a mathematical program with equilibrium constraints, where the objective and the constraint functions are all polynomials. We present a method for finding its global minimizers and global minimum using a…

Optimization and Control · Mathematics 2019-03-25 Liguo Jiao , Jae Hyoung Lee , Tien-Son Pham

We present a randomized $O(m \log^2 n)$ work, $O(\text{polylog } n)$ depth parallel algorithm for minimum cut. This algorithm matches the work bounds of a recent sequential algorithm by Gawrychowski, Mozes, and Weimann [ICALP'20], and…

Data Structures and Algorithms · Computer Science 2021-12-30 Daniel Anderson , Guy E. Blelloch

This paper investigates two related optimal input selection problems for fixed (non-switched) and switched structured systems. More precisely, we consider selecting the minimum cost of inputs from a prior set of inputs, and selecting the…

Systems and Control · Electrical Eng. & Systems 2022-10-20 Yuan Zhang , Yuanqing Xia , Shenyu Liu , Zhongqi Sun

In recent years, many estimation problems in robotics have been shown to be solvable to global optimality using their semidefinite relaxations. However, the runtime complexity of off-the-shelf semidefinite programming (SDP) solvers is up to…

Robotics · Computer Science 2025-01-15 Frederike Dümbgen , Connor Holmes , Timothy D. Barfoot

We provide new high-accuracy randomized algorithms for solving linear systems and regression problems that are well-conditioned except for $k$ large singular values. For solving such $d \times d$ positive definite system our algorithms…

Data Structures and Algorithms · Computer Science 2025-07-17 Michał Dereziński , Aaron Sidford

We present improved deterministic distributed algorithms for a number of well-studied matching problems, which are simpler, faster, more accurate, and/or more general than their known counterparts. The common denominator of these results is…

Data Structures and Algorithms · Computer Science 2017-08-08 Manuela Fischer

We propose an algorithm for quickly evaluating polynomials. It pre-conditions a complex polynomial $P$ of degree $d$ in time $O(d\log d)$, with a low multiplicative constant independent of the precision. Subsequent evaluations of $P$…

Numerical Analysis · Mathematics 2022-11-15 Ramona Anton , Nicolae Mihalache , François Vigneron