Related papers: Resolvent sampling based Rayleigh-Ritz method for …
Extracting a small subset of representative tuples from a large database is an important task in multi-criteria decision making. The regret-minimizing set (RMS) problem is recently proposed for representative discovery from databases.…
Many data-fitting applications require the solution of an optimization problem involving a sum of large number of functions of high dimensional parameter. Here, we consider the problem of minimizing a sum of $n$ functions over a convex…
Sampling-based path planning algorithms suffer from heavy reliance on uniform sampling, which accounts for unreliable and time-consuming performance, especially in complex environments. Recently, neural-network-driven methods predict…
High-resolution radar range profile (RRP) is crucial for accurate target recognition and scene perception. To get a high-resolution RRP, many methods have been developed, such as multiple signal classification (MUSIC), orthogonal matching…
We develop a randomized Newton method capable of solving learning problems with huge dimensional feature spaces, which is a common setting in applications such as medical imaging, genomics and seismology. Our method leverages randomized…
We examine a wide class of stochastic approximation algorithms for solving (stochastic) nonlinear problems on Riemannian manifolds. Such algorithms arise naturally in the study of Riemannian optimization, game theory and optimal transport,…
The asymptotically optimal version of Rapidly-exploring Random Tree (RRT*) is often used to find optimal paths in a high-dimensional configuration space. The well-known issue of RRT* is its slow convergence towards the optimal solution. A…
This paper proposes a simple, accurate, and robust approach to single image nonparametric blind Super-Resolution (SR). This task is formulated as a functional to be minimized with respect to both an intermediate super-resolved image and a…
Ridge Rider (RR) is an algorithm for finding diverse solutions to optimization problems by following eigenvectors of the Hessian ("ridges"). RR is designed for conservative gradient systems (i.e., settings involving a single loss function),…
The problem of finding suitable point embedding or geometric configurations given only Euclidean distance information of point pairs arises both as a core task and as a sub-problem in a variety of machine learning applications. In this…
Contour integral methods for nonlinear eigenvalue problems seek to compute a subset of the spectrum in a bounded region of the complex plane. We briefly survey this class of algorithms, establishing a relationship to system realization…
In this paper we take a quasi-Newton approach to nonlinear eigenvalue problems (NEPs) of the type $M(\lambda)v=0$, where $M:\mathbb{C}\rightarrow\mathbb{C}^{n\times n}$ is a holomorphic function. We investigate which types of approximations…
This book is about solving matrix nearness problems that are related to eigenvalues or singular values or pseudospectra. These problems arise in great diversity in various fields, be they related to dynamics, as in questions of robust…
We present a new algorithm for solving optimization problems with objective functions that are the sum of a smooth function and a (potentially) nonsmooth regularization function, and nonlinear equality constraints. The algorithm may be…
This paper presents a novel algorithm integrating global and robust optimization methods to solve continuous non-convex quadratic problems under convex uncertainty sets. The proposed Robust spatial branch-and-bound (RsBB) algorithm combines…
The linear FEAST algorithm is a method for solving linear eigenvalue problems. It uses complex contour integration to calculate the eigenvectors whose eigenvalues that are located inside some user-defined region in the complex plane. This…
In recent years, contour-based eigensolvers have emerged as a standard approach for the solution of large and sparse eigenvalue problems. Building upon recent performance improvements through non-linear least square optimization of…
In this paper, we study the application of quasi-Newton methods for solving empirical risk minimization (ERM) problems defined over a large dataset. Traditional deterministic and stochastic quasi-Newton methods can be executed to solve such…
During the last decade, sampling-based path planning algorithms, such as Probabilistic RoadMaps (PRM) and Rapidly-exploring Random Trees (RRT), have been shown to work well in practice and possess theoretical guarantees such as…
Kernel Ridge Regression (KRR) is a simple yet powerful technique for non-parametric regression whose computation amounts to solving a linear system. This system is usually dense and highly ill-conditioned. In addition, the dimensions of the…