Related papers: Redundancies in Linear Systems with two Variables …
Various control schemes rely on a solution of a convex optimization problem involving a particular robust quadratic constraint, which can be reformulated as a linear matrix inequality using the well-known $\mathcal{S}$-lemma. However, the…
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…
This paper explores the validity of the two-stage estimation procedure for sparse linear models in high-dimensional settings with possibly many endogenous regressors. In particular, the number of endogenous regressors in the main equation…
There is a recent interest on first-order methods for linear programming (LP). In this paper,we propose a stochastic algorithm using variance reduction and restarts for solving sharp primal-dual problems such as LP. We show that the…
Spectral dimensionality reduction algorithms are widely used in numerous domains, including for recognition, segmentation, tracking and visualization. However, despite their popularity, these algorithms suffer from a major limitation known…
We present a collection of algorithms which utilize dimensional reduction to perform mesh refinement and study possibly singular solutions of time-dependent partial differential equations. The algorithms are inspired by constructions used…
Least squares form one of the most prominent classes of optimization problems, with numerous applications in scientific computing and data fitting. When such formulations aim at modeling complex systems, the optimization process must…
We address the problem of testing weak optimality of a given solution of a given interval linear program. The problem was recently wrongly stated to be polynomially solvable. We disprove it. We show that the problem is NP-hard in general.…
Decision making and learning in the presence of uncertainty has attracted significant attention in view of the increasing need to achieve robust and reliable operations. In the case where uncertainty stems from the presence of adversarial…
In this paper, assuming the low-degree conjecture, we provide evidence of computational hardness for two problems: (1) the (partial) matching recovery problem in the sparse correlated Erd\H{o}s-R\'enyi graphs $\mathcal G(n,q;\rho)$ when the…
The daily operation of real-world power systems and their underlying markets relies on the timely solution of the unit commitment problem. However, given its computational complexity, several optimization-based methods have been proposed to…
In this study, we identify a class of redundant transitivity constraints in a 0-1 integer linear programming formulation of the clique partitioning problem. The transitivity constraints in this class can be removed from the formulation…
Algorithms for bilevel optimization often encounter Hessian computations, which are prohibitive in high dimensions. While recent works offer first-order methods for unconstrained bilevel problems, the constrained setting remains relatively…
We give new sublinear and parallel algorithms for the extensively studied problem of approximating n-variable r-CSPs (constraint satisfaction problems with constraints of arity r up to an additive error. The running time of our algorithms…
We show that any submodular minimization (SM) problem defined on a linear constraint set with constraints having up to two variables per inequality, are 2-approximable in polynomial time. If the constraints are monotone (the two variables…
Hybrid inverse problems are mathematical descriptions of coupled-physics (also called multi-waves) imaging modalities that aim to combine high resolution with high contrast. The solution of a high-resolution inverse problem, a first step…
We give an algorithm for $\ell_2/\ell_2$ sparse recovery from Fourier measurements using $O(k\log N)$ samples, matching the lower bound of \cite{DIPW} for non-adaptive algorithms up to constant factors for any $k\leq N^{1-\delta}$. The…
We develop a new method for equality constrained optimization problems based on a sequential cubic programming framework. Each iteration utilizes a step decomposition based on the Jacobian of the constraints into a normal and a tangential…
In this work, we investigate the problem of constructing codes capable of correcting two deletions. In particular, we construct a code that requires redundancy approximately 8 log n + O(log log n) bits of redundancy, where n is the length…
Online linear programming (OLP) has gained significant attention from both researchers and practitioners due to its extensive applications, such as online auction, network revenue management, order fulfillment and advertising. Existing OLP…