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In this paper, we introduce proximal gradient temporal difference learning, which provides a principled way of designing and analyzing true stochastic gradient temporal difference learning algorithms. We show how gradient TD (GTD)…
The generalized orthogonal Procrustes problem (GOPP) plays a fundamental role in several scientific disciplines including statistics, imaging science and computer vision. Despite its tremendous practical importance, it is generally an…
This paper is about minimum cost constrained selection of inputs and outputs for generic arbitrary pole placement. The input-output set is constrained in the sense that the set of states that each input can influence and the set of states…
Graph matching is a fundamental tool in computer vision and pattern recognition. In this paper, we introduce an algorithm for graph matching based on the proximal operator, referred to as differentiable proximal graph matching (DPGM).…
We study the task of differentially private clustering. For several basic clustering problems, including Euclidean DensestBall, 1-Cluster, k-means, and k-median, we give efficient differentially private algorithms that achieve essentially…
We construct explicit easily implementable polynomial approximations of sufficiently high accuracy for locally constant functions on the union of disjoint segments. This problem has important applications in several areas of numerical…
We present a simple randomized polynomial time algorithm to approximate the mixed discriminant of $n$ positive semidefinite $n \times n$ matrices within a factor $2^{O(n)}$. Consequently, the algorithm allows us to approximate in randomized…
The Continuous p-Dispersion Problem (CpDP) with boundary constraints asks for the placement of a fixed number of points in a compact subset of Euclidean space such that the minimum distance between any two points, as well as the points and…
Highly efficient and even nearly optimal algorithms have been developed for the classical problem of univariate polynomial root-finding (see, e.g., \cite{P95}, \cite{P02}, \cite{MNP13}, and the bibliography therein), but this is still an…
Partitioning and grouping of similar objects plays a fundamental role in image segmentation and in clustering problems. In such problems a typical goal is to group together similar objects, or pixels in the case of image processing. At the…
The vertex cover problem is one of the most important and intensively studied combinatorial optimization problems. Khot and Regev (2003) proved that the problem is NP-hard to approximate within a factor $2 - \epsilon$, assuming the Unique…
We consider the problem of minimizing a convex objective which is the sum of a smooth part, with Lipschitz continuous gradient, and a nonsmooth part. Inspired by various applications, we focus on the case when the nonsmooth part is a…
The {\sc $c$-Balanced Separator} problem is a graph-partitioning problem in which given a graph $G$, one aims to find a cut of minimum size such that both the sides of the cut have at least $cn$ vertices. In this paper, we present new…
Proximal algorithms have gained popularity in recent years in large-scale and distributed optimization problems. One such problem is the phase retrieval problem, for which proximal operators have been proposed recently. The phase retrieval…
Let f be a real or complex polynomial. We give an algorithm to compute the set of generalized critical values. The algorithm uses a finite dimensional space of rational arcs along which we can reach all generalized critical values of f.
In this paper we generalize the Interior Point-Proximal Method of Multipliers (IP-PMM) presented in [An Interior Point-Proximal Method of Multipliers for Convex Quadratic Programming, Computational Optimization and Applications, 78,…
This paper presents a method to determine a set of basis polynomials from the extended Euclidean algorithm that allows Generalized Minimum Distance decoding of Reed-Solomon codes with a complexity of O(nd).
Univariate polynomial root-finding is both classical and important for modern computing. Frequently one seeks just the real roots of a polynomial with real coefficients. They can be approximated at a low computational cost if the polynomial…
Gradient coding is a technique for straggler mitigation in distributed learning. In this paper we design novel gradient codes using tools from classical coding theory, namely, cyclic MDS codes, which compare favorably with existing…
The non-intrusive generalized Polynomial Chaos (gPC) method is a popular computational approach for solving partial differential equations (PDEs) with random inputs. The main hurdle preventing its efficient direct application for…