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We consider the NP-hard problem of minimizing a convex quadratic function over the integer lattice ${\bf Z}^n$. We present a simple semidefinite programming (SDP) relaxation for obtaining a nontrivial lower bound on the optimal value of the…

Optimization and Control · Mathematics 2017-03-16 Jaehyun Park , Stephen Boyd

Topology optimization of frame structures under free-vibration eigenvalue constraints constitutes a challenging nonconvex polynomial optimization problem with disconnected feasible sets. In this article, we first formulate it as a…

Optimization and Control · Mathematics 2025-09-08 Marek Tyburec , Michal Kočvara , Marouan Handa , Jan Zeman

Given a large number of covariates $Z$, we consider the estimation of a high-dimensional parameter $\theta$ in an individualized linear threshold $\theta^T Z$ for a continuous variable $X$, which minimizes the disagreement between…

Statistics Theory · Mathematics 2019-05-28 Huijie Feng , Yang Ning , Jiwei Zhao

In this paper, we propose two new algorithms for maximum-likelihood estimation (MLE) of high dimensional sparse covariance matrices. Unlike most of the state of-the-art methods, which either use regularization techniques or penalize the…

Methodology · Statistics 2023-05-12 Ghania Fatima , Prabhu Babu , Petre Stoica

We give new rounding schemes for SDP relaxations for the problems of maximizing cubic polynomials over the unit sphere and the $n$-dimensional hypercube. In both cases, the resulting algorithms yield a $O(\sqrt{n/k})$ multiplicative…

Data Structures and Algorithms · Computer Science 2023-10-03 Jun-Ting Hsieh , Pravesh K. Kothari , Lucas Pesenti , Luca Trevisan

Peak estimation of hybrid systems aims to upper bound extreme values of a state function along trajectories, where this state function could be different in each subsystem. This finite-dimensional but nonconvex problem may be lifted into an…

Optimization and Control · Mathematics 2023-03-22 Jared Miller , Mario Sznaier

Given $k$ collections of 2SAT clauses on the same set of variables $V$, can we find one assignment that satisfies a large fraction of clauses from each collection? We consider such simultaneous constraint satisfaction problems, and design…

Data Structures and Algorithms · Computer Science 2014-07-30 Amey Bhangale , Swastik Kopparty , Sushant Sachdeva

Selective Harmonic Elimination Pulse Width Modulation (SHEPWM) is an important technique to solve PWM problems, which control the output voltage of an inverter via selecting appropriate switching angles. Based on the Rational Univariate…

Numerical Analysis · Mathematics 2015-12-07 Bao-Xin Shang , Shu-Gong Zhang , Na Lei , Jing-Yi Chen

The phase space flow of a dynamical system leading to the solution of Linear Programming (LP) problems is explored as an example of complexity analysis in an analog computation framework. An ensemble of LP problems with $n$ variables and…

Statistical Mechanics · Physics 2009-11-07 Asa Ben-Hur , Joshua Feinberg , Shmuel Fishman , Hava T. Siegelmann

In order to learn the complex features of large spatio-temporal data, models with large parameter sets are often required. However, estimating a large number of parameters is often infeasible due to the computational and memory costs of…

Computation · Statistics 2018-07-02 Matthew Edwards , Stefano Castruccio , Dorit Hammerling

We study nonparametric maximum likelihood estimation of a log-concave density function $f_0$ which is known to satisfy further constraints, where either (a) the mode $m$ of $f_0$ is known, or (b) $f_0$ is known to be symmetric about a fixed…

Statistics Theory · Mathematics 2019-05-15 Charles R. Doss , Jon A. Wellner

The expectation-maximization (EM) algorithm is a powerful computational technique for finding the maximum likelihood estimates for parametric models when the data are not fully observed. The EM is best suited for situations where the…

Computation · Statistics 2018-05-14 Chanseok Park

In this paper we study the relationship between the optimal value of a homogeneous quadratic optimization problem and that of its Semidefinite Programming (SDP) relaxation. We consider two quadratic optimization models: (1) $\min \{x^* C x…

Optimization and Control · Mathematics 2007-05-23 Simai He , Zhi-Quan Luo , Jiawang Nie , Shuzhong Zhang

We consider the problem of maximizing the multilinear extension of a submodular function subject a single matroid constraint or multiple packing constraints with a small number of adaptive rounds of evaluation queries. We obtain the first…

Data Structures and Algorithms · Computer Science 2018-11-12 Alina Ene , Huy L. Nguyen , Adrian Vladu

We revisit the problem of mean estimation in the Gaussian sequence model with $\ell_p$ constraints for $p \in [0, \infty]$. We demonstrate two phenomena for the behavior of the maximum likelihood estimator (MLE), which depend on the noise…

Statistics Theory · Mathematics 2025-07-02 Liviu Aolaritei , Michael I. Jordan , Reese Pathak , Annie Ulichney

We introduce a comprehensive framework for analyzing convergence rates for infinite dimensional linear programming problems (LPs) within the context of the moment-sum-of-squares hierarchy. Our primary focus is on extending the existing…

Optimization and Control · Mathematics 2025-05-09 Corbinian Schlosser , Matteo Tacchi , Alexey Lazarev

Clustering is a widely deployed unsupervised learning tool. Model-based clustering is a flexible framework to tackle data heterogeneity when the clusters have different shapes. Likelihood-based inference for mixture distributions often…

Machine Learning · Statistics 2023-05-30 Yubo Zhuang , Xiaohui Chen , Yun Yang

We study the classical problem of minimizing the total weighted completion time on a fixed set of $m$ identical machines working in parallel, the $Pm||\sum w_jC_j$ problem in the standard three field notation for scheduling problems. This…

Data Structures and Algorithms · Computer Science 2025-02-20 Danny Hermelin , Tomohiro Koana , Dvir Shabtay

This paper introduces a new maximum likelihood (ML) solution for the code-aided (CA) timing recovery problem in square-QAM transmissions and derives, for the very first time, its CA Cram\'er-Rao lower bounds (CRLBs) in closed-form…

Information Theory · Computer Science 2015-09-15 Faouzi Bellili , Achref Methenni , Souheib Ben Amor , Sofiène Affes , Alex Stéphenne

In this paper we study the computation of the nonparametric maximum likelihood estimator (NPMLE) in multivariate mixture models. Our first approach discretizes this infinite dimensional convex optimization problem by fixing the support…

Methodology · Statistics 2024-02-20 Yangjing Zhang , Ying Cui , Bodhisattva Sen , Kim-Chuan Toh
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