Related papers: Geometric Rescaling Algorithms for Submodular Func…
Recently, it has become evident that submodularity naturally captures widely occurring concepts in machine learning, signal processing and computer vision. Consequently, there is need for efficient optimization procedures for submodular…
A small improvement in the structure of the material could save the manufactory a lot of money. The free material design can be formulated as an optimization problem. However, due to its large scale, second-order methods cannot solve the…
The geometric constraints of Zhou et al. (2015) are a widely used technique in topology/freeform optimization to impose minimum lengthscales for manufacturability. However, its efficacy degrades as design binarization is increased, and it…
We propose a black-box approach to reducing large semidefinite programs to a set of smaller semidefinite programs by projecting to random linear subspaces. We evaluate our method on a set of polynomial optimization problems, demonstrating…
Support vector machines (SVMs) are an important tool in modern data analysis. Traditionally, support vector machines have been fitted via quadratic programming, either using purpose-built or off-the-shelf algorithms. We present an…
We use a rank one Gaussian perturbation to derive a smooth stochastic approximation of the maximum eigenvalue function. We then combine this smoothing result with an optimal smooth stochastic optimization algorithm to produce an efficient…
The focus of this paper is two fold. Firstly, we present a logical approach to graph modification problems such as minimum node deletion, edge deletion, edge augmentation problems by expressing them as an expression in first order (FO)…
We present an algorithm based on continuation techniques that can be applied to solve numerically minimization problems with equality constraints. We focus on problems with a great number of local minima which are hard to obtain by local…
We propose a novel methodology for forecasting spatio-temporal data using supervised semi-nonnegative matrix factorization (SSNMF) with frequency regularization. Matrix factorization is employed to decompose spatio-temporal data into…
Inference for spatial generalized linear mixed models (SGLMMs) for high-dimensional non-Gaussian spatial data is computationally intensive. The computational challenge is due to the high-dimensional random effects and because Markov chain…
In this paper, we design unimodular waveforms with good correlation properties for multi-input multi-output (MIMO) radar systems. Specifically, first, we analyze the geometric properties of the unimodular constraint in the fourth-order…
This article presents a validation of a recently proposed strongly polynomial-time algorithm for the general linear programming problem. The proposed algorithm is an implicit reduction procedure that combines primal and dual linear…
A broad class of convex optimization problems can be formulated as a semidefinite program (SDP), minimization of a convex function over the positive-semidefinite cone subject to some affine constraints. The majority of classical SDP solvers…
Least squares estimation, a regression technique based on minimisation of residuals, has been invaluable in bringing the best fit solutions to parameters in science and engineering. However, in dynamic environments such as in Geomatics…
This article presents a new high-order accurate algorithm for finding a particular solution to a linear, constant-coefficient partial differential equation (PDE) by means of a convolution of the volumetric source function with the Green's…
We consider robust submodular maximization problems (RSMs), where given a set of $m$ monotone submodular objective functions, the robustness is with respect to the worst-case (scaled) objective function. The model we consider generalizes…
We demonstrate how to scalably solve a class of constrained self-concordant minimization problems using linear minimization oracles (LMO) over the constraint set. We prove that the number of LMO calls of our method is nearly the same as…
We present a stochastic descent algorithm for unconstrained optimization that is particularly efficient when the objective function is slow to evaluate and gradients are not easily obtained, as in some PDE-constrained optimization and…
The complexity of Philip Wolfe's method for the minimum Euclidean-norm point problem over a convex polytope has remained unknown since he proposed the method in 1974. The method is important because it is used as a subroutine for one of the…
This paper is concerned with the numerical minimization of energy functionals in Hilbert spaces involving convex constraints coinciding with a semi-norm for a subspace. The optimization is realized by alternating minimizations of the…