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We propose a novel stochastic distributed method for both monotone and strongly monotone variational inequalities with Lipschitz operator and proper convex regularizers arising in various applications from game theory to adversarial…

Optimization and Control · Mathematics 2024-10-07 Aleksandr Beznosikov , Darina Dvinskikh , Dmitry Bylinkin , Andrei Semenov , Alexander Gasnikov

This paper is devoted to the general problem of projection onto a polyhedral convex cone generated by a finite set of generators.This problem is reformulated into projection onto the polytope obtained by simple truncation of the original…

Optimization and Control · Mathematics 2020-10-26 Evgeni Nurminski

Multiple-input multiple-output (MIMO) detection is a fundamental problem in wireless communications and it is strongly NP-hard in general. Massive MIMO has been recognized as a key technology in the fifth generation (5G) and beyond…

Optimization and Control · Mathematics 2021-03-10 Ping-Fan Zhao , Qing-Na Li , Wei-Kun Chen , Ya-Feng Liu

We develop a computationally efficient algorithm for the automatic regularization of nonlinear inverse problems based on the discrepancy principle. We formulate the problem as an equality constrained optimization problem, where the…

Numerical Analysis · Mathematics 2021-09-03 Jeffrey Cornelis , Wim Vanroose

We present a polynomial time algorithm to approximately scale tensors of any format to arbitrary prescribed marginals (whenever possible). This unifies and generalizes a sequence of past works on matrix, operator and tensor scaling. Our…

Data Structures and Algorithms · Computer Science 2020-03-10 Peter Bürgisser , Cole Franks , Ankit Garg , Rafael Oliveira , Michael Walter , Avi Wigderson

The Sinkhorn algorithm has emerged as a powerful tool for solving optimal transport problems, finding applications in various domains such as machine learning, image processing, and computational biology. Despite its widespread use, the…

Optimization and Control · Mathematics 2024-05-28 Jose Rafael Espinosa Mena

We propose a new model-based algorithm solving the inverse rig problem in facial animation retargeting, exhibiting higher accuracy of the fit and sparser, more interpretable weight vector compared to SOTA. The proposed method targets a…

Graphics · Computer Science 2023-03-28 Stevo Racković , Cláudia Soares , Dušan Jakovetić , Zoranka Desnica

We proposed a probabilistic algorithm to solve the Multiple Sequence Alignment problem. The algorithm is a Simulated Annealing (SA) that exploits the representation of the Multiple Alignment between $D$ sequences as a directed polymer in…

Genomics · Quantitative Biology 2016-08-16 M. Hernández-Guía , R. Mulet , S. Rodríguez-Pérez

We consider the disjoint bilinear programming problem in which one of the disjoint subsets has the structure of an acute-angled polytope. An optimality criterion for such a problem is formulated and proved, and based on this, a polynomial…

Optimization and Control · Mathematics 2025-02-13 Dmitrii Lozovanu

Many problems in geometric optics or convex geometry can be recast as optimal transport problems: this includes the far-field reflector problem, Alexandrov's curvature prescription problem, etc. A popular way to solve these problems…

Numerical Analysis · Mathematics 2017-03-08 Jun Kitagawa , Quentin Mérigot , Boris Thibert

The Frank-Wolfe algorithm is a method for constrained optimization that relies on linear minimizations, as opposed to projections. Therefore, a motivation put forward in a large body of work on the Frank-Wolfe algorithm is the computational…

Optimization and Control · Mathematics 2021-06-15 Cyrille W. Combettes , Sebastian Pokutta

The Linear Assignment Problem (LAP) is a fundamental combinatorial optimization task with applications ranging from computer vision to logistics. Classical exact solvers such as the Hungarian and Jonker-Volgenant (LAPJV) algorithms…

Machine Learning · Computer Science 2026-05-12 Ilay Yavlovich , Jad Agbaria , Muhamed Mhamed , Jose Yallouz , Nir Weinberger

We present an algorithm for recovering planted solutions in two well-known models, the stochastic block model and planted constraint satisfaction problems, via a common generalization in terms of random bipartite graphs. Our algorithm…

Data Structures and Algorithms · Computer Science 2015-04-30 Vitaly Feldman , Will Perkins , Santosh Vempala

This article presents a compact implementation of a recently proposed strongly polynomial-time algorithm for the general linear programming problem. Each iteration of the algorithm consists of applying a pair of complementary Gauss-Jordan…

Optimization and Control · Mathematics 2025-08-05 Samuel Awoniyi

This paper introduces a novel algorithm for Mixed-Integer Nonlinear Programming (MINLP) problems with multilinear interpolations of look-up tables. These problems arise when objective or constraints contain black-box functions only known at…

In this paper, we present several new linearizations of a quadratic binary optimization problem (QBOP), primarily using the method of aggregations. Although aggregations were studied in the past in the context of solving system of…

Discrete Mathematics · Computer Science 2024-04-16 Abraham P. Punnen , Navpreet Kaur

Polyhedral projection is a main operation of the polyhedron abstract domain.It can be computed via parametric linear programming (PLP), which is more efficient than the classic Fourier-Motzkin elimination method.In prior work, PLP was done…

Optimization and Control · Mathematics 2019-11-25 Hang Yu , David Monniaux

This paper studies the Partial Optimal Transport (POT) problem between two unbalanced measures with at most $n$ supports and its applications in various AI tasks such as color transfer or domain adaptation. There is hence the need for fast…

Machine Learning · Computer Science 2023-12-25 Anh Duc Nguyen , Tuan Dung Nguyen , Quang Minh Nguyen , Hoang H. Nguyen , Lam M. Nguyen , Kim-Chuan Toh

Entropy-regularized optimal transport, which has strong links to the Schr\"odinger bridge problem in statistical mechanics, enjoys a variety of applications from trajectory inference to generative modeling. A major driver of renewed…

Machine Learning · Statistics 2026-01-27 Anand Srinivasan , Jean-Jacques Slotine

While the Boltzmann transport equation can accurately model transport problems with highly forward-peaked scattering, obtaining its solution can become arbitrarily slow due to near-unity spectral radius associated with source iteration.…

Computational Engineering, Finance, and Science · Computer Science 2024-11-20 Japan K. Patel , Matthew C. Schmidt , Anthony Magliari , Todd A. Wareing
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