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Positive linear programs (LP), also known as packing and covering linear programs, are an important class of problems that bridges computer science, operations research, and optimization. Despite the consistent efforts on this problem, all…
We study integer linear programs (ILP) of the form $\min\{c^\top x\ \vert\ Ax=b,l\le x\le u,x\in\mathbb Z^n\}$ and analyze their parameterized complexity with respect to their distance to the generalized matching problem, following the…
Linear and semidefinite programming (LP, SDP), regularisation through basis pursuit (BP) and Lasso have seen great success in mathematics, statistics, data science, computer-assisted proofs and learning. The success of LP is traditionally…
In this paper, we propose a smoothing method to solve nonlinear complementarity problems involving P 0-functions. We propose a nonparametric algorithm to solve the nonlinear corresponding system of equations and prove some global and local…
We reformulate the zero-norm minimization problem as an equivalent mathematical program with equilibrium constraints and establish that its penalty problem, induced by adding the complementarity constraint to the objective, is exact. Then,…
We investigate the modeling and the numerical solution of machine learning problems with prediction functions which are linear combinations of elements of a possibly infinite-dimensional dictionary. We propose a novel flexible composite…
For the linear inverse problem with sparsity constraints, the $l_0$ regularized problem is NP-hard, and existing approaches either utilize greedy algorithms to find almost-optimal solutions or to approximate the $l_0$ regularization with…
We aim to compute lifted stationary points of a sparse optimization problem (P0) with complementarity constraints. We define a continuous relaxation problem (Rv) that has the same global minimizers and optimal value with problem (P0).…
We consider the problem of learning the underlying graph of a sparse Ising model with $p$ nodes from $n$ i.i.d. samples. The most recent and best performing approaches combine an empirical loss (the logistic regression loss or the…
In this paper, we propose an unifying view of several recently proposed structured sparsity-inducing norms. We consider the situation of a model simultaneously (a) penalized by a set- function de ned on the support of the unknown parameter…
Measuring the error by an l^1-norm, we analyze under sparsity assumptions an l^0-regularization approach, where the penalty in the Tikhonov functional is complemented by a general stabilizing convex functional. In this context, ill-posed…
Recently, Petrik et al. demonstrated that L1Regularized Approximate Linear Programming (RALP) could produce value functions and policies which compared favorably to established linear value function approximation techniques like LSPI.…
In this paper, nonconvex and nonsmooth models for compressed sensing (CS) and low rank matrix completion (MC) is studied. The problem is formulated as a nonconvex regularized leat square optimization problems, in which the l0-norm and the…
Binary quadratic programming problems have attracted much attention in the last few decades due to their potential applications. This type of problems are NP-hard in general, and still considered a challenge in the design of efficient…
$L_p$-norm regularization schemes such as $L_0$, $L_1$, and $L_2$-norm regularization and $L_p$-norm-based regularization techniques such as weight decay, LASSO, and elastic net compute a quantity which depends on model weights considered…
We consider linear inverse problems where the solution is assumed to have a sparse expansion on an arbitrary pre-assigned orthonormal basis. We prove that replacing the usual quadratic regularizing penalties by weighted l^p-penalties on the…
Affine matrix rank minimization problem is a fundamental problem with a lot of important applications in many fields. It is well known that this problem is combinatorial and NP-hard in general. In this paper, a continuous promoting low rank…
In this paper, we study the uniform capacitated $k$-median problem. Obtaining a constant approximation algorithm for this problem is a notorious open problem; most previous works gave constant approximations by either violating the capacity…
This work studies the problem of sparse signal recovery with automatic grouping of variables. To this end, we investigate sorted nonsmooth penalties as a regularization approach for generalized linear models. We focus on a family of sorted…
Regularization is widely used in statistics and machine learning to prevent overfitting and gear solution towards prior information. In general, a regularized estimation problem minimizes the sum of a loss function and a penalty term. The…