Related papers: Log-barrier interior point methods are not strongl…
This paper studies the worst case iteration complexity of an infeasible interior point method (IPM) for seconder order cone programming (SOCP), which is more convenient for warmstarting compared with feasible IPMs. The method studied bases…
We consider (stochastic) subgradient methods for strongly convex but potentially nonsmooth non-Lipschitz optimization. We provide new equivalent dual descriptions (in the style of dual averaging) for the classic subgradient method, the…
Tropical differential equations are introduced and an algorithm is designed which tests solvability of a system of tropical linear differential equations within the complexity polynomial in the size of the system and in its coefficients.…
We explore the dual problem of the convex roof construction by identifying it as a linear semi-infinite programming (LSIP) problem. Using the LSIP theory, we show the absence of a duality gap between primal and dual problems, even if the…
We give new proofs of asymptotic upper bounds of coding theory obtained within the frame of Delsarte's linear programming method. The proofs rely on the analysis of eigenvectors of some finite-dimensional operators related to orthogonal…
We propose a doubly stochastic primal-dual coordinate optimization algorithm for empirical risk minimization, which can be formulated as a bilinear saddle-point problem. In each iteration, our method randomly samples a block of coordinates…
Interior point methods for solving linearly constrained convex programming involve a variable projection matrix at each iteration to deal with the linear constraints. This matrix often becomes ill-conditioned near the boundary of the…
In this paper we give an elementary proof of the Fundamental Theorem of Algebra for polynomials over the rational tropical semi-ring. We prove that, tropically, the rational numbers are algebraically closed. We provide a simple algorithm…
First-order primal-dual methods are appealing for their low memory overhead, fast iterations, and effective parallelization. However, they are often slow at finding high accuracy solutions, which creates a barrier to their use in…
We consider a version of geometric programming problem consisting in minimizing a function given by the maximum of finitely many log-Laplace transforms of discrete nonnegative measures on a Euclidean space. Under a coerciveness assumption,…
When an iterative method is applied to solve the linear equation system in interior point methods (IPMs), the attention is usually placed on accelerating their convergence by designing appropriate preconditioners, but the linear solver is…
We present a proof of the Harbourne-Hirschowitz conjecture for linear systems with base points of multiplicity seven or less. This proof uses a well-known degeneration of the projective plane, as well as a combinatorial technique that…
We present a primal-dual algorithmic framework to obtain approximate solutions to a prototypical constrained convex optimization problem, and rigorously characterize how common structural assumptions affect the numerical efficiency. Our…
We develop a Lagrange multiplier theory for nonconvex set-valued optimization problems under Lipschitz-type regularity conditions. Instead of classical continuous linear functionals, we introduce closed convex processes -- set-valued…
We give an explicit combinatorial proof of a weighted version of strong log-concavity for the generating polynomial of increasing spanning forests of a finite simple graph equipped with a total ordering of the vertices. In contrast to…
We consider the design and analysis of numerical methods for approximating positive solutions to nonlinear geometric elliptic partial differential equations containing critical exponents. This class of problems includes the Yamabe problem…
The primal-dual algorithm recently proposed by Chambolle & Pock (abbreviated as CPA) for structured convex optimization is very efficient and popular. It was shown by Chambolle & Pock in \cite{CP11} and also by Shefi & Teboulle in…
We study some basic algorithmic problems concerning the intersection of tropical hypersurfaces in general dimension: deciding whether this intersection is nonempty, whether it is a tropical variety, and whether it is connected, as well as…
The number of positive solutions of a system of two polynomials in two variables defined in the field of real numbers with a total of five distinct monomials cannot exceed 15. All previously known examples have at most 5 positive solutions.…
A sharp bound is obtained for the number of ways to express the monomial $X^n$ as a product of linear factors over $\mathbb{Z}/p^{\alpha}\mathbb{Z}$. The proof relies on an induction-on-scale procedure which is used to estimate the number…