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We develop fast spectral algorithms for tensor decomposition that match the robustness guarantees of the best known polynomial-time algorithms for this problem based on the sum-of-squares (SOS) semidefinite programming hierarchy. Our…

Machine Learning · Computer Science 2017-06-28 Tselil Schramm , David Steurer

This paper focuses on the study of a mathematical program with equilibrium constraints, where the objective and the constraint functions are all polynomials. We present a method for finding its global minimizers and global minimum using a…

Optimization and Control · Mathematics 2019-03-25 Liguo Jiao , Jae Hyoung Lee , Tien-Son Pham

We present algorithmic, complexity, and implementation results on the problem of sampling points from a spectrahedron, that is the feasible region of a semidefinite program. Our main tool is geometric random walks. We analyze the arithmetic…

Computational Geometry · Computer Science 2020-10-09 Apostolos Chalkis , Ioannis Emiris , Vissarion Fisikopoulos , Panagiotis Repouskos , Elias Tsigaridas

We propose an exact algorithm for solving biobjective integer programming problems, which arise in various applications of operations research. The algorithm is based on solving Pascoletti-Serafini scalarizations to search specified regions…

Optimization and Control · Mathematics 2021-04-29 Saliha Doğan , Özlem Karsu , Firdevs Ulus

We deal with linear programming problems involving absolute values in their formulations, so that they are no more expressible as standard linear programs. The presence of absolute values causes the problems to be nonconvex and nonsmooth,…

Optimization and Control · Mathematics 2023-07-10 Milan Hladík , David Hartman

A spectrahedron is the positivity region of a linear matrix pencil and thus the feasible set of a semidefinite program. We propose and study a hierarchy of sufficient semidefinite conditions to certify the containment of a spectrahedron in…

Optimization and Control · Mathematics 2015-03-23 Kai Kellner , Thorsten Theobald , Christian Trabandt

The completely bounded trace and spectral norms, for finite-dimensional spaces, are known to be efficiently expressible by semidefinite programs (J. Watrous, Theory of Computing 5: 11, 2009). This paper presents two new, and arguably much…

Quantum Physics · Physics 2012-08-03 John Watrous

We show that the shadow vertex simplex algorithm can be used to solve linear programs in strongly polynomial time with respect to the number $n$ of variables, the number $m$ of constraints, and $1/\delta$, where $\delta$ is a parameter that…

Data Structures and Algorithms · Computer Science 2014-12-18 Tobias Brunsch , Anna Großwendt , Heiko Röglin

This work studies the problem of maximizing a higher degree real homogeneous multivariate polynomial over the unit sphere. This problem is equivalent to finding the leading eigenvalue of the associated symmetric tensor of higher order,…

Optimization and Control · Mathematics 2019-10-02 Yuning Yang , Guoyin Li

Semidefinite programming (SDP) is a central topic in mathematical optimization with extensive studies on its efficient solvers. In this paper, we present a proof-of-principle sublinear-time algorithm for solving SDPs with low-rank…

Data Structures and Algorithms · Computer Science 2020-08-07 Nai-Hui Chia , Tongyang Li , Han-Hsuan Lin , Chunhao Wang

Let $\A_0, \A_1, \ldots, \A_n$ be given square matrices of size $m$ with rational coefficients. The paper focuses on the exact computation of one point in each connected component of the real determinantal variety $\{\X \in\RR^n \: :\:…

Symbolic Computation · Computer Science 2014-12-19 Didier Henrion , Simone Naldi , Mohab Safey El Din

We present solutions to the matrix completion problems proposed by the Alignment Research Center that have a polynomial dependence on the precision $\varepsilon$. The motivation for these problems is to enable efficient computation of…

Machine Learning · Computer Science 2024-01-09 Rico Angell

A spectrahedron is the feasible set of a semidefinite program, SDP, i.e., the intersection of an affine set with the positive semidefinite cone. While strict feasibility is a generic property for random problems, there are many classes of…

Optimization and Control · Mathematics 2017-10-23 Stefan Sremac , Hugo Woerdeman , Henry Wolkowicz

Let $H\_0, ..., H\_n$ be $m \times m$ matrices with entries in $\QQ$ and Hankel structure, i.e. constant skew diagonals. We consider the linear Hankel matrix $H(\vecx)=H\_0+\X\_1H\_1+...+\X\_nH\_n$ and the problem of computing sample points…

Symbolic Computation · Computer Science 2015-02-10 Didier Henrion , Simone Naldi , Mohab Safey El Din

One of the main applications of semidefinite programming lies in linear systems and control theory. Many problems in this subject, certainly the textbook classics, have matrices as variables, and the formulas naturally contain…

Operator Algebras · Mathematics 2011-12-30 J. William Helton , Igor Klep , Scott McCullough

Roundoff errors cannot be avoided when implementing numerical programs with finite precision. The ability to reason about rounding is especially important if one wants to explore a range of potential representations, for instance for FPGAs…

Numerical Analysis · Computer Science 2016-11-28 Victor Magron , George Constantinides , Alastair Donaldson

We design a homotopy continuation algorithm, that is based on numerically tracking Viro's patchworking method, for finding real zeros of sparse polynomial systems. The algorithm is targeted for polynomial systems with coefficients…

Algebraic Geometry · Mathematics 2022-11-15 Alperen A. Ergür , Timo de Wolff

We introduce a randomized algorithm for computing the minimal-norm solution to an underdetermined system of linear equations. Given an arbitrary full-rank m x n matrix A with m<n, any m x 1 vector b, and any positive real number epsilon…

Numerical Analysis · Computer Science 2009-09-08 Mark Tygert

An algorithm which either finds an nonzero integer vector ${\mathbf m}$ for given $t$ real $n$-dimensional vectors ${\mathbf x}_1,...,{\mathbf x}_t$ such that ${\mathbf x}_i^T{\mathbf m}=0$ or proves that no such integer vector with norm…

Symbolic Computation · Computer Science 2010-10-12 Jingwei Chen , Yong Feng , Xiaolin Qin , Jingzhong Zhang

Integer programs with m constraints are solvable in pseudo-polynomial time in $\Delta$, the largest coefficient in a constraint, when m is a fixed constant. We give a new algorithm with a running time of $O(\sqrt{m}\Delta)^{2m} + O(nm)$,…

Data Structures and Algorithms · Computer Science 2022-07-27 Klaus Jansen , Lars Rohwedder