Related papers: Simple and practical algorithms for $\ell_p$-norm …
We consider the problem of approximating an affinely structured matrix, for example a Hankel matrix, by a low-rank matrix with the same structure. This problem occurs in system identification, signal processing and computer algebra, among…
We provide an O(log log OPT)-approximation algorithm for the problem of guarding a simple polygon with guards on the perimeter. We first design a polynomial-time algorithm for building epsilon-nets of size O(1/epsilon log log 1/epsilon) for…
We study the complexity of optimizing highly smooth convex functions. For a positive integer $p$, we want to find an $\epsilon$-approximate minimum of a convex function $f$, given oracle access to the function and its first $p$ derivatives,…
In this paper, we propose a new algorithm for recovery of low-rank matrices from compressed linear measurements. The underlying idea of this algorithm is to closely approximate the rank function with a smooth function of singular values,…
Tensor methods are among the most prominent tools for the numerical solution of high-dimensional problems where functions of multiple variables have to be approximated. These methods exploit the tensor structure of function spaces and apply…
We obtain hardness of approximation results for the $\ell_p$-Shortest Path problem, a variant of the classic Shortest Path problem with vector costs. For every integer $p \in [2,\infty)$, we show a hardness of $\Omega(p(\log n / \log^2\log…
Consider a variant of the Mastermind game in which queries are $\ell_p$ distances, rather than the usual Hamming distance. That is, a codemaker chooses a hidden vector $\mathbf{y}\in\{-k,-k+1,\dots,k-1,k\}^n$ and answers to queries of the…
The Acceptance Probability Estimation Problem (APEP) is to additively approximate the acceptance probability of a Boolean circuit. This problem admits a probabilistic approximation scheme. A central question is whether we can design a…
Optimization problems over permutation matrices appear widely in facility layout, chip design, scheduling, pattern recognition, computer vision, graph matching, etc. Since this problem is NP-hard due to the combinatorial nature of…
In this paper, we propose an inexact proximal Newton-type method for nonconvex composite problems. We establish the global convergence rate of the order $\mathcal{O}(k^{-1/2})$ in terms of the minimal norm of the KKT residual mapping and…
Rank deficient Hankel matrices are at the core of several applications. However, in practice, the coefficients of these matrices are noisy due to e.g. measurements errors and computational errors, so generically the involved matrices are…
Oblivious low-distortion subspace embeddings are a crucial building block for numerical linear algebra problems. We show for any real $p, 1 \leq p < \infty$, given a matrix $M \in \mathbb{R}^{n \times d}$ with $n \gg d$, with constant…
Nonsmooth nonconvex optimization problems involving the $\ell^p$ quasi-norm, $p \in (0, 1]$, of a linear map are considered. A monotonically convergent scheme for a regularized version of the original problem is developed and necessary…
In this paper, we propose an efficient and scalable low rank matrix completion algorithm. The key idea is to extend orthogonal matching pursuit method from the vector case to the matrix case. We further propose an economic version of our…
Our contribution in this paper is two folded. We consider first the case of linear programming with real coefficients and give a method which allows the computation of a new upper bound on the distance from the origin to a feasible point.…
We present a new rational approximation algorithm based on the empirical interpolation method for interpolating a family of parametrized functions to rational polynomials with invariant poles, leading to efficient numerical algorithms for…
In a widely-studied class of multi-parametric optimization problems, the objective value of each solution is an affine function of real-valued parameters. Then, the goal is to provide an optimal solution set, i.e., a set containing an…
Many algorithms in scientific computing and data science take advantage of low-rank approximation of matrices and kernels, and understanding why nearly-low-rank structure occurs is essential for their analysis and further development. This…
The rank minimization problem is to find the lowest-rank matrix in a given set. Nuclear norm minimization has been proposed as an convex relaxation of rank minimization. Recht, Fazel, and Parrilo have shown that nuclear norm minimization…
Work on approximate linear algebra has led to efficient distributed and streaming algorithms for problems such as approximate matrix multiplication, low rank approximation, and regression, primarily for the Euclidean norm $\ell_2$. We study…