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We derive approximation algorithms for the nonnegative matrix factorization problem, i.e. the problem of factorizing a matrix as the product of two matrices with nonnegative coefficients. We form convex approximations of this problem which…

Optimization and Control · Mathematics 2012-07-03 Vijay Krishnamurthy , Alexandre d'Aspremont

We study the problem of finding the nearest $\Omega$-stable matrix to a certain matrix $A$, i.e., the nearest matrix with all its eigenvalues in a prescribed closed set $\Omega$. Distances are measured in the Frobenius norm. An important…

Numerical Analysis · Mathematics 2021-02-09 Vanni Noferini , Federico Poloni

Approximation algorithms for classical constraint satisfaction problems are one of the main research areas in theoretical computer science. Here we define a natural approximation version of the QMA-complete local Hamiltonian problem and…

Quantum Physics · Physics 2016-10-25 Sevag Gharibian , Julia Kempe

We derive an algorithm of optimal complexity which determines whether a given matrix is a Cauchy matrix, and which exactly recovers the Cauchy points defining a Cauchy matrix from the matrix entries. Moreover, we study how to approximate a…

Numerical Analysis · Mathematics 2015-12-22 Jörg Liesen , Robert Luce

Low-rank approximation of a matrix by means of structured random sampling has been consistently efficient in its extensive empirical studies around the globe, but adequate formal support for this empirical phenomenon has been missing so…

Numerical Analysis · Mathematics 2016-07-21 Victor Pan , John Svadlenka , Liang Zhao

We generalize Newton-type methods for minimizing smooth functions to handle a sum of two convex functions: a smooth function and a nonsmooth function with a simple proximal mapping. We show that the resulting proximal Newton-type methods…

Machine Learning · Statistics 2014-03-19 Jason D. Lee , Yuekai Sun , Michael A. Saunders

Sparse polynomial approximation has become indispensable for approximating smooth, high- or infinite-dimensional functions from limited samples. This is a key task in computational science and engineering, e.g., surrogate modelling in…

Numerical Analysis · Mathematics 2023-11-08 Ben Adcock , Simone Brugiapaglia , Nick Dexter , Sebastian Moraga

We consider the Low Rank Approximation problem, where the input consists of a matrix $A \in \mathbb{R}^{n_R \times n_C}$ and an integer $k$, and the goal is to find a matrix $B$ of rank at most $k$ that minimizes $\| A - B \|_0$, which is…

Data Structures and Algorithms · Computer Science 2023-11-03 Vincent Cohen-Addad , Chenglin Fan , Suprovat Ghoshal , Euiwoong Lee , Arnaud de Mesmay , Alantha Newman , Tony Chang Wang

In this paper, we propose new proximal Newton-type methods for convex optimization problems in composite form. The applications include model predictive control (MPC) and embedded MPC. Our new methods are computationally attractive since…

Optimization and Control · Mathematics 2020-07-21 Ilan Adler , Zhiyue Tom Hu , Tianyi Lin

In this paper, we use Proximal Cubic regularized Newton Methods (PCNM) to optimize the sum of a smooth convex function and a non-smooth convex function, where we use inexact gradient and Hessian, and an inexact subsolver for the cubic…

Optimization and Control · Mathematics 2019-02-27 Chaobing Song , Ji Liu , Yong Jiang

This paper addresses the problem of finding the closest generalized essential matrix from a given $6\times 6$ matrix, with respect to the Frobenius norm. To the best of our knowledge, this nonlinear constrained optimization problem has not…

Computer Vision and Pattern Recognition · Computer Science 2020-03-17 Pedro Miraldo , Joao R. Cardoso

A novel matrix approximation problem is considered herein: observations based on a few fully sampled columns and quasi-polynomial structural side information are exploited. The framework is motivated by quantum chemistry problems wherein…

Signal Processing · Electrical Eng. & Systems 2023-05-23 Jeongmin Chae , Praneeth Narayanamurthy , Selin Bac , Shaama Mallikarjun Sharada , Urbashi Mitra

A new fast algebraic method for obtaining an $\mathcal{H}^2$-approximation of a matrix from its entries is presented. The main idea behind the method is based on the nested representation and the maximum-volume principle to select…

Numerical Analysis · Mathematics 2015-11-17 A. Yu Mikhalev , I. V. Oseledets

Factorization of polynomials arises in numerous areas in symbolic computation. It is an important capability in many symbolic and algebraic computation. There are two type of factorization of polynomials. One is convention polynomial…

Algebraic Geometry · Mathematics 2007-05-23 Jingzhong Zhang , Yong Feng

We propose a computational framework for computing low-rank approximations to the ensemble of solutions of a parametrized system of the form $A(\xi)x(\xi)+g(x(\xi))=b(\xi)$ for multiple parameter values. The central idea is to reinterpret…

Numerical Analysis · Mathematics 2026-04-09 Marco Sutti , Tommaso Vanzan

Approximate Bayesian Computation (ABC) can be viewed as an analytic approximation of an intractable likelihood coupled with an elementary simulation step. Such a view, combined with a suitable instrumental prior distribution permits…

Methodology · Statistics 2013-01-04 F. J. Rubio , Adam M. Johansen

This paper is our third step towards developing a theory of testing monomials in multivariate polynomials and concentrates on two problems: (1) How to compute the coefficients of multilinear monomials; and (2) how to find a maximum…

Computational Complexity · Computer Science 2015-05-19 Zhixiang Chen , Bin Fu

Approximate computing has shown to provide new ways to improve performance and power consumption of error-resilient applications. While many of these applications can be found in image processing, data classification or machine learning, we…

Numerical Analysis · Computer Science 2017-03-08 Michael Lass , Thomas D. Kühne , Christian Plessl

A random matrix is likely to be well conditioned, and motivated by this well known property we employ random matrix multipliers to advance some fundamental matrix computations. This includes numerical stabilization of Gaussian elimination…

Numerical Analysis · Mathematics 2012-12-27 Victor Y. Pan , Guoliang Qian

Following a polynomial approach, many robust fixed-order controller design problems can be formulated as optimization problems whose set of feasible solutions is modelled by parametrized polynomial matrix inequalities (PMI). These…

Optimization and Control · Mathematics 2012-06-01 Didier Henrion , Jean Bernard Lasserre
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