Related papers: An Oblivious Ellipsoid Algorithm for Solving a Sys…
The ellipsoid method is an algorithm that solves the (weak) feasibility and linear optimization problems for convex sets by making oracle calls to their (weak) separation problem. We observe that the previously known method for showing that…
What is the value of input information in solving linear programming? The celebrated ellipsoid algorithm tells us that the full information of input constraints is not necessary; the algorithm works as long as there exists an oracle that,…
In this paper, we present a new ellipsoid-type algorithm for solving nonsmooth problems with convex structure. Examples of such problems include nonsmooth convex minimization problems, convex-concave saddle-point problems and variational…
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 reconsider the ellipsoid method for linear inequalities. Using the ellipsoid representation of Burrell and Todd, we show the method can be viewed as coordinate descent on the volume of an enclosing ellipsoid, or on a potential function,…
The least squares (LS) estimate is the archetypical solution of linear regression problems. The asymptotic Gaussianity of the scaled LS error is often used to construct approximate confidence ellipsoids around the LS estimate, however, for…
The purpose of this paper is twofold. An immediate practical use of the presented algorithm is its applicability to the parametric solution of underdetermined linear ordinary differential equations (ODEs) with coefficients that are…
We study the problem of finding confidence ellipsoids for an arbitrary distribution in high dimensions. Given samples from a distribution $D$ and a confidence parameter $\alpha$, the goal is to find the smallest volume ellipsoid $E$ which…
Let $f \colon \mathcal{M} \to \mathbb{R}$ be a Lipschitz and geodesically convex function defined on a $d$-dimensional Riemannian manifold $\mathcal{M}$. Does there exist a first-order deterministic algorithm which (a) uses at most…
We propose a novel quantum algorithm for solving linear autonomous ordinary differential equations (ODEs) using the Pad\'e approximation. For linear autonomous ODEs, the discretized solution can be represented by a product of matrix…
We revisit the well-known problem of sorting under partial information: sort a finite set given the outcomes of comparisons between some pairs of elements. The input is a partially ordered set P, and solving the problem amounts to…
In 1948, Fritz John proposed a theorem stating that every convex body has a unique maximal volume inscribed ellipsoid, known as the John ellipsoid. The John ellipsoid has become fundamental in mathematics, with extensive applications in…
We give a novel algorithm for enumerating lattice points in any convex body, and give applications to several classic lattice problems, including the Shortest and Closest Vector Problems (SVP and CVP, respectively) and Integer Programming…
Based on the geometric {\it Triangle Algorithm} for testing membership of a point in a convex set, we present a novel iterative algorithm for testing the solvability of a real linear system $Ax=b$, where $A$ is an $m \times n$ matrix of…
We present the new Orthogonal Polynomials Approximation Algorithm (OPAA), a parallelizable algorithm that estimates probability distributions using functional analytic approach: first, it finds a smooth functional estimate of the…
In this article we review a new method for proving the nonexistence of positive solutions of elliptic inequalities in unbounded domains in $\rn$, which was recently introduced by the authors. We expose our method and new results on the two…
The famous theorem of Fritz John states that any convex body has a unique maximal volume inscribed ellipsoid, known as the John Ellipsoid. Computing the John Ellipsoid is a fundamental problem in convex optimization. In this paper, we focus…
In this paper, an outlier elimination algorithm for ellipse/ellipsoid fitting is proposed. This two-stage algorithm employs a proximity-based outlier detection algorithm (using the graph Laplacian), followed by a model-based outlier…
Solving linear systems is at the foundation of many algorithms. Recently, quantum linear system algorithms (QLSAs) have attracted great attention since they converge to a solution exponentially faster than classical algorithms in terms of…
We propose a quantum algorithm to solve systems of nonlinear algebraic equations. In the ideal case the complexity of the algorithm is linear in the number of variables $n$, which means our algorithm's complexity is less than $O(n^{3})$ of…