Related papers: A scaling-invariant algorithm for linear programmi…
In this paper, we study matrix scaling and balancing, which are fundamental problems in scientific computing, with a long line of work on them that dates back to the 1960s. We provide algorithms for both these problems that, ignoring…
We study computational aspects of a key problem in robust statistics -- the penalized least trimmed squares (LTS) regression problem, a robust estimator that mitigates the influence of outliers in data by capping residuals with large…
Positive linear programs (LP), also known as packing and covering linear programs, are an important class of problems that bridges computer science, operations research, and optimization. Despite the consistent efforts on this problem, all…
We present a novel quantum high-dimensional linear regression algorithm with an $\ell_1$-penalty based on the classical LARS (Least Angle Regression) pathwise algorithm. Similarly to available classical algorithms for Lasso, our quantum…
We present a new finite-time analysis of the estimation error of the Ordinary Least Squares (OLS) estimator for stable linear time-invariant systems. We characterize the number of observed samples (the length of the observed trajectory)…
This document introduces a strategy to solve linear optimization problems. The strategy is based on the bounding condition each constraint produces on each one of the problem's dimension. The solution of a linear optimization problem is…
In-memory computing with crosspoint resistive memory arrays has been shown to accelerate data-centric computations such as the training and inference of deep neural networks, thanks to the high parallelism endowed by physical rules in the…
This paper presents a new approach to solve linear and nonlinear model predictive control (MPC) problems that requires small memory footprint and throughput and is particularly suitable when the model and/or controller parameters change at…
Given a matrix $A$ of dimension $M \times N$ and a vector $\vec{b}$, the quantum linear system (QLS) problem asks for the preparation of a quantum state $|\vec{y}\rangle$ proportional to the solution of $A\vec{y} = \vec{b}$. Existing QLS…
Linear regression is one of the most fundamental linear algebra problems. Given a dense matrix $A \in \mathbb{R}^{n \times d}$ and a vector $b$, the goal is to find $x'$ such that $ \| Ax' - b \|_2^2 \leq (1+\epsilon) \min_{x} \| A x - b…
In this paper, we develop a simple and fast online algorithm for solving a class of binary integer linear programs (LPs) arisen in general resource allocation problem. The algorithm requires only one single pass through the input data and…
In this paper we provide new randomized algorithms with improved runtimes for solving linear programs with two-sided constraints. In the special case of the minimum cost flow problem on $n$-vertex $m$-edge graphs with integer…
The problem of detecting and removing redundant constraints is fundamental in optimization. We focus on the case of linear programs (LPs), given by $d$ variables with $n$ inequality constraints. A constraint is called \emph{redundant}, if…
Recursive least squares (RLS) algorithms were once widely used for training small-scale neural networks, due to their fast convergence. However, previous RLS algorithms are unsuitable for training deep neural networks (DNNs), since they…
Non-negative least squares (NNLS) problem is one of the most important fundamental problems in numeric analysis. It has been widely used in scientific computation and data modeling. In big data, the limitations of algorithm speed and…
We study the classic problem of scheduling $n$ precedence constrained unit-size jobs on $m = O(1)$ machines so as to minimize the makespan. In a recent breakthrough, Levey and Rothvoss \cite{LR16} developed a $(1+\epsilon)$-approximation…
We consider the linear regression model with observation error in the design. In this setting, we allow the number of covariates to be much larger than the sample size. Several new estimation methods have been recently introduced for this…
We consider the problem of efficiently solving large-scale linear least squares problems that have one or more linear constraints that must be satisfied exactly. Whilst some classical approaches are theoretically well founded, they can face…
We propose a novel quantum algorithm for solving linear optimization problems by quantum-mechanical simulation of the central path. While interior point methods follow the central path with an iterative algorithm that works with successive…
This article presents a new approach to the real-time solution of inverse problems on embedded systems. The class of problems addressed corresponds to ordinary differential equations (ODEs) with generalized linear constraints, whereby the…