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In this work, we reveal a rich combinatorial structure underlying exact minimax optimal algorithms for classical nonexpansive fixed-point problems. This viewpoint unifies all extremal optimal methods and provides a systematic and practical…

Optimization and Control · Mathematics 2026-05-05 TaeHo Yoon , Benjamin Grimmer

We propose a new randomized optimization method for high-dimensional problems which can be seen as a generalization of coordinate descent to random subspaces. We show that an adaptive sampling strategy for the random subspace significantly…

Optimization and Control · Mathematics 2019-12-19 Jonathan Lacotte , Mert Pilanci , Marco Pavone

In this paper, we address the challenge of Markov Chain Monte Carlo (MCMC) algorithms within the approximate Bayesian Computation (ABC) framework, which often get trapped in local optima due to their inherent local exploration mechanism. We…

Computation · Statistics 2025-12-16 Xuefei Cao , Shijia Wang , Yongdao Zhou

This study addresses a distributed optimization with a novel class of coupling of variables, called clique-wise coupling. A clique is a node set of a complete subgraph of an undirected graph. This setup is an extension of pairwise coupled…

Optimization and Control · Mathematics 2023-04-24 Yuto Watanabe , Kazunori Sakurama

We consider online prediction of a binary sequence with expert advice. For this setting, we devise label-efficient forecasting algorithms, which use a selective sampling scheme that enables collecting much fewer labels than standard…

Machine Learning · Statistics 2023-10-23 Rui M. Castro , Fredrik Hellström , Tim van Erven

In the development of industrial digital twins, the optimization problem of technological and business processes often arises. In many cases, this problem can be reduced to a large-scale linear programming (LP) problem. The article is…

Optimization and Control · Mathematics 2021-02-16 Leonid B. Sokolinsky , Irina M. Sokolinskaya

The minimizers sampling mechanism is a popular mechanism for string sampling introduced independently by Schleimer et al. [SIGMOD 2003] and by Roberts et al. [Bioinf. 2004]. Given two positive integers $w$ and $k$, it selects the…

Data Structures and Algorithms · Computer Science 2021-12-21 Grigorios Loukides , Solon P. Pissis , Michelle Sweering

In this paper, we consider a bilevel polynomial optimization problem where the objective and the constraint functions of both the upper and the lower level problems are polynomials. We present methods for finding its global minimizers and…

Optimization and Control · Mathematics 2016-01-14 V. Jeyakumar , J. B. Lasserre , G. Li , T. S. Pham

We extend a primal-dual fixed point algorithm (PDFP) proposed in [5] to solve two kinds of separable multi-block minimization problems, arising in signal processing and imaging science. This work shows the flexibility of applying PDFP…

Optimization and Control · Mathematics 2016-02-02 Peijun Chen , Jianguo Huang , Xiaoqun Zhang

A large number of application problems involve two levels of optimization, where one optimization task is nested inside the other. These problems are known as bilevel optimization problems and have been studied by both classical…

Optimization and Control · Mathematics 2017-05-09 Ankur Sinha , Zhichao Lu , Kalyanmoy Deb , Pekka Malo

Machine learning (ML) models, such as SVM, for tasks like classification and clustering of sequences, require a definition of distance/similarity between pairs of sequences. Several methods have been proposed to compute the similarity…

Machine Learning · Computer Science 2022-09-13 Sarwan Ali , Bikram Sahoo , Muhammad Asad Khan , Alexander Zelikovsky , Imdad Ullah Khan , Murray Patterson

A very simple example of an algorithmic problem solvable by dynamic programming is to maximize, over sets A in {1,2,...,n}, the objective function |A| - \sum_i \xi_i 1(i \in A,i+1 \in A) for given \xi_i > 0. This problem, with random…

Probability · Mathematics 2007-10-04 David J. Aldous , Charles Bordenave , Marc Lelarge

The 0/1 D-optimality problem and the Maximum-Entropy Sampling problem are two well-known NP-hard discrete maximization problems in experimental design. Algorithms for exact optimization (of moderate-sized instances) are based on…

Optimization and Control · Mathematics 2025-03-26 Gabriel Ponte , Marcia Fampa , Jon Lee , Luze Xu

Low-tubal-rank tensor approximation has been proposed to analyze large-scale and multi-dimensional data. However, finding such an accurate approximation is challenging in the streaming setting, due to the limited computational resources. To…

Machine Learning · Computer Science 2021-08-24 Qianxin Yi , Chenhao Wang , Kaidong Wang , Yao Wang

In this paper, we design low correlation binary sequences favorable in wireless communication and radar applications. First, we formulate the designing problem as a nonconvex combination optimization problem with flexible correlation…

Signal Processing · Electrical Eng. & Systems 2021-10-07 Jiangtao Wang , Yongchao Wang

Approximate message passing (AMP) is a family of iterative algorithms that generalize matrix power iteration. AMP algorithms are known to optimally solve many average-case optimization problems. In this paper, we show that a large class of…

Data Structures and Algorithms · Computer Science 2023-11-16 Misha Ivkov , Tselil Schramm

We consider the problem of minimizing a convex objective which is the sum of a smooth part, with Lipschitz continuous gradient, and a nonsmooth part. Inspired by various applications, we focus on the case when the nonsmooth part is a…

Optimization and Control · Mathematics 2013-08-28 Ting Kei Pong

A bi-level optimization framework (BiOPT) was proposed in [3] for convex composite optimization, which is a generalization of bi-level unconstrained minimization framework (BLUM) given in [20]. In this continuation paper, we introduce a…

Optimization and Control · Mathematics 2021-09-28 Masoud Ahookhosh , Yurii Nesterov

Approximate subgraph matching (ASM) is a task that determines the approximate presence of a given query graph in a large target graph. Being an NP-hard problem, ASM is critical in graph analysis with a myriad of applications ranging from…

Machine Learning · Computer Science 2026-03-20 Kaiyang Li , Shihao Ji , Zhipeng Cai , Wei Li

This paper studies a proximal alternating direction method of multipliers (ADMM) with variable metric indefinite proximal terms for linearly constrained convex optimization problems. The proximal ADMM plays an important role in many…

Optimization and Control · Mathematics 2019-07-01 Yan Gu , Nobuo Yamashita