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In this paper, we consider the generalized low rank approximation of the correlation matrices problem which arises in the asset portfolio. We first characterize the feasible set by using the Gramian representation together with a special…

Numerical Analysis · Mathematics 2018-12-12 Xuefeng Duan , Jianchao Bai , Maojun Zhang , Xinjun Zhang

Quantum optimization algorithms hold the promise of solving classically hard, discrete optimization problems in practice. The requirement of encoding such problems in a Hamiltonian realized with a finite -- and currently small -- number of…

Quantum Physics · Physics 2023-07-10 Yifeng Rocky Zhu , David Joseph , Cong Ling , Florian Mintert

We implement four algorithms for solving linear Diophantine equations in the naturals: a lexicographic enumeration algorithm, a completion procedure, a graph-based algorithm, and the Slopes algorithm. As already known, the lexicographic…

Data Structures and Algorithms · Computer Science 2021-04-13 Valeriu Motroi , Stefan Ciobaca

In Diophantine approximation, inhomogeneous problems are linked with homogeneous ones by means of the so-called Transference Theorems. We revisit this classical topic by introducing new exponents of Diophantine approximation. We prove that…

Number Theory · Mathematics 2007-05-23 Yann Bugeaud , Michel Laurent

We propose an exact algorithm for solving the longest simple path problem between two given vertices in undirected weighted graphs. By using graph partitioning and dynamic programming, we obtain an algorithm that is significantly faster…

Data Structures and Algorithms · Computer Science 2019-05-10 Kai Fieger , Tomas Balyo , Christian Schulz , Dominik Schreiber

This article generalizes the Near Shortest Paths Problem introduced by Byers and Waterman in 1984 using concepts of the Universal Shortest Path Problem established by Turner and Hamacher in 2011. The generalization covers a variety of…

Combinatorics · Mathematics 2019-08-26 Luca E. Schäfer , Andrea Maier , Stefan Ruzika

This paper introduces an algorithm for the nonnegative matrix factorization-and-completion problem, which aims to find nonnegative low-rank matrices X and Y so that the product XY approximates a nonnegative data matrix M whose elements are…

Information Theory · Computer Science 2015-11-23 Yangyang Xu , Wotao Yin , Zaiwen Wen , Yin Zhang

The matrix completion problem consists of finding or approximating a low-rank matrix based on a few samples of this matrix. We propose a new algorithm for matrix completion that minimizes the least-square distance on the sampling set over…

Optimization and Control · Mathematics 2012-09-19 Bart Vandereycken

We propose a recursive lattice reduction framework for finding short non-zero vectors or dense sublattices of a lattice. The framework works by recursively searching for dense sublattices of dense sublattices (or their duals) with…

Data Structures and Algorithms · Computer Science 2025-04-22 Divesh Aggarwal , Thomas Espitau , Spencer Peters , Noah Stephens-Davidowitz

We consider the problem of reconstructing a low rank matrix from a subset of its entries and analyze two variants of the so-called Alternating Minimization algorithm, which has been proposed in the past. We establish that when the…

Machine Learning · Statistics 2016-09-21 David Gamarnik , Sidhant Misra

We consider the following geometric optimization problem: Given $ n $ axis-aligned rectangles in the plane, the goal is to find a set of horizontal segments of minimum total length such that each rectangle is stabbed. A segment stabs a…

Computational Geometry · Computer Science 2021-07-15 Friedrich Eisenbrand , Martina Gallato , Ola Svensson , Moritz Venzin

Sparse inverse covariance selection is a fundamental problem for analyzing dependencies in high dimensional data. However, such a problem is difficult to solve since it is NP-hard. Existing solutions are primarily based on convex…

Numerical Analysis · Computer Science 2018-04-05 Ganzhao Yuan , Haoxian Tan , Wei-Shi Zheng

We present two algorithms for the minimum feedback vertex set problem in planar graphs: an $O(n \log n)$ PTAS using a linear kernel and balanced separator, and a heuristic algorithm using kernelization and local search. We implemented these…

Data Structures and Algorithms · Computer Science 2018-04-24 Glencora Borradaile , Hung Le , Baigong Zheng

We consider the problem of forecasting multiple values of the future of a vector time series, using some past values. This problem, and related ones such as one-step-ahead prediction, have a very long history, and there are a number of…

Machine Learning · Statistics 2021-02-01 Shane Barratt , Yining Dong , Stephen Boyd

We introduce a simple, efficient and precise polynomial heuristic for a key NP complete problem, minimum vertex cover. Our method is iterative and operates in probability space. Once a stable probability solution is found we find the true…

Statistical Mechanics · Physics 2007-05-23 P. M. Duxbury , C. W. Fay

In this work we consider (hierarchical, Lagrange) reduced basis approximation and a posteriori error estimation for elasticity problems in affinley parametrized geometries. The essential ingredients of the methodology are: a Galerkin…

Numerical Analysis · Mathematics 2018-01-23 Dinh Bao Phuong Huynh , Federico Pichi , Gianluigi Rozza

Binary optimization is a central problem in mathematical optimization and its applications are abundant. To solve this problem, we propose a new class of continuous optimization techniques which is based on Mathematical Programming with…

Optimization and Control · Mathematics 2017-12-07 Ganzhao Yuan , Bernard Ghanem

In this paper, the discontinuous Petrov--Galerkin approximation of the Laplace eigenvalue problem is discussed. We consider in particular the primal and ultra weak formulations of the problem and prove the convergence together with a priori…

Numerical Analysis · Mathematics 2020-12-15 Fleurianne Bertrand , Daniele Boffi , Henrik Schneider

In this paper, we use geometry of numbers to relate two dual Diophantine problems. This allows us to focus on simultaneous approximations rather than small linear forms. As a consequence, we develop a new approach to the perturbation theory…

Dynamical Systems · Mathematics 2012-06-21 Abed Bounemoura , Stephane Fischler

There are abundant results on Diophantine approximation over fields of positive characteristic (see the survey papers [13, 25]), but there is very little information about simultaneous approximation. In this paper, we develop a technique of…

Number Theory · Mathematics 2017-11-13 Zhiyong Zheng