Related papers: A Geometric Algorithm for Solving Linear Systems
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…
We present a short step interior point method for solving a class of nonlinear programming problems with quadratic objective function. Convex quadratic programming problems can be reformulated as problems in this class. The method is shown…
We introduce a two-parameter version of the two-step scale-splitting iteration method, called TTSCSP, for solving a broad class of complex symmetric system of linear equations. We present some conditions for the convergence of the method.…
We prove the existence of an algorithm $A$ for computing 2-d or 3-d convex hulls that is optimal for every point set in the following sense: for every sequence $\sigma$ of $n$ points and for every algorithm $A'$ in a certain class…
A recent result of Eden, Levi, and Ron (ECCC 2015) provides a sublinear time algorithm to estimate the number of triangles in a graph. Given an undirected graph $G$, one can query the degree of a vertex, the existence of an edge between…
Iteratively Re-weighted Least Squares (IRLS) is a method for solving minimization problems involving non-quadratic cost functions, perhaps non-convex and non-smooth, which however can be described as the infimum over a family of quadratic…
Quantum algorithm, as compared to classical algorithm, plays a notable role in solving linear systems of equations with an exponential speedup. Here, we demonstrate a method for solving a particular system of equations by using the concept…
Whenever we use devices to take measurements, calibration is indispensable. While the purpose of calibration is to reduce bias and uncertainty in the measurements, it can be quite difficult, expensive, and sometimes even impossible to…
An algorithm and associated strategy for solving polynomial systems within the optimization framework is presented. The algorithm and strategy are named, respectively, the penetrating gradient algorithm and the deepest descent strategy. The…
Constrained optimization problems appear in a wide variety of challenging real-world problems, where constraints often capture the physics of the underlying system. Classic methods for solving these problems rely on iterative algorithms…
We present a novel iterative algorithm for approximating the linear least squares solution with low complexity. After a motivation of the algorithm we discuss the algorithm's properties including its complexity, and we present theoretical…
Gradient methods are among the simplest yet most widely used algorithms for unconstrained optimization. Motivated by a geometric property of the steepest descent (SD) method that can alleviate the zigzag behavior in quadratic problems, we…
The proximal point algorithm is a widely used tool for solving a variety of convex optimization problems such as finding zeros of maximally monotone operators, fixed points of nonexpansive mappings, as well as minimizing convex functions.…
We analyze the convergence of the Conjugate Gradient (CG) method in exact arithmetic, when the coefficient matrix $A$ is symmetric positive semidefinite and the system is consistent. To do so, we diagonalize $A$ and decompose the algorithm…
We consider the problem of estimating the number of triangles in a graph. This problem has been extensively studied in both theory and practice, but all existing algorithms read the entire graph. In this work we design a {\em…
The objective of ordinal embedding is to find a Euclidean representation of a set of abstract items, using only answers to triplet comparisons of the form "Is item $i$ closer to the item $j$ or item $k$?". In recent years, numerous…
We describe an efficient quantum algorithm for solving the linear matrix equation AX+XB=C, where A, B, and C are given complex matrices and X is unknown. This is known as the Sylvester equation, a fundamental equation with applications in…
This paper proposes a new algorithm for linear system identification from noisy measurements. The proposed algorithm balances a data fidelity term with a norm induced by the set of single pole filters. We pose a convex optimization problem…
We revisit the smooth convex-concave bilinearly-coupled saddle-point problem of the form $\min_x\max_y f(x) + \langle y,\mathbf{B} x\rangle - g(y)$. In the highly specific case where each of the functions $f(x)$ and $g(y)$ is either affine…
We present experimental and theoretical results on a method that applies a numerical solver iteratively to solve several non-negative quadratic programming problems in geometric optimization. The method gains efficiency by exploiting the…