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We introduce a quantum linear system solving algorithm based on the Kaczmarz method, a widely used workhorse for large linear systems and least-squares problems that updates the solution by enforcing one equation at a time. Its simplicity…
Online linear programming (OLP) has gained significant attention from both researchers and practitioners due to its extensive applications, such as online auction, network revenue management, order fulfillment and advertising. Existing OLP…
Sparse polynomial approximation has become indispensable for approximating smooth, high- or infinite-dimensional functions from limited samples. This is a key task in computational science and engineering, e.g., surrogate modelling in…
With a high probability the Sarlos randomized algorithm of 2006 outputs a nearly optimal least squares solution of a highly overdeterminedlinear system of equations. We propose its simple deterministic variation which computes such a…
A recent trend in the design of FPT algorithms is exploiting the half-integrality of LP relaxations. In other words, starting with a half-integral optimal solution to an LP relaxation, we assign integral values to variables one-by-one by…
Standard approaches to difference-of-convex (DC) programs require exact solution to a convex subproblem at each iteration, which generally requires noiseless computation and infinite iterations of an inner iterative algorithm. To tackle…
We give a stochastic optimization algorithm that solves a dense $n\times n$ real-valued linear system $Ax=b$, returning $\tilde x$ such that $\|A\tilde x-b\|\leq \epsilon\|b\|$ in time: $$\tilde O((n^2+nk^{\omega-1})\log1/\epsilon),$$ where…
For interior-point algorithms in linear programming, it is well-known that the selection of the centering parameter is crucial for proving polynomility in theory and for efficiency in practice. However, the selection of the centering…
The Interior-Point Methods are a class for solving linear programming problems that rely upon the solution of linear systems. At each iteration, it becomes important to determine how to solve these linear systems when the constraint matrix…
We investigate the proximal point algorithm (PPA) and its inexact extensions under an error bound condition, which guarantees a global linear convergence if the proximal regularization parameter is larger than the error bound condition…
Hyperbolic (HB) programming generalizes many popular convex optimization problems, including semidefinite and second-order cone programming. Despite substantial theoretical progress on HB programming, efficient computational tools for…
We consider the class of disjoint bilinear programs $ \max \, \{ \mathbf{x}^T\mathbf{y} \mid \mathbf{x} \in \mathcal{X}, \;\mathbf{y} \in \mathcal{Y}\}$ where $\mathcal{X}$ and $\mathcal{Y}$ are packing polytopes. We present an…
We give improved algorithms for the $\ell_{p}$-regression problem, $\min_{x} \|x\|_{p}$ such that $A x=b,$ for all $p \in (1,2) \cup (2,\infty).$ Our algorithms obtain a high accuracy solution in $\tilde{O}_{p}(m^{\frac{|p-2|}{2p + |p-2|}})…
This paper considers sparse linear discriminant analysis of high-dimensional data. In contrast to the existing methods which are based on separate estimation of the precision matrix $\O$ and the difference $\de$ of the mean vectors, we…
In this paper, we consider the following inverse maintenance problem: given $A \in \mathbb{R}^{n\times d}$ and a number of rounds $r$, we receive a $n\times n$ diagonal matrix $D^{(k)}$ at round $k$ and we wish to maintain an efficient…
Inversion of sparse matrices with standard direct solve schemes is robust, but computationally expensive. Iterative solvers, on the other hand, demonstrate better scalability; but, need to be used with an appropriate preconditioner (e.g.,…
This paper introduces a novel Large Language Models (LLMs)-assisted agent that automatically converts natural-language descriptions of power system optimization scenarios into compact, solver-ready formulations and generates corresponding…
Solving linear programs by using entropic penalization has recently attracted new interest in the optimization community, since this strategy forms the basis for the fastest-known algorithms for the optimal transport problem, with many…
Text-to-image latent diffusion models (LDMs) have recently emerged as powerful generative models with great potential for solving inverse problems in imaging. However, leveraging such models in a Plug & Play (PnP), zero-shot manner remains…
In this article, we address a class of non convex, integer, non linear mathematical programs using dynamic programming. The mathematical program considered, whose properties are studied in this article, may be used to model the optimal…