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In this paper, a multi-parameterized proximal point algorithm combining with a relaxation step is developed for solving convex minimization problem subject to linear constraints. We show its global convergence and sublinear convergence rate…

Numerical Analysis · Mathematics 2019-07-11 Jianchao Bai , Ke Guo , Xiaokai Chang

Sparse approximation is the problem to find the sparsest linear combination for a signal from a redundant dictionary, which is widely applied in signal processing and compressed sensing. In this project, I manage to implement the Orthogonal…

Computer Vision and Pattern Recognition · Computer Science 2020-11-10 Han Wang

Inspired by recent work on convex formulations of clustering (Lashkari & Golland, 2008; Nowozin & Bakir, 2008) we investigate a new formulation of the Sparse Coding Problem (Olshausen & Field, 1997). In sparse coding we attempt to…

Machine Learning · Computer Science 2012-05-14 David M. Bradley , J Andrew Bagnell

We present a new mixed integer formulation for the discrete informative path planning problem in random fields. The objective is to compute a budget constrained path while collecting measurements whose linear estimate results in minimum…

Systems and Control · Electrical Eng. & Systems 2022-04-21 Shamak Dutta , Nils Wilde , Stephen L. Smith

In this paper, we give an algorithm that finds an epsilon-approximate solution to a mixed integer quadratic programming (MIQP) problem. The algorithm runs in polynomial time if the rank of the quadratic function and the number of integer…

Optimization and Control · Mathematics 2022-11-30 Alberto Del Pia

Sparse coding is a basic task in many fields including signal processing, neuroscience and machine learning where the goal is to learn a basis that enables a sparse representation of a given set of data, if one exists. Its standard…

Machine Learning · Computer Science 2015-03-04 Sanjeev Arora , Rong Ge , Tengyu Ma , Ankur Moitra

We propose a simple modification to the iterative hard thresholding (IHT) algorithm, which recovers asymptotically sparser solutions as a function of the condition number. When aiming to minimize a convex function $f(x)$ with condition…

Optimization and Control · Mathematics 2022-04-19 Kyriakos Axiotis , Maxim Sviridenko

The Multi-Objective Mixed-Integer Programming (MOMIP) problem is one of the most challenging. To derive its Pareto optimal solutions one can use the well-known Chebyshev scalarization and Mixed-Integer Programming (MIP) solvers. However,…

Optimization and Control · Mathematics 2024-01-02 Grzegorz Filcek , Janusz Miroforidis

In this paper we deal with a network of agents seeking to solve in a distributed way Mixed-Integer Linear Programs (MILPs) with a coupling constraint (modeling a limited shared resource) and local constraints. MILPs are NP-hard problems and…

Systems and Control · Computer Science 2020-10-28 Andrea Camisa , Ivano Notarnicola , Giuseppe Notarstefano

Typical behavior of the linear programming (LP) problem is studied as a relaxation of the minimum vertex cover, a type of integer programming (IP) problem. A lattice-gas model on the Erd\"os-R\'enyi random graphs of $\alpha$-uniform…

Disordered Systems and Neural Networks · Physics 2016-06-01 Satoshi Takabe , Koji Hukushima

Sparse PCA (SPCA) is a fundamental model in machine learning and data analytics, which has witnessed a variety of application areas such as finance, manufacturing, biology, healthcare. To select a prespecified-size principal submatrix from…

Machine Learning · Statistics 2020-08-31 Yongchun Li , Weijun Xie

The goal of this paper is to find a low-rank approximation for a given tensor. Specifically, we give a computable strategy on calculating the rank of a given tensor, based on approximating the solution to an NP-hard problem. In this paper,…

Numerical Analysis · Mathematics 2016-10-20 Xiaofei Wang , Carmeliza Navasca

In numerous substitution models for the $\l_{0}$-norm minimization problem $(P_{0})$, the $\l_{p}$-norm minimization $(P_{p})$ with $0<p<1$ have been considered as the most natural choice. However, the non-convex optimization problem…

Optimization and Control · Mathematics 2018-04-27 Angang Cui , Jigen Peng , Haiyang Li

The irregular strip-packing problem, also known as nesting or marker making, is defined as the automatic computation of a non-overlapping placement of a set of non-convex polygons onto a rectangular strip of fixed width and unbounded…

Optimization and Control · Mathematics 2022-06-02 Juan J. Lastra-Díaz , M. Teresa Ortuño

This paper proposes a Heaviside composite optimization approach and presents a progressive (mixed) integer programming (PIP) method for solving multi-class classification and multi-action treatment problems with constraints. A Heaviside…

Optimization and Control · Mathematics 2024-01-08 Yue Fang , Junyi Liu , Jong-Shi Pang

This paper deals with the maximum independent set (M.I.S.) problem, also known as the stable set problem. The basic mathematical programming model that captures this problem is an Integer Program (I.P.) with zero-one variables $x_j$ and…

Data Structures and Algorithms · Computer Science 2023-12-21 Prabhu Manyem

This paper examines the problem of state estimation in power distribution systems under low-observability conditions. The recently proposed constrained matrix completion method which combines the standard matrix completion method and power…

Optimization and Control · Mathematics 2020-06-09 Yajing Liu , April Sagan , Andrey Bernstein , Rui Yang , Xinyang Zhou , Yingchen Zhang

Spike and Slab priors have been of much recent interest in signal processing as a means of inducing sparsity in Bayesian inference. Applications domains that benefit from the use of these priors include sparse recovery, regression and…

Machine Learning · Computer Science 2016-10-27 Tiep H. Vu , Hojjat S. Mousavi , Vishal Monga

In this paper, we investigate the trade-off between convergence rate and computational cost when minimizing a composite functional with proximal-gradient methods, which are popular optimisation tools in machine learning. We consider the…

Machine Learning · Computer Science 2012-10-23 Pierre Machart , Sandrine Anthoine , Luca Baldassarre

Integer programming (IP), as the name suggests is an integer-variable-based approach commonly used to formulate real-world optimization problems with constraints. Currently, quantum algorithms reformulate the IP into an unconstrained form…

Quantum Physics · Physics 2024-07-31 Kapil Goswami , Peter Schmelcher , Rick Mukherjee
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