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We give new rounding schemes for SDP relaxations for the problems of maximizing cubic polynomials over the unit sphere and the $n$-dimensional hypercube. In both cases, the resulting algorithms yield a $O(\sqrt{n/k})$ multiplicative…

Data Structures and Algorithms · Computer Science 2023-10-03 Jun-Ting Hsieh , Pravesh K. Kothari , Lucas Pesenti , Luca Trevisan

Optimization of convex functions under stochastic zeroth-order feedback has been a major and challenging question in online learning. In this work, we consider the problem of optimizing second-order smooth and strongly convex functions…

Machine Learning · Computer Science 2024-07-01 Qian Yu , Yining Wang , Baihe Huang , Qi Lei , Jason D. Lee

This work introduces a new approach to reduce the computational cost of solving partial differential equations (PDEs) with convection-dominated solutions: model reduction with implicit feature tracking. Traditional model reduction…

Numerical Analysis · Mathematics 2021-10-01 Marzieh Alireza Mirhoseini , Matthew J. Zahr

This work presents a convex-optimization-based framework for analysis and control of nonlinear partial differential equations. The approach uses a particular weak embedding of the nonlinear PDE, resulting in a linear equation in the space…

Optimization and Control · Mathematics 2018-04-23 Milan Korda , Didier Henrion , Jean-Bernard Lasserre

Convex relaxations based on different hierarchies of linear/semi-definite programs have been used recently to devise approximation algorithms for various optimization problems. The approximation guarantee of these algorithms improves with…

Data Structures and Algorithms · Computer Science 2015-03-20 Venkatesan Guruswami , Ali Kemal Sinop

We define a reduction mechanism for LP and SDP formulations that degrades approximation factors in a controlled fashion. Our reduction mechanism is a minor restriction of classical reductions establishing inapproximability in the context of…

Computational Complexity · Computer Science 2016-01-20 Gábor Braun , Sebastian Pokutta , Daniel Zink

We extend our work for compression of currents and varifolds to a compression algorithm for the embedded normal cycles representation of shape, restricted to the constant normal kernel case, using the Nystrom approximation in Reproducing…

Numerical Analysis · Mathematics 2026-05-26 Allen Paul , Neill Campbell , Tony Shardlow

Sparse additive models are families of $d$-variate functions that have the additive decomposition $f^* = \sum_{j \in S} f^*_j$, where $S$ is an unknown subset of cardinality $s \ll d$. In this paper, we consider the case where each…

Statistics Theory · Mathematics 2011-12-20 Garvesh Raskutti , Martin J. Wainwright , Bin Yu

The construction of highly incoherent frames, sequences of vectors placed on the unit hyper sphere of a finite dimensional Hilbert space with low correlation between them, has proven very difficult. Algorithms proposed in the past have…

Information Theory · Computer Science 2016-11-28 Cristian Rusu , Nuria González-Prelcic

Recently there is a line of research work proposing to employ Spectral Clustering (SC) to segment (group){Throughout the paper, we use segmentation, clustering, and grouping, and their verb forms, interchangeably.} high-dimensional…

Computer Vision and Pattern Recognition · Computer Science 2010-10-11 Yuzhao Ni , Ju Sun , Xiaotong Yuan , Shuicheng Yan , Loong-Fah Cheong

The worst-case robust adaptive beamforming problem for general-rank signal model is considered. Its formulation is to maximize the worst-case signal-to-interference-plus-noise ratio (SINR), incorporating a positive semidefinite constraint…

Signal Processing · Electrical Eng. & Systems 2018-05-15 Yongwei Huang , Sergiy A. Vorobyov

This paper focuses on finding reinforcement learning policies for control systems with hard state and action constraints. Despite its success in many domains, reinforcement learning is challenging to apply to problems with hard constraints,…

Machine Learning · Computer Science 2020-03-24 Liyuan Zheng , Yuanyuan Shi , Lillian J. Ratliff , Baosen Zhang

Many high-dimensional optimisation problems exhibit rich geometric structures in their set of minimisers, often forming smooth manifolds due to over-parametrisation or symmetries. When this structure is known, at least locally, it can be…

Optimization and Control · Mathematics 2025-10-27 Evan Markou , Thalaiyasingam Ajanthan , Stephen Gould

In supervised binary hashing, one wants to learn a function that maps a high-dimensional feature vector to a vector of binary codes, for application to fast image retrieval. This typically results in a difficult optimization problem,…

Machine Learning · Computer Science 2016-02-08 Ramin Raziperchikolaei , Miguel Á. Carreira-Perpiñán

Generalizing both mixed-integer linear optimization and convex optimization, mixed-integer convex optimization possesses broad modeling power but has seen relatively few advances in general-purpose solvers in recent years. In this paper, we…

Optimization and Control · Mathematics 2017-09-18 Miles Lubin , Emre Yamangil , Russell Bent , Juan Pablo Vielma

Informed learning is an emerging field in machine learning that aims to compensate for insufficient data with prior knowledge. Shape knowledge covers many types of prior knowledge concerning the relationship of a function's output with…

Optimization and Control · Mathematics 2024-09-26 Miltiadis Poursanidis , Patrick Link , Jochen Schmid , Uwe Teicher

This work is on constrained large-scale non-convex optimization where the constraint set implies a manifold structure. Solving such problems is important in a multitude of fundamental machine learning tasks. Recent advances on Riemannian…

Machine Learning · Computer Science 2023-02-23 Yian Deng , Tingting Mu

In the optimization of convex domains under a PDE constraint numerical difficulties arise in the approximation of convex domains in $\mathbb{R}^3$. Previous research used a restriction to rotationally symmetric domains to reduce shape…

Numerical Analysis · Mathematics 2023-11-23 Sören Bartels , Hedwig Keller , Gerd Wachsmuth

Submodular continuous functions are a category of (generally) non-convex/non-concave functions with a wide spectrum of applications. We characterize these functions and demonstrate that they can be maximized efficiently with approximation…

Machine Learning · Computer Science 2019-05-07 Andrew An Bian , Baharan Mirzasoleiman , Joachim M. Buhmann , Andreas Krause

We derive computationally tractable formulations of the robust counterparts of convex quadratic and conic quadratic constraints that are concave in matrix-valued uncertain parameters. We do this for a broad range of uncertainty sets. In…

Optimization and Control · Mathematics 2022-04-07 Ahmadreza Marandi , Aharon Ben-Tal , Dick den Hertog , Bertrand Melenberg