Related papers: Hierarchical Orthogonal Factorization: Sparse Leas…
We consider a class of $\ell_0$-regularized linear-quadratic (LQ) optimal control problems. This class of problems is obtained by augmenting a penalizing sparsity measure to the cost objective of the standard linear-quadratic regulator…
Recovering low-rank and sparse matrices from incomplete or corrupted observations is an important problem in machine learning, statistics, bioinformatics, computer vision, as well as signal and image processing. In theory, this problem can…
Approximate matrix multiplication with limited space has received ever-increasing attention due to the emergence of large-scale applications. Recently, based on a popular matrix sketching algorithm -- frequent directions, previous work has…
Sparse matrix factorization is the problem of approximating a matrix $\mathbf{Z}$ by a product of $J$ sparse factors $\mathbf{X}^{(J)} \mathbf{X}^{(J-1)} \ldots \mathbf{X}^{(1)}$. This paper focuses on identifiability issues that appear in…
The CUR decomposition provides an approximation of a matrix $X$ that has low reconstruction error and that is sparse in the sense that the resulting approximation lies in the span of only a few columns of $X$. In this regard, it appears to…
Reduction of communication and efficient partitioning are key issues for achieving scalability in hierarchical $N$-Body algorithms like FMM. In the present work, we propose four independent strategies to improve partitioning and reduce…
Suffix tree (and the closely related suffix array) are fundamental structures capturing all substrings of a given text essentially by storing all its suffixes in the lexicographical order. In some applications, we work with a subset of $b$…
We investigate iterative methods with randomized preconditioners for solving overdetermined least-squares problems, where the preconditioners are based on a random embedding of the data matrix. We consider two distinct approaches: the…
The procedure of Least Square-Errors curve fitting is extensively used in many computer applications for fitting a polynomial curve of a given degree to approximate a set of data. Although various methodologies exist to carry out curve…
This work presents a general framework for solving the low rank and/or sparse matrix minimization problems, which may involve multiple non-smooth terms. The Iteratively Reweighted Least Squares (IRLS) method is a fast solver, which smooths…
We develop a new algorithmic framework for designing approximation algorithms for cut-based optimization problems on capacitated undirected graphs that undergo edge insertions and deletions. Specifically, our framework dynamically maintains…
Graph sparsification underlies a large number of algorithms, ranging from approximation algorithms for cut problems to solvers for linear systems in the graph Laplacian. In its strongest form, "spectral sparsification" reduces the number of…
In this paper, a new method is proposed for sparse PCA based on the recursive divide-and-conquer methodology. The main idea is to separate the original sparse PCA problem into a series of much simpler sub-problems, each having a closed-form…
Given a planar graph G on n vertices and an integer parameter r<n, an r-division of G with few holes is a decomposition of G into O(n/r) regions of size at most r such that each region contains at most a constant number of faces that are…
This paper presents an algorithm to solve the infinite horizon constrained linear quadratic regulator (CLQR) problem using operator splitting methods. First, the CLQR problem is reformulated as a (finite-time) model predictive control (MPC)…
Sparse Principal Component Analysis (SPCA) is an important technique for high-dimensional data analysis, improving interpretability by imposing sparsity on principal components. However, existing methods often fail to simultaneously…
In this paper, we investigate optimization problems with nonnegative and orthogonal constraints, where any feasible matrix of size $n \times p$ exhibits a sparsity pattern such that each row accommodates at most one nonzero entry. Our…
In this paper, we propose a sparse least squares (SLS) optimization model for solving multilinear equations, in which the sparsity constraint on the solutions can effectively reduce storage and computation costs. By employing variational…
We focus on solving the clustered lasso problem, which is a least squares problem with the $\ell_1$-type penalties imposed on both the coefficients and their pairwise differences to learn the group structure of the regression parameters.…
Sparse suffix sorting is the problem of sorting $b=o(n)$ suffixes of a string of length $n$. Efficient sparse suffix sorting algorithms have existed for more than a decade. Despite the multitude of works and their justified claims for…