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A randomized algorithm for computing a compressed representation of a given rank-structured matrix $A \in \mathbb{R}^{N\times N}$ is presented. The algorithm interacts with $A$ only through its action on vectors. Specifically, it draws two…

Numerical Analysis · Mathematics 2024-06-25 James Levitt , Per-Gunnar Martinsson

Convex optimization with equality and inequality constraints is a ubiquitous problem in several optimization and control problems in large-scale systems. Recently there has been a lot of interest in establishing accelerated convergence of…

Optimization and Control · Mathematics 2023-07-06 Anjali Parashar , Priyank Srivastava , Anuradha M. Annaswamy

Max-affine regression refers to a model where the unknown regression function is modeled as a maximum of $k$ unknown affine functions for a fixed $k \geq 1$. This generalizes linear regression and (real) phase retrieval, and is closely…

Machine Learning · Statistics 2019-06-24 Avishek Ghosh , Ashwin Pananjady , Adityanand Guntuboyina , Kannan Ramchandran

We associate to each Boolean function a polynomial whose evaluations represents the distances from all possible Boolean affine functions. Both determining the coefficients of this polynomial from the truth table of the Boolean function and…

Information Theory · Computer Science 2014-04-11 Emanuele Bellini

We obtain a new lower bound on the information-based complexity of first-order minimization of smooth and convex functions. We show that the bound matches the worst-case performance of the recently introduced Optimized Gradient Method,…

Optimization and Control · Mathematics 2016-06-07 Yoel Drori

We define a new class of set functions that in addition to being monotone and subadditive, also admit a very limited form of submodularity defined over a permutation of the ground set. We refer to this permutation as a submodular order.…

Optimization and Control · Mathematics 2024-03-01 Rajan Udwani

We present a simple transformation of any linear program or semidefinite program into an equivalent convex optimization problem whose only constraints are linear equations. The objective function is defined on the whole space, making…

Optimization and Control · Mathematics 2014-10-07 James Renegar

Two classes of algorithms for optimization in the presence of noise are presented, that do not require the evaluation of the objective function. The first generalizes the well-known Adagrad method. Its complexity is then analyzed as a…

Optimization and Control · Mathematics 2025-01-30 S. Gratton , S. Jerad , Ph. L. Toint

Maximizing a single submodular set function subject to a cardinality constraint is a well-studied and central topic in combinatorial optimization. However, finding a set that maximizes multiple functions at the same time is much less…

Data Structures and Algorithms · Computer Science 2025-05-16 Fabian Spaeh , Atsushi Miyauchi

We present an algorithmic equivalent statement to the Jacobian conjecture. Given a polynomial map F on an affine space of dimension n, our algorithm constructs n sequences of polynomials such that F is invertible if and only if the zero…

Commutative Algebra · Mathematics 2015-06-05 Elzbieta Adamus , Pawel Bogdan , Teresa Crespo , Zbigniew Hajto

Let $k$ be a locally compact complete field with respect to a discrete valuation $v$. Let $\oo$ be the valuation ring, $\m$ the maximal ideal and $F(x)\in\oo[x]$ a monic separable polynomial of degree $n$. Let $\delta=v(\dsc(F))$. The…

Number Theory · Mathematics 2012-04-23 Jens-Dietrich Bauch , Enric Nart , Hayden D. Stainsby

Complex-valued harmonic functions that are univalent and sense-preserving in the open unit disk are widely studied. A new methodology is employed to construct subclasses of univalent harmonic mappings from a given subfamily of univalent…

Complex Variables · Mathematics 2012-09-04 Sumit Nagpal , V. Ravichandran

The convergence rate of various first-order optimization algorithms is a pivotal concern within the numerical optimization community, as it directly reflects the efficiency of these algorithms across different optimization problems. Our…

Optimization and Control · Mathematics 2024-07-23 Chenyi Li , Ziyu Wang , Wanyi He , Yuxuan Wu , Shengyang Xu , Zaiwen Wen

We present algorithms and heuristics to compute the characteristic polynomial of a matrix given its minimal polynomial. The matrix is represented as a black-box, i.e., by a function to compute its matrix-vector product. The methods apply to…

Symbolic Computation · Computer Science 2009-05-18 Jean-Guillaume Dumas , Clément Pernet , B. David Saunders

Neural networks are commonly regarded as black boxes performing incomprehensible functions. For classification problems networks provide maps from high dimensional feature space to K-dimensional image space. Images of training vector are…

Neural and Evolutionary Computing · Computer Science 2018-02-26 Wlodzislaw Duch

We consider the problem of minimizing a linear function over an affine section of the cone of positive semidefinite matrices, with the additional constraint that the feasible matrix has prescribed rank. When the rank constraint is active,…

Systems and Control · Computer Science 2016-11-22 Simone Naldi

We investigate the information complexity of mixed-integer convex optimization under different types of oracles. We establish new lower bounds for the standard first-order oracle, improving upon the previous best known lower bound. This…

Optimization and Control · Mathematics 2023-08-23 Amitabh Basu , Hongyi Jiang , Phillip Kerger , Marco Molinaro

An algorithm is presented for approximating arbitrary powers of a black box unitary operation, $\mathcal{U}^t$, where $t$ is a real number, and $\mathcal{U}$ is a black box implementing an unknown unitary. The complexity of this algorithm…

Quantum Physics · Physics 2009-04-24 L. Sheridan , D. Maslov , M. Mosca

We present two first-order, sequential optimization algorithms to solve constrained optimization problems. We consider a black-box setting with a priori unknown, non-convex objective and constraint functions that have Lipschitz continuous…

Optimization and Control · Mathematics 2020-11-19 Abraham P. Vinod , Arie Israel , Ufuk Topcu

Optimal uncertainty quantification (OUQ) is a framework for numerical extreme-case analysis of stochastic systems with imperfect knowledge of the underlying probability distribution. This paper presents sufficient conditions under which an…

Optimization and Control · Mathematics 2015-04-29 Shuo Han , Molei Tao , Ufuk Topcu , Houman Owhadi , Richard M. Murray