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The solution of large, sparse constrained least-squares problems is a staple in scientific and engineering applications. However, currently available codes for such problems are proprietary or based on MATLAB. We announce a freely available…
We consider the multilinear pagerank problem studied in [Gleich, Lim and Yu, Multilinear Pagerank, 2015], which is a system of quadratic equations with stochasticity and nonnegativity constraints. We use the theory of quadratic vector…
There is a recent interest on first-order methods for linear programming (LP). In this paper,we propose a stochastic algorithm using variance reduction and restarts for solving sharp primal-dual problems such as LP. We show that the…
The existence of a pivot rule for the simplex method that guarantees a strongly polynomial run-time is a longstanding, fundamental open problem in the theory of linear programming. The leading pivot rule in theory is the shadow pivot rule,…
Many problems in machine learning can be solved by rounding the solution of an appropriate linear program (LP). This paper shows that we can recover solutions of comparable quality by rounding an approximate LP solution instead of the ex-…
In this paper, we present the first outer approximation algorithm for multi-objective mixed-integer linear programming problems with any number of objectives. The algorithm also works for certain classes of non-linear programming problems.…
In random allocation rules, typically first an optimal fractional point is calculated via solving a linear program. The calculated point represents a fractional assignment of objects or more generally packages of objects to agents. In order…
A numerical method is developed to solve linear semi-infinite programming problem (LSIP) in which the iterates produced by the algorithm are feasible for the original problem. This is achieved by constructing a sequence of standard linear…
MAP inference for general energy functions remains a challenging problem. While most efforts are channeled towards improving the linear programming (LP) based relaxation, this work is motivated by the quadratic programming (QP) relaxation.…
Compute-and-Forward is an emerging technique to deal with interference. It allows the receiver to decode a suitably chosen integer linear combination of the transmitted messages. The integer coefficients should be adapted to the channel…
The aims of this article are two-fold. First, we give a geometric characterization of the optimal basic solutions of the general linear programming problem (no compactness assumptions) and provide a simple, self-contained proof of it…
We develop a new `subspace layered least squares' interior point method (IPM) for solving linear programs. Applied to an $n$-variable linear program in standard form, the iteration complexity of our IPM is up to an $O(n^{1.5} \log n)$…
In this article, we introduce a new technique for precision tuning. This problem consists of finding the least data types for numerical values such that the result of the computation satisfies some accuracy requirement. State of the art…
Convex quadratic programming (QP) is an important class of optimization problem with wide applications in practice. The classic QP solvers are based on either simplex or barrier method, both of which suffer from the scalability issue…
This paper improves the algorithms based on supporting halfspaces and quadratic programming for convex set intersection problems in our earlier paper in several directions. First, we give conditions so that much smaller quadratic programs…
Several algorithms are available in the literature for finding the entire set of Pareto-optimal solutions in MultiObjective Linear Programming (MOLP). However, it has not been proposed so far an interior point algorithm that finds all…
In this paper, we provide an affirmative answer to the long-standing question: Are GPUs useful in solving linear programming? We present cuPDLP.jl, a GPU implementation of restarted primal-dual hybrid gradient (PDHG) for solving linear…
We extend a primal-dual fixed point algorithm (PDFP) proposed in [5] to solve two kinds of separable multi-block minimization problems, arising in signal processing and imaging science. This work shows the flexibility of applying PDFP…
Semidefinite programming (SDP) is a powerful framework from convex optimization that has striking potential for data science applications. This paper develops a provably correct randomized algorithm for solving large, weakly constrained SDP…
This paper aims to find efficient solutions to a multi-objective optimization problem (MP) with convex polynomial data. To this end, a hybrid method, which allows us to transform problem (MP) into a scalar convex polynomial optimization…