Related papers: SuperDC: Stable superfast divide-and-conquer eigen…
Several supermodular losses have been shown to improve the perceptual quality of image segmentation in a discriminative framework such as a structured output support vector machine (SVM). These loss functions do not necessarily have the…
Divide and Conquer (D&C) is a widely used algorithmic strategy for symmetric eigenvalue decomposition. Its natural parallelism makes D&C attractive on modern multicore CPUs and GPUs, but existing eigenvalue-only routines often default to…
We propose a rank-one Riemannian subspace descent algorithm for computing symmetric positive definite (SPD) solutions to nonlinear matrix equations arising in control theory, dynamic programming, and stochastic filtering. For solution…
Chordal and factor-width decomposition methods for semidefinite programming and polynomial optimization have recently enabled the analysis and control of large-scale linear systems and medium-scale nonlinear systems. Chordal decomposition…
This paper proposes a transient stability-driven planning framework for the optimal sizing problem of resilient AC/DC hybrid microgrids (HMGs) under different types of contingencies, capturing frequency and voltage stability requirements as…
This work proposes a method for solving linear stochastic optimal control (SOC) problems using sum of squares and semidefinite programming. Previous work had used polynomial optimization to approximate the value function, requiring a high…
A thorough backward stability analysis of Hotelling's deflation, an explicit external deflation procedure through low-rank updates for computing many eigenpairs of a symmetric matrix, is presented. Computable upper bounds of the loss of the…
We introduce Sieve-SDP, a simple facial reduction algorithm to preprocess semidefinite programs (SDPs). Sieve-SDP inspects the constraints of the problem to detect lack of strict feasibility, deletes redundant rows and columns, and reduces…
Many problems in control theory can be formulated as semidefinite programs (SDPs). For large-scale SDPs, it is important to exploit the inherent sparsity to improve the scalability. This paper develops efficient first-order methods to solve…
Semidefinite programs (SDPs) are a fundamental class of optimization problems with important recent applications in approximation algorithms, quantum complexity, robust learning, algorithmic rounding, and adversarial deep learning. This…
It is NP-complete to find non-negative factors $W$ and $H$ with fixed rank $r$ from a non-negative matrix $X$ by minimizing $\|X-WH^\top\|_F^2$. Although the separability assumption (all data points are in the conical hull of the extreme…
Semidefinite programs (SDPs) are standard convex problems that are frequently found in control and optimization applications. Interior-point methods can solve SDPs in polynomial time up to arbitrary accuracy, but scale poorly as the size of…
This paper describes a set of rational filtering algorithms to compute a few eigenvalues (and associated eigenvectors) of non-Hermitian matrix pencils. Our interest lies in computing eigenvalues located inside a given disk, and the proposed…
A new concept, decomposition-unstable (DU) variety of a parametric polynomial system, is introduced in this paper and the stabilities of several triangular decomposition methods, such as characteristic set decomposition, relatively…
We propose a divide-and-conquer (DAC) algorithm for constrained convex optimization over networks, where the global objective is the sum of local objectives attached to individual agents. The algorithm is fully distributed: each iteration…
The calculation of a segment of eigenvalues and their corresponding eigenvectors of a Hermitian matrix or matrix pencil has many applications. A new density-matrix-based algorithm has been proposed recently and a software package FEAST has…
In many wireless networks, there is no fixed physical backbone nor centralized network management. The nodes of such a network have to self-organize in order to maintain a virtual backbone used to route messages. Moreover, any node of the…
Hyperdimensional computing (HDC) is a brain-inspired paradigm valued for its noise robustness, parallelism, energy efficiency, and low computational overhead. Hardware accelerators are being explored to further enhance their performance,…
Bilevel hyperparameter optimization has received growing attention thanks to the fast development of machine learning. Due to the tremendous size of data sets, the scale of bilevel hyperparameter optimization problem could be extremely…
The linearly constrained matrix rank minimization problem is widely applicable in many fields such as control, signal processing and system identification. The tightest convex relaxation of this problem is the linearly constrained nuclear…