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We study the algorithmic problem of estimating the mean of heavy-tailed random vector in $\mathbb{R}^d$, given $n$ i.i.d. samples. The goal is to design an efficient estimator that attains the optimal sub-gaussian error bound, only assuming…

Statistics Theory · Mathematics 2020-02-19 Zhixian Lei , Kyle Luh , Prayaag Venkat , Fred Zhang

A basic closed semialgebraic subset of $\mathbb{R}^{n}$ is defined by simultaneous polynomial inequalities $p_{1}\geq 0,\ldots,p_{m}\geq 0$. We consider Lasserre's relaxation hierarchy to solve the problem of minimizing a polynomial over…

Optimization and Control · Mathematics 2017-04-10 María López Quijorna

This paper studies how to compute global minimizers of the cubic-quartic regularization (CQR) problem \[ \min_{s \in \mathbb{R}^n} \quad f_0+g^Ts+\frac{1}{2}s^THs+\frac{\beta}{6} \| s \|^3+\frac{\sigma}{4} \| s \|^4, \] where $f_0$ is a…

Optimization and Control · Mathematics 2025-11-04 Jinling Zhou , Xin Liu , Jiawang Nie , Xindong Tang

Visualizing graphs using virtual physical models is probably the most heavily used technique for drawing graphs in practice. There are many algorithms that are efficient and produce high-quality layouts. If one requires that the layout also…

Discrete Mathematics · Computer Science 2013-09-09 Emden R. Gansner , Yifan Hu , Shankar Krishnan

Many estimation problems in robotics, computer vision, and learning require estimating unknown quantities in the face of outliers. Outliers are typically the result of incorrect data association or feature matching, and it is common to have…

Computer Vision and Pattern Recognition · Computer Science 2021-03-25 Jingnan Shi , Heng Yang , Luca Carlone

We show {\it semidefinite programming} (SDP) feasibility problem is equivalent to solving a {\it convex hull relaxation} (CHR) for a finite system of quadratic equations. On the one hand, this offers a simple description of SDP. On the…

Optimization and Control · Mathematics 2020-08-18 Bahman Kalantari

In this paper, we study several important geometric optimization problems arising in machine learning. First, we revisit the Minimum Enclosing Ball (MEB) problem in Euclidean space $\mathbb{R}^d$. The problem has been extensively studied…

Data Structures and Algorithms · Computer Science 2023-01-10 Hu Ding

We study high-dimensional sparse estimation tasks in a robust setting where a constant fraction of the dataset is adversarially corrupted. Specifically, we focus on the fundamental problems of robust sparse mean estimation and robust sparse…

Data Structures and Algorithms · Computer Science 2019-11-20 Ilias Diakonikolas , Sushrut Karmalkar , Daniel Kane , Eric Price , Alistair Stewart

We develop faster approximation algorithms for Metric-TSP building on recent, nearly linear time approximation schemes for the LP relaxation [Chekuri and Quanrud, 2017]. We show that the LP solution can be sparsified via cut-sparsification…

Data Structures and Algorithms · Computer Science 2018-02-06 Chandra Chekuri , Kent Quanrud

The task of robust linear estimation in the presence of outliers is of particular importance in signal processing, statistics and machine learning. Although the problem has been stated a few decades ago and solved using classical…

Information Theory · Computer Science 2023-07-19 George Papageorgiou , Pantelis Bouboulis , Sergios Theodoridis , Kostantinos Themelis

Optimal power flow (OPF) problem is a class of large-scale and non-convex optimization problem. Various algorithms are proposed to solve the challenging OPF problem. Recent studies show that semidefinite programming (SDP) can either provide…

Optimization and Control · Mathematics 2018-02-09 Chin-Yao Chang , Wei Zhang

In exact sparse optimization problems on Rd (also known as sparsity constrained problems), one looks for solution that have few nonzero components. In this paper, we consider problems where sparsity is exactly measured either by the…

Optimization and Control · Mathematics 2019-02-14 Jean-Philippe Chancelier , Michel De Lara , Ponts Paristech

Constrained non-convex optimization is fundamentally challenging, as global solutions are generally intractable and constraint qualifications may not hold. However, in many applications, including safe policy optimization in control and…

Optimization and Control · Mathematics 2025-11-14 Ilyas Fatkhullin , Niao He , Guanghui Lan , Florian Wolf

Given an affine space of matrices $\mathcal{L}$ and a matrix $\Theta\in \mathcal{L}$, consider the problem of computing the closest rank deficient matrix to $\Theta$ on $\mathcal{L}$ with respect to the Frobenius norm. This is a nonconvex…

Optimization and Control · Mathematics 2020-10-12 Diego Cifuentes

In recent years, semidefinite relaxations of common optimization problems in robotics have attracted growing attention due to their ability to provide globally optimal solutions. In many cases, it was shown that specific handcrafted…

Robotics · Computer Science 2024-10-03 Frederike Dümbgen , Connor Holmes , Ben Agro , Timothy D. Barfoot

Verifying that input-output relationships of a neural network conform to prescribed operational specifications is a key enabler towards deploying these networks in safety-critical applications. Semidefinite programming (SDP)-based…

Optimization and Control · Mathematics 2022-03-08 Robin Brown , Edward Schmerling , Navid Azizan , Marco Pavone

We introduce a new framework for unifying and systematizing the performance analysis of first-order black-box optimization algorithms for unconstrained convex minimization. The low-cost iteration complexity enjoyed by first-order algorithms…

Optimization and Control · Mathematics 2021-06-23 Sandra S. Y. Tan , Antonios Varvitsiotis , Vincent Y. F. Tan

Sparse estimation methods capable of tolerating outliers have been broadly investigated in the last decade. We contribute to this research considering high-dimensional regression problems contaminated by multiple mean-shift outliers which…

Methodology · Statistics 2025-10-21 Luca Insolia , Ana Kenney , Francesca Chiaromonte , Giovanni Felici

The degree-$4$ Sum-of-Squares (SoS) SDP relaxation is a powerful algorithm that captures the best known polynomial time algorithms for a broad range of problems including MaxCut, Sparsest Cut, all MaxCSPs and tensor PCA. Despite being an…

Computational Complexity · Computer Science 2019-11-05 Sidhanth Mohanty , Prasad Raghavendra , Jeff Xu

Absolute pose estimation is a fundamental problem in computer vision, and it is a typical parameter estimation problem, meaning that efforts to solve it will always suffer from outlier-contaminated data. Conventionally, for a fixed…

Computer Vision and Pattern Recognition · Computer Science 2019-12-17 Yinlong Liu , Xuechen Li , Manning Wang , Guang Chen , Zhijian Song , Alois Knoll
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