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We analyze the conjugate gradient (CG) method with variable preconditioning for solving a linear system with a real symmetric positive definite (SPD) matrix of coefficients $A$. We assume that the preconditioner is SPD on each step, and…

Numerical Analysis · Mathematics 2007-12-24 Andrew V. Knyazev , Ilya Lashuk

This work analyzes the overall computational complexity of the stochastic Galerkin finite element method (SGFEM) for approximating the solution of parameterized elliptic partial differential equations with both affine and non-affine random…

Numerical Analysis · Mathematics 2020-01-22 Nick Dexter , Clayton Webster , Guannan Zhang

We investigate the problem of certifying optimality for sparse generalized linear models (GLMs), where sparsity is enforced through a cardinality constraint. While Branch-and-Bound (BnB) frameworks can certify optimality using perspective…

Optimization and Control · Mathematics 2026-03-03 Jiachang Liu , Andrea Lodi , Soroosh Shafiee

We study two NP-complete graph partition problems, $k$-equipartition problems and graph partition problems with knapsack constraints (GPKC). We introduce tight SDP relaxations with nonnegativity constraints to get lower bounds, the SDP…

Optimization and Control · Mathematics 2022-03-24 Angelika Wiegele , Shudian Zhao

The Gromov-Wasserstein (GW) distance is an extension of the optimal transport problem that allows one to match objects between incomparable spaces. At its core, the GW distance is specified as the solution of a non-convex quadratic program…

Optimization and Control · Mathematics 2024-10-17 Junyu Chen , Binh T. Nguyen , Shang Hui Koh , Yong Sheng Soh

The maximum independent set problem is a classic optimization problem that has also been studied quite intensively in the distributed setting. While the problem is hard to approximate in general, there are good approximation algorithms…

Data Structures and Algorithms · Computer Science 2025-06-13 Salwa Faour , Fabian Kuhn

Constraint Satisfaction Problem (CSP) is a framework for modeling and solving a variety of real-world problems. Once the problem is expressed as a finite set of constraints, the goal is to find the variables' values satisfying them. Even…

Discrete Mathematics · Computer Science 2019-05-23 Rachid Oucheikh , Ismail Berrada , Outman El Hichami

As interest in graph data has grown in recent years, the computation of various geometric tools has become essential. In some area such as mesh processing, they often rely on the computation of geodesics and shortest paths in discretized…

Computational Geometry · Computer Science 2023-03-28 Marc Theveneau , Nicolas Keriven

This paper introduces a new robust interior point method analysis for semidefinite programming (SDP). This new robust analysis can be combined with either logarithmic barrier or hybrid barrier. Under this new framework, we can improve the…

Optimization and Control · Mathematics 2021-11-22 Baihe Huang , Shunhua Jiang , Zhao Song , Runzhou Tao , Ruizhe Zhang

Approximate inference in probabilistic graphical models (PGMs) can be grouped into deterministic methods and Monte-Carlo-based methods. The former can often provide accurate and rapid inferences, but are typically associated with biases…

Machine Learning · Statistics 2019-01-09 Fredrik Lindsten , Jouni Helske , Matti Vihola

In this paper we consider the problem of distributed nonlinear optimisation of a separable convex cost function over a graph subject to cone constraints. We show how to generalise, using convex analysis, monotone operator theory and…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-05-16 Richard Heusdens , Guoqiang Zhang

Semidefinite programs are generally challenging to solve due to their high dimensionality. Burer and Monteiro developed a non-convex approach to solve linear SDP problems by applying its low rank property. Their approach is fast because…

Optimization and Control · Mathematics 2022-08-04 Tianyun Tang , Kim-Chuan Toh

We present a new deterministic algorithm for distributed weighted all pairs shortest paths (APSP) in both undirected and directed graphs. Our algorithm runs in $\tilde{O}(n^{4/3})$ rounds in the Congest models on graphs with arbitrary edge…

Data Structures and Algorithms · Computer Science 2020-05-20 Udit Agarwal , Vijaya Ramachandran

We propose a new homotopy-based conditional gradient method for solving convex optimization problems with a large number of simple conic constraints. Instances of this template naturally appear in semidefinite programming problems arising…

Optimization and Control · Mathematics 2025-01-31 Pavel Dvurechensky , Gabriele Iommazzo , Shimrit Shtern , Mathias Staudigl

The technique of semidefinite programming (SDP) relaxation can be used to obtain a nontrivial bound on the optimal value of a nonconvex quadratically constrained quadratic program (QCQP). We explore concave quadratic inequalities that hold…

Optimization and Control · Mathematics 2016-09-30 Jaehyun Park , Stephen Boyd

In the maximum constraint satisfaction problem (MAX CSP), one is given a finite collection of (possibly weighted) constraints on overlapping sets of variables, and the goal is to assign values from a given finite domain to the variables so…

Computational Complexity · Computer Science 2007-05-23 Vladimir Deineko , Peter Jonsson , Mikael Klasson , Andrei Krokhin

We consider the NP-hard problem of minimizing a convex quadratic function over the integer lattice ${\bf Z}^n$. We present a simple semidefinite programming (SDP) relaxation for obtaining a nontrivial lower bound on the optimal value of the…

Optimization and Control · Mathematics 2017-03-16 Jaehyun Park , Stephen Boyd

We study solution methods for (strongly-)convex-(strongly)-concave Saddle-Point Problems (SPPs) over networks of two type - master/workers (thus centralized) architectures and meshed (thus decentralized) networks. The local functions at…

Optimization and Control · Mathematics 2022-08-23 Aleksandr Beznosikov , Gesualdo Scutari , Alexander Rogozin , Alexander Gasnikov

Topology optimization of frame structures under free-vibration eigenvalue constraints constitutes a challenging nonconvex polynomial optimization problem with disconnected feasible sets. In this article, we first formulate it as a…

Optimization and Control · Mathematics 2025-09-08 Marek Tyburec , Michal Kočvara , Marouan Handa , Jan Zeman

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…

Optimization and Control · Mathematics 2021-03-26 Alp Yurtsever , Joel A. Tropp , Olivier Fercoq , Madeleine Udell , Volkan Cevher