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In this work, we develop a fast hierarchical solver for solving large, sparse least squares problems. We build upon the algorithm, spaQR (sparsified QR), that was developed by the authors to solve large sparse linear systems. Our algorithm…

Numerical Analysis · Mathematics 2021-03-05 Abeynaya Gnanasekaran , Eric Darve

Sparse tensors arise in problems in science, engineering, machine learning, and data analytics. Programs that operate on such tensors can exploit sparsity to reduce storage requirements and computational time. Developing and maintaining…

Programming Languages · Computer Science 2022-09-20 Aart J. C. Bik , Penporn Koanantakool , Tatiana Shpeisman , Nicolas Vasilache , Bixia Zheng , Fredrik Kjolstad

We study the Sparse Plus Low-Rank decomposition problem (SLR), which is the problem of decomposing a corrupted data matrix into a sparse matrix of perturbations plus a low-rank matrix containing the ground truth. SLR is a fundamental…

Machine Learning · Statistics 2023-11-15 Dimitris Bertsimas , Ryan Cory-Wright , Nicholas A. G. Johnson

Many problems in robotics require reasoning over a mix of continuous dynamics and discrete events, such as making and breaking contact in manipulation and locomotion. These problems are locally well modeled by linear complementarity…

Robotics · Computer Science 2026-04-28 Arun L. Bishop , Micah I. Reich , Zachary Manchester

In our paper, we consider the following general problems: check feasibility, count the number of feasible solutions, find an optimal solution, and count the number of optimal solutions in $P \cap Z^n$, assuming that $P$ is a polyhedron,…

Computational Complexity · Computer Science 2024-01-23 Dmitry Gribanov , Dmitry Malyshev , Nikolai Zolotykh

Virtual machine consolidation describes the process of reallocation of virtual machines (VMs) on a set of target servers. It can be formulated as a mixed integer linear programming problem which is proven to be an NP-hard problem. In this…

Optimization and Control · Mathematics 2022-12-29 Jiang-Yao Luo , Jian-Hua Yuan

A new algorithm for solving the solution of the linear-quadratic optimization problem (LQP) with unseparated boundary conditions in the continuous case is given. Using the properties of symmetry of the corresponding Hamiltonian matrix, the…

Optimization and Control · Mathematics 2019-04-16 Fikret Aliev , M. Mutallimov

Any satisfiability problem in conjunctive normal form can be solved in polynomial time by reducing it to a 3-sat formulation and transforming this to a Linear Complementarity problem (LCP) which is then solved as a linear program (LP). Any…

Computational Complexity · Computer Science 2018-01-31 Giacomo Patrizi

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

Sparse tensor decomposition and completion are common in numerous applications, ranging from machine learning to computational quantum chemistry. Typically, the main bottleneck in optimization of these models are contractions of a single…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-07-17 Raghavendra Kanakagiri , Edgar Solomonik

A polynomial matrix inequality is a formula asserting that a polynomial matrix is positive semidefinite. Polynomial matrix optimization concerns minimizing the smallest eigenvalue of a symmetric polynomial matrix subject to a tuple of…

Optimization and Control · Mathematics 2025-06-06 Jared Miller , Jie Wang , Feng Guo

In this paper, we establish a new approach to solve the tensor complementarity problem (TCP). A mixed integer programming model is given and the TCP is solved by solving the model. The TCP is shown to be formulated as an equivalent mixed…

Optimization and Control · Mathematics 2018-04-03 Shouqiang Du , Liping Zhang

In this paper we introduce an open-source software package written in C++ for efficiently finding solutions to quadratic programming problems with linear complementarity constraints. These problems arise in a wide range of applications in…

Optimization and Control · Mathematics 2025-02-18 Jonas Hall , Armin Nurkanovic , Florian Messerer , Moritz Diehl

We consider the problem of recovering a partially sparse solution of an underdetermined system of linear equations by minimizing the $\ell_1$-norm of the part of the solution vector which is known to be sparse. Such a problem is closely…

Information Theory · Computer Science 2013-04-11 Afonso S. Bandeira , Katya Scheinberg , Luis Nunes Vicente

In this paper, we propose a new sequential quadratic semidefinite programming (SQSDP) method for solving degenerate nonlinear semidefinite programs (NSDPs), in which we produce iteration points by solving a sequence of stabilized quadratic…

Optimization and Control · Mathematics 2022-11-09 Yuya Yamakawa , Takayuki Okuno

We consider the problem of reconstructing an infinite set of sparse, finite-dimensional vectors, that share a common sparsity pattern, from incomplete measurements. This is in contrast to the work [17], where the single vector signal can be…

Optimization and Control · Mathematics 2021-11-29 Nick Dexter , Hoang Tran , Clayton Webster

Tensor completion is a technique of filling missing elements of the incomplete data tensors. It being actively studied based on the convex optimization scheme such as nuclear-norm minimization. When given data tensors include some noises,…

Computer Vision and Pattern Recognition · Computer Science 2018-01-11 Tatsuya Yokota , Hidekata Hontani

In this paper, we propose a novel leaky least mean square (leaky LMS, LLMS) algorithm which employs a p-norm-like constraint to force the solution to be sparse in the application of system identification. As an extension of the LMS…

Systems and Control · Computer Science 2015-03-06 Yong Feng , Rui Zeng , Jiasong Wu

We consider a parametric convex quadratic programming, CQP, relaxation for the quadratic knapsack problem, QKP. This relaxation maintains partial quadratic information from the original QKP by perturbing the objective function to obtain a…

Optimization and Control · Mathematics 2019-06-11 Marcia Fampa , Daniela Cristina Lubke , Fei Wang , Henry Wolkowicz

We solve the analysis sparse coding problem considering a combination of convex and non-convex sparsity promoting penalties. The multi-penalty formulation results in an iterative algorithm involving proximal-averaging. We then unfold the…

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