Related papers: On Sparsification of Stochastic Packing Problems

The stable principal component pursuit (SPCP) problem is a non-smooth convex optimization problem, the solution of which has been shown both in theory and in practice to enable one to recover the low rank and sparse components of a matrix…

The sparse matrix compression problem asks for a one-dimensional representation of a binary $n \times \ell$ matrix, formed by an integer array of row indices and a shift function for each row, such that accessing a matrix entry is possible…

This work considers the problem of computing the canonical polyadic decomposition (CPD) of large tensors. Prior works mostly leverage data sparsity to handle this problem, which is not suitable for handling dense tensors that often arise in…

We consider adaptive approximations of the parameter-to-solution map for elliptic operator equations depending on a large or infinite number of parameters, comparing approximation strategies of different degrees of nonlinearity: sparse…

In many real-world problems, we are dealing with collections of high-dimensional data, such as images, videos, text and web documents, DNA microarray data, and more. Often, high-dimensional data lie close to low-dimensional structures…

Stochastic optimization algorithms update models with cheap per-iteration costs sequentially, which makes them amenable for large-scale data analysis. Such algorithms have been widely studied for structured sparse models where the sparsity…

Sparse Principal Component Analysis (sPCA) is a cardinal technique for obtaining combinations of features, or principal components (PCs), that explain the variance of high-dimensional datasets in an interpretable manner. This involves…

Discrete stochastic optimization considers the problem of minimizing (or maximizing) loss functions defined on discrete sets, where only noisy measurements of the loss functions are available. The discrete stochastic optimization problem is…

Maximum matching is one of the most fundamental combinatorial optimization problems with applications in various contexts such as balanced clustering, data mining, resource allocation, and online advertisement. In many of these…

Discrepancy theory provides powerful tools for producing higher-quality objects which "beat the union bound" in fundamental settings throughout combinatorics and computer science. However, this quality has often come at the price of more…

We propose an efficient ADMM method with guarantees for high-dimensional problems. We provide explicit bounds for the sparse optimization problem and the noisy matrix decomposition problem. For sparse optimization, we establish that the…

In this paper we discuss an application of Stochastic Approximation to statistical estimation of high-dimensional sparse parameters. The proposed solution reduces to resolving a penalized stochastic optimization problem on each stage of a…

In the Demand Strip Packing problem (DSP), we are given a time interval and a collection of tasks, each characterized by a processing time and a demand for a given resource (such as electricity, computational power, etc.). A feasible…

We have formulated the problem of generating periodic dense paritcle packings as an optimization problem called the Adaptive Shrinking Cell (ASC) formulation [S. Torquato and Y. Jiao, Phys. Rev. E {\bf 80}, 041104 (2009)]. Because the…

We formulate the sparse classification problem of $n$ samples with $p$ features as a binary convex optimization problem and propose a cutting-plane algorithm to solve it exactly. For sparse logistic regression and sparse SVM, our algorithm…

We give the first approximation algorithm for mixed packing and covering semidefinite programs (SDPs) with polylogarithmic dependence on width. Mixed packing and covering SDPs constitute a fundamental algorithmic primitive with recent…

Several challenges make it difficult for sparse neural networks to compete with dense models. First, setting a large fraction of weights to zero impairs forward and gradient signal propagation. Second, sparse studies often need to test…

We study the algorithmic complexity of partitioning the vertex set of a given (di)graph into a small number of paths. The Path Partition problem (PP) has been studied extensively, as it includes Hamiltonian Path as a special case. The…

This work proposes a framework, embedded within the Performance Estimation framework (PEP), for obtaining worst-case performance guarantees on stochastic first-order methods. Given a first-order method, a function class, and a noise model…

Graphs arising in statistical problems, signal processing, large networks, combinatorial optimization, and data analysis are often dense, which causes both computational and storage bottlenecks. One way of \textit{sparsifying} a…