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This article aims to explain the Nested Benders algorithm for the solution of large-scale stochastic programming problems in a way that is intelligible to someone coming to it for the first time. In doing so it gives an explanation of…

Optimization and Control · Mathematics 2013-12-13 James Murphy

While several numerical techniques are available for predicting the dynamics of non-Markovian open quantum systems, most struggle with simulations for very long memory and propagation times, e.g., due to superlinear scaling with the number…

Quantum Physics · Physics 2025-05-01 Moritz Cygorek , Jonathan Keeling , Brendon W. Lovett , Erik M. Gauger

Attempts of studying implicit regularization associated to gradient descent (GD) have identified matrix completion as a suitable test-bed. Late findings suggest that this phenomenon cannot be phrased as a minimization-norm problem, implying…

Artificial Intelligence · Computer Science 2021-05-05 Paolo Milanesi , Hachem Kadri , Stéphane Ayache , Thierry Artières

We prove that multilinear (tensor) analogues of many efficiently computable problems in numerical linear algebra are NP-hard. Our list here includes: determining the feasibility of a system of bilinear equations, deciding whether a 3-tensor…

Computational Complexity · Computer Science 2013-07-02 Christopher Hillar , Lek-Heng Lim

Specialized function gradient computing hardware could greatly improve the performance of state-of-the-art optimization algorithms, e.g., based on gradient descent or conjugate gradient methods that are at the core of control, machine…

In this paper, we develop new first-order method for composite non-convex minimization problems with simple constraints and inexact oracle. The objective function is given as a sum of "`hard"', possibly non-convex part, and "`simple"'…

Optimization and Control · Mathematics 2017-03-28 Pavel Dvurechensky

Bilevel programs (BPs) find a wide range of applications in fields such as energy, transportation, and machine learning. As compared to BPs with continuous (linear/convex) optimization problems in both levels, the BPs with discrete decision…

Optimization and Control · Mathematics 2024-07-25 Bo Zhou , Ruiwei Jiang , Siqian Shen

Training neural networks is a challenging non-convex optimization problem, and backpropagation or gradient descent can get stuck in spurious local optima. We propose a novel algorithm based on tensor decomposition for guaranteed training of…

Machine Learning · Computer Science 2016-01-13 Majid Janzamin , Hanie Sedghi , Anima Anandkumar

In the present paper we propose two new algorithms of tensor completion for three-order tensors. The proposed methods consist in minimizing the average rank of the underlying tensor using its approximate function namely the tensor nuclear…

Numerical Analysis · Mathematics 2021-02-23 A. H. Bentbib , A. El Hachimi , K. Jbilou , A. Ratnani

Marginal Structural Models (MSM) are the most popular models for causal inference from time-series observational data. However, they have two main drawbacks: (a) they do not capture subject heterogeneity, and (b) they only consider fixed…

Machine Learning · Computer Science 2020-10-19 Debmalya Mandal , David Parkes

Network alignment has extensive applications in comparative interactomics. Traditional approaches aim to simultaneously maximize the number of conserved edges and the underlying similarity of aligned entities. We propose a novel formulation…

Computational Engineering, Finance, and Science · Computer Science 2018-08-23 Shahin Mohammadi , David Gleich , Tamara Kolda , Ananth Grama

To efficiently express tensor data using the Tucker format, a critical task is to minimize the multilinear rank such that the model would not be over-flexible and lead to overfitting. Due to the lack of rank minimization tools in tensor,…

Signal Processing · Electrical Eng. & Systems 2024-09-11 Xueke Tong , Hancheng Zhu , Lei Cheng , Yik-Chung Wu

Tensors, which give a faithful and effective representation to deliver the intrinsic structure of multi-dimensional data, play a crucial role in an increasing number of signal processing and machine learning problems. However, tensor data…

Machine Learning · Statistics 2026-02-17 Tong Wu

The Neural Tangent Kernel (NTK) viewpoint is widely employed to analyze the training dynamics of overparameterized Physics-Informed Neural Networks (PINNs). However, unlike the case of linear Partial Differential Equations (PDEs), we show…

Machine Learning · Computer Science 2024-11-01 Andrea Bonfanti , Giuseppe Bruno , Cristina Cipriani

In this paper, we propose a a gradient-based neural network model to solve the mathematical programming problems with complementary constraints (MPCC). In order to facilitate tractable optimization, the problem MPCC is transformed via a…

Optimization and Control · Mathematics 2026-03-24 Anurag Jayswal , Ajeet Kumar

In this work, we introduce an interior-point method that employs tensor decompositions to efficiently represent and manipulate the variables and constraints of semidefinite programs, targeting problems where the solutions may not be…

Optimization and Control · Mathematics 2025-09-16 Frederik Kelbel , Sergey Dolgov , Dante Kalise , Alessandra Russo

Robust tensor completion (RTC) aims to recover a low-rank tensor from its incomplete observation with outlier corruption. The recently proposed tensor ring (TR) model has demonstrated superiority in solving the RTC problem. However, the…

Machine Learning · Computer Science 2023-02-16 Zhenhao Huang , Yuning Qiu , Xinqi Chen , Weijun Sun , Guoxu Zhou

Low rank tensor ring model is powerful for image completion which recovers missing entries in data acquisition and transformation. The recently proposed tensor ring (TR) based completion algorithms generally solve the low rank optimization…

Machine Learning · Statistics 2021-04-07 Zhen Long , Ce Zhu , Jiani Liu , Yipeng Liu

Graph modification problems, which aim to find a small set of modifications to a graph so that it satisfies a desired property, have been studied for several special graph classes. The literature is rather rich in NP-completeness results…

Discrete Mathematics · Computer Science 2025-07-30 Burak Nur Erdem , Tınaz Ekim , Zeki Caner Taşkın

We consider the problem of finding the smallest or largest entry of a tensor of order N that is specified via its rank decomposition. Stated in a different way, we are given N sets of R-dimensional vectors and we wish to select one vector…

Signal Processing · Electrical Eng. & Systems 2023-12-25 Nicholas D. Sidiropoulos , Paris Karakasis , Aritra Konar