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Sparse recovery is one of the most fundamental and well-studied inverse problems. Standard statistical formulations of the problem are provably solved by general convex programming techniques and more practical, fast (nearly-linear time)…

Data Structures and Algorithms · Computer Science 2022-03-09 Jonathan A. Kelner , Jerry Li , Allen Liu , Aaron Sidford , Kevin Tian

We propose novel necessary and sufficient conditions for a sensing matrix to be "$s$-good" - to allow for exact $\ell_1$-recovery of sparse signals with $s$ nonzero entries when no measurement noise is present. Then we express the error…

Optimization and Control · Mathematics 2014-04-11 Anatoli Juditsky , Arkadii S. Nemirovski

A sparse linear programming (SLP) problem is a linear programming problem equipped with a sparsity (or cardinality) constraint, which is nonconvex and discontinuous theoretically and generally NP-hard computationally due to the…

Optimization and Control · Mathematics 2018-06-05 Chen Zhao , Ziyan Luo , Weiyue Li , Houduo Qi , Naihua Xiu

It is well-known that by adding integrality constraints to the semidefinite programming (SDP) relaxation of the max-cut problem, the resulting integer semidefinite program is an exact formulation of the problem. In this paper we show…

Optimization and Control · Mathematics 2023-11-09 Frank de Meijer , Renata Sotirov

We study the restricted inverse optimal value problem on linear programming under weighted $l_1$ norm (RIOVLP $_1$). Given a linear programming problem $LP_c: \min \{cx|Ax=b,x\geq 0\}$ with a feasible solution $x^0$ and a value $K$, we aim…

Optimization and Control · Mathematics 2023-08-22 Junhua Jia , Xiucui Guan , Xinqiang Qian , Panos M. Pardalos

We consider the problem of sequencing a set of positive numbers. We try to find the optimal sequence to maximize the variance of its partial sums. The optimal sequence is shown to have a beautiful structure. It is interesting to note that…

Combinatorics · Mathematics 2012-02-14 Li Wei , Wangdong Qi , Dingxing Chen , Peng Liu , En Yuan

Decomposition techniques for linear programming are difficult to extend to conic optimization problems with general non-polyhedral convex cones because the conic inequalities introduce an additional nonlinear coupling between the variables.…

Optimization and Control · Mathematics 2013-06-04 Yifan Sun , Martin S. Andersen , Lieven Vandenberghe

Designing computational experiments involving $\ell_1$ minimization with linear constraints in a finite-dimensional, real-valued space for receiving a sparse solution with a precise number $k$ of nonzero entries is, in general, difficult.…

Optimization and Control · Mathematics 2013-09-11 Christian Kruschel , Dirk A. Lorenz

We explore algorithms and limitations for sparse optimization problems such as sparse linear regression and robust linear regression. The goal of the sparse linear regression problem is to identify a small number of key features, while the…

Machine Learning · Computer Science 2022-06-30 Eric Price , Sandeep Silwal , Samson Zhou

A popular approach in combinatorial optimization is to model problems as integer linear programs. Ideally, the relaxed linear program would have only integer solutions, which happens for instance when the constraint matrix is totally…

Data Structures and Algorithms · Computer Science 2009-09-29 Christoph Durr , Mathilde Hurand

We propose a convex optimization formulation with the nuclear norm and $\ell_1$-norm to find a large approximately rank-one submatrix of a given nonnegative matrix. We develop optimality conditions for the formulation and characterize the…

Optimization and Control · Mathematics 2010-11-09 Xuan Vinh Doan , Stephen A. Vavasis

For the binary classification problem, a novel nonlinear kernel-free quadratic hyper-surface support vector machine with 0-1 loss function (QSSVM$_{0/1}$) is proposed. Specifically, the task of QSSVM$_{0/1}$ is to seek a quadratic…

Optimization and Control · Mathematics 2024-04-17 Mingyang Wu , Zhixia Yang , Junyou Ye

We study the problem of super-resolution, where we recover the locations and weights of non-negative point sources from a few samples of their convolution with a Gaussian kernel. It has been recently shown that exact recovery is possible by…

Optimization and Control · Mathematics 2019-05-09 Stephane Chretien , Andrew Thompson , Bogdan Toader

Consider a linear programming problem with n primal and m dual variables paired with n dual and m primal slack variables respectively, and aggregately denote these variables and slack variables as a vector z of length 2(n+m). Unlike…

Optimization and Control · Mathematics 2026-05-20 Wei Jing-Yuan

In this paper, a class of general nonlinear programming problems with inequality and equality constraints is discussed. Firstly, the original problem is transformed into an associated simpler equivalent problem with only inequality…

Optimization and Control · Mathematics 2013-07-24 Chuan-Hao Guo , Yan-Qin Bai , Jin-Bao Jian

A standard quadratic program is an optimization problem that consists of minimizing a (nonconvex) quadratic form over the unit simplex. We focus on reformulating a standard quadratic program as a mixed integer linear programming problem. We…

Optimization and Control · Mathematics 2018-10-05 Jacek Gondzio , E. Alper Yildirim

The null space condition for $\ell_1$ minimization in compressed sensing is a necessary and sufficient condition on the sensing matrices under which a sparse signal can be uniquely recovered from the observation data via $\ell_1$…

Information Theory · Computer Science 2018-02-06 Myung Cho , Kumar Vijay Mishra , Weiyu Xu

We describe a probabilistic, {\it sublinear} runtime, measurement-optimal system for model-based sparse recovery problems through dimensionality reducing, {\em dense} random matrices. Specifically, we obtain a linear sketch $u\in \R^M$ of a…

Information Theory · Computer Science 2012-06-22 Anastasios Kyrillidis , Volkan Cevher

In this paper we revisit one of the classical problems of compressed sensing. Namely, we consider linear under-determined systems with sparse solutions. A substantial success in mathematical characterization of an $\ell_1$ optimization…

Information Theory · Computer Science 2015-07-17 Mihailo Stojnic

Finding the sparsest solutions to a tensor complementarity problem is generally NP-hard due to the nonconvexity and noncontinuity of the involved $\ell_0$ norm. In this paper, a special type of tensor complementarity problems with…

Spectral Theory · Mathematics 2015-05-06 Ziyan Luo , Liqun Qi , Naihua Xiu
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