Related papers: Linear programming on the Stiefel manifold
Given a family of linear constraints and a linear objective function one can consider whether to apply a Linear Programming (LP) algorithm or use a Linear Superiorization (LinSup) algorithm on this data. In the LP methodology one aims at…
Montanari and Richard (2015) asked whether a natural semidefinite programming (SDP) relaxation can effectively optimize $\mathbf{x}^{\top}\mathbf{W} \mathbf{x}$ over $\|\mathbf{x}\| = 1$ with $x_i \geq 0$ for all coordinates $i$, where…
We present a new, stochastic variant of the projective splitting (PS) family of algorithms for monotone inclusion problems. It can solve min-max and noncooperative game formulations arising in applications such as robust ML without the…
We study the maximization of sums of heterogeneous quadratic forms over the Stiefel manifold, a nonconvex problem that arises in several modern signal processing and machine learning applications such as heteroscedastic probabilistic…
The input to the NP-hard Point Line Cover problem (PLC) consists of a set $P$ of $n$ points on the plane and a positive integer $k$, and the question is whether there exists a set of at most $k$ lines which pass through all points in $P$. A…
Constrained Optimization solution algorithms are restricted to point based solutions. In practice, single or multiple objectives must be satisfied, wherein both the objective function and constraints can be non-convex resulting in multiple…
Positive semidefinite programs are an important subclass of semidefinite programs in which all matrices involved in the specification of the problem are positive semidefinite and all scalars involved are non-negative. We present a parallel…
This dissertation investigates integer linear programming (ILP) formulation of Bayesian Network structure learning problem. We review the definition and key properties of Bayesian network and explain score metrics used to measure how well…
Mixed-integer nonlinear programs (MINLPs) arise in domains such as energy systems, process engineering, and transportation, and are notoriously difficult to solve at scale due to the interplay of discrete decisions and nonlinear…
We consider a basic problem of preemptive scheduling of $n$ non-simultaneously released jobs on a group of $m$ unrelated parallel machines so as to minimize maximum job completion time, the makespan. In the scheduling literature, the…
Recent advances in robot skill learning have unlocked the potential to construct task-agnostic skill libraries, facilitating the seamless sequencing of multiple simple manipulation primitives (aka. skills) to tackle significantly more…
We propose new estimates for the frontier of a set of points. They are defined as kernel estimates covering all the points and whose associated support is of smallest surface. The estimates are written as linear combinatio- ns of kernel…
There has been much recent progress in forecasting the next observation of a linear dynamical system (LDS), which is known as the improper learning, as well as in the estimation of its system matrices, which is known as the proper learning…
This paper introduces a stratification framework for nonlinear semidefinite programming (NLSDP) that reveals and utilizes the geometry behind the nonsmooth KKT system. Based on the \emph{index stratification} of $\mathbb{S}^n$ and its lift…
The Burer-Monteiro method is one of the most widely used techniques for solving large-scale semidefinite programs (SDP). The basic idea is to solve a nonconvex program in $Y$, where $Y$ is an $n \times p$ matrix such that $X = Y Y^T$. In…
Semidefinite programming (SDP) is a unifying framework that generalizes both linear programming and quadratically-constrained quadratic programming, while also yielding efficient solvers, both in theory and in practice. However, there exist…
Finding whether a linear-constraint loop has a linear ranking function is an important key to understanding the loop behavior, proving its termination and establishing iteration bounds. If no preconditions are provided, the decision problem…
Semidefinite programming (SDP) provides a powerful relaxation for the maximum cut problem. For a graph with rational weights, the decision problem of whether the SDP relaxation for the maximum cut problem is exact is known to be $NP$-hard;…
Projection methods aim to reduce the dimensionality of the optimization instance, thereby improving the scalability of high-dimensional problems. Recently, Sakaue and Oki proposed a data-driven approach for linear programs (LPs), where the…
The Bayesian online selection problem aims to design a pricing scheme for a sequence of arriving buyers that maximizes the expected social welfare (or revenue) subject to different structural constraints. Inspired by applications with a…