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We develop an accelerated gradient descent algorithm on the Grassmann manifold to compute the subspace spanned by a number of leading eigenvectors of a symmetric positive semi-definite matrix. This has a constant cost per iteration and a…

Optimization and Control · Mathematics 2024-06-27 Foivos Alimisis , Simon Vary , Bart Vandereycken

This paper considers a distributed stochastic strongly convex optimization, where agents connected over a network aim to cooperatively minimize the average of all agents' local cost functions. Due to the stochasticity of gradient estimation…

Optimization and Control · Mathematics 2020-02-17 Jinlong Lei , Peng Yi , Jie Chen , Yiguang Hong

An approximate sparse recovery system in ell_1 norm formally consists of parameters N, k, epsilon an m-by-N measurement matrix, Phi, and a decoding algorithm, D. Given a vector, x, where x_k denotes the optimal k-term approximation to x,…

Data Structures and Algorithms · Computer Science 2011-07-15 Ely Porat , Martin J. Strauss

We study sublinear-time algorithms for solving linear systems $Sz = b$, where $S$ is a diagonally dominant matrix, i.e., $|S_{ii}| \geq \delta + \sum_{j \ne i} |S_{ij}|$ for all $i \in [n]$, for some $\delta \geq 0$. We present randomized…

Data Structures and Algorithms · Computer Science 2025-09-17 Weiming Feng , Zelin Li , Pan Peng

We propose smoothed primal-dual algorithms for solving stochastic and smooth nonconvex optimization problems with linear inequality constraints. Our algorithms are single-loop and only require a single stochastic gradient based on one…

Optimization and Control · Mathematics 2025-04-11 Ruichuan Huang , Jiawei Zhang , Ahmet Alacaoglu

This document introduces a strategy to solve linear optimization problems. The strategy is based on the bounding condition each constraint produces on each one of the problem's dimension. The solution of a linear optimization problem is…

Optimization and Control · Mathematics 2018-09-24 Gerardo L. Febres

We consider the demixing problem of two (or more) high-dimensional vectors from nonlinear observations when the number of such observations is far less than the ambient dimension of the underlying vectors. Specifically, we demonstrate an…

Machine Learning · Statistics 2017-01-25 Mohammadreza Soltani , Chinmay Hegde

In this paper we show that a large class of Latent variable models, such as Mixed Membership Stochastic Block(MMSB) Models, Topic Models, and Adversarial Clustering, can be unified through a geometric perspective, replacing model specific…

Machine Learning · Computer Science 2020-01-07 Chiranjib Bhattacharyya , Ravindran Kannan

Stochastic second-order methods achieve fast local convergence in strongly convex optimization by using noisy Hessian estimates to precondition the gradient. However, these methods typically reach superlinear convergence only when the…

Optimization and Control · Mathematics 2024-11-12 Ruichen Jiang , Michał Dereziński , Aryan Mokhtari

We present a randomized algorithm that computes a constant approximation of a graph's arboricity, using $\tilde{O}(n/\lambda)$ queries to adjacency lists and in the same time bound. Here, $n$ and $\lambda$ denote the number of nodes and the…

Data Structures and Algorithms · Computer Science 2025-12-23 Jiangqi Dai , Mohsen Ghaffari , Julian Portmann

In the last twenty-five years (1990-2014), algorithmic advances in integer optimization combined with hardware improvements have resulted in an astonishing 200 billion factor speedup in solving Mixed Integer Optimization (MIO) problems. We…

Methodology · Statistics 2015-07-14 Dimitris Bertsimas , Angela King , Rahul Mazumder

In recent years, there have been significant advances in efficiently solving $\ell_s$-regression using linear system solvers and $\ell_2$-regression [Adil-Kyng-Peng-Sachdeva, J. ACM'24]. Would efficient smoothed $\ell_p$-norm solvers lead…

Optimization and Control · Mathematics 2026-01-16 Deeksha Adil , Brian Bullins , Arun Jambulapati , Aaron Sidford

We give a proof of the conjecture of Nelson and Nguyen [FOCS 2013] on the optimal dimension and sparsity of oblivious subspace embeddings, up to sub-polylogarithmic factors: For any $n\geq d$ and $\epsilon\geq d^{-O(1)}$, there is a random…

Data Structures and Algorithms · Computer Science 2025-11-18 Shabarish Chenakkod , Michał Dereziński , Xiaoyu Dong

Change-point problems have appeared in a great many applications for example cancer genetics, econometrics and climate change. Modern multiscale type segmentation methods are considered to be a statistically efficient approach for multiple…

Computation · Statistics 2018-05-04 Chengcheng Huang , Housen Li , Lizhi Cheng , Wei Peng

We present the first near optimal approximation schemes for the maximum weighted (uncapacitated or capacitated) $b$--matching problems for non-bipartite graphs that run in time (near) linear in the number of edges. For any…

Data Structures and Algorithms · Computer Science 2018-06-19 Kook Jin Ahn , Sudipto Guha

Motivated, in particular, by the entropy-regularized optimal transport problem, we consider convex optimization problems with linear equality constraints, where the dual objective has Lipschitz $p$-th order derivatives, and develop two…

Optimization and Control · Mathematics 2023-08-11 Pavel Dvurechensky , Petr Ostroukhov , Alexander Gasnikov , César A. Uribe , Anastasiya Ivanova

We give efficient algorithms for finding power-sum decomposition of an input polynomial $P(x)= \sum_{i\leq m} p_i(x)^d$ with component $p_i$s. The case of linear $p_i$s is equivalent to the well-studied tensor decomposition problem while…

Data Structures and Algorithms · Computer Science 2022-08-02 Mitali Bafna , Jun-Ting Hsieh , Pravesh K. Kothari , Jeff Xu

There is substantial literature dealing with fixed parameter algorithms for the dominating set problem on various families of graphs. In this paper, we give a $k^{O(dk)} n$ time algorithm for finding a dominating set of size at most $k$ in…

Data Structures and Algorithms · Computer Science 2008-12-18 Noga Alon , Shai Gutner

In this paper, we consider the problem of stabilizing discrete-time linear systems by computing a nearby stable matrix to an unstable one. To do so, we provide a new characterization for the set of stable matrices. We show that a matrix $A$…

Optimization and Control · Mathematics 2019-03-29 Nicolas Gillis , Michael Karow , Punit Sharma

We consider the canonical Subset Sum problem: given a list of positive integers $a_1,\ldots,a_n$ and a target integer $t$ with $t > a_i$ for all $i$, determine if there is an $S \subseteq [n]$ such that $\sum_{i \in S} a_i = t$. The…

Data Structures and Algorithms · Computer Science 2020-11-10 Ce Jin , Nikhil Vyas , Ryan Williams