Related papers: Solving Dense Linear Systems Faster Than via Preco…
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…
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…
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,…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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 $A$…
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…