Related papers: Post-Processing with Projection and Rescaling Algo…
Conic optimization plays a crucial role in many machine learning (ML) problems. However, practical algorithms for conic constrained ML problems with large datasets are often limited to specific use cases, as stochastic algorithms for…
In this paper, we study a class of fractional semi-infinite polynomial programming problems involving s.o.s-convex polynomial functions. For such a problem, by a conic reformulation proposed in our previous work and the quadratic modules…
We present a quantum interior-point method (IPM) for second-order cone programming (SOCP) that runs in time $\widetilde{O} \left( n\sqrt{r} \frac{\zeta \kappa}{\delta^2} \log \left(1/\epsilon\right) \right)$ where $r$ is the rank and $n$…
It is well-known that any sum of squares (SOS) program can be cast as a semidefinite program (SDP) of a particular structure and that therein lies the computational bottleneck for SOS programs, as the SDPs generated by this procedure are…
We devise a scheme for solving an iterative sequence of linear programs (LPs) or second order cone programs (SOCPs) to approximate the optimal value of any semidefinite program (SDP) or sum of squares (SOS) program. The first LP and…
A numerical method is developed to solve linear semi-infinite programming problem (LSIP) in which the iterates produced by the algorithm are feasible for the original problem. This is achieved by constructing a sequence of standard linear…
In this work we are interested in nonlinear symmetric cone problems (NSCPs), which contain as special cases nonlinear semidefinite programming, nonlinear second order cone programming and the classical nonlinear programming problems. We…
This paper develops a new storage-optimal algorithm that provably solves generic semidefinite programs (SDPs) in standard form. This method is particularly effective for weakly constrained SDPs. The key idea is to formulate an approximate…
We present two quantum interior point methods for semidefinite optimization problems, building on recent advances in quantum linear system algorithms. The first scheme, more similar to a classical solution algorithm, computes an inexact…
Spline functions are smooth piecewise polynomials widely used for interpolation and smoothing, and nonnegative spline smoothing is also studied for nonnegative data. Previous research used sufficient conditions for the nonnegativity of…
We propose an algorithm for computing the projection of a symmetric second-order tensor onto the cone of negative semidefinite symmetric tensors with respect to the inner product defined by an assigned positive definite symmetric…
A new relaxed variant of interior point method for low-rank semidefinite programming problems is proposed in this paper. The method is a step outside of the usual interior point framework. In anticipation to converging to a low-rank primal…
In many submodular optimization applications, datasets are naturally partitioned into disjoint subsets. These scenarios give rise to submodular optimization problems with partition-based constraints, where the desired solution set should be…
Sequential Convex Programming (SCP) has recently gained significant popularity as an effective method for solving optimal control problems and has been successfully applied in several different domains. However, the theoretical analysis of…
Computed Tomography (CT) is a key 3D imaging technology that fundamentally relies on the compute-intense back-projection operation to generate 3D volumes. GPUs are typically used for back-projection in production CT devices. However, with…
We propose an effective subspace selection scheme as a post-processing step to improve results obtained by sparse subspace clustering (SSC). Our method starts by the computation of stable subspaces using a novel random sampling scheme. Thus…
In this paper, we develop a new asymmetric framework for solving primal-dual problems of Conic Optimization by Interior-Point Methods (IPMs). It allows development of efficient methods for problems, where the dual formulation is simpler…
There is an increasing interest in quantum algorithms for optimization problems. Within convex optimization, interior-point methods and other recently proposed quantum algorithms are non-trivial to implement on noisy quantum devices. Here,…
Interior Point Methods are widely used to solve Linear Programming problems. In this work, we present two primal affine scaling algorithms to achieve faster convergence in solving Linear Programming problems. In the first algorithm, we…
Parallel and cyclic projection algorithms are proposed for minimizing the sum of a finite family of convex functions over the intersection of a finite family of closed convex subsets of a Hilbert space. These algorithms are of…