Related papers: Minimax optimal seriation in polynomial time
Near isometric orthogonal embeddings to lower dimensions are a fundamental tool in data science and machine learning. In this paper, we present the construction of such embeddings that minimizes the maximum distortion for a given set of…
Building on the blueprint from Goemans and Williamson (1995) for the Max-Cut problem, we construct a polynomial-time approximation algorithm for orthogonally constrained quadratic optimization problems. First, we derive a semidefinite…
We present new algorithms to detect and correct errors in the lower-upper factorization of a matrix, or the triangular linear system solution, over an arbitrary field. Our main algorithms do not require any additional information or…
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…
In this paper, we provide the first provable linear-time (in the number of non-zero entries of the input) algorithm for approximately solving the generalized trust region subproblem (GTRS) of minimizing a quadratic function over a quadratic…
Low rank approximation is a commonly occurring problem in many computer vision and machine learning applications. There are two common ways of optimizing the resulting models. Either the set of matrices with a given rank can be explicitly…
Consider the problem of minimizing an expected logarithmic loss over either the probability simplex or the set of quantum density matrices. This problem includes tasks such as solving the Poisson inverse problem, computing the…
Composite optimization problems involve minimizing the composition of a smooth map with a convex function. Such objectives arise in numerous data science and signal processing applications, including phase retrieval, blind deconvolution,…
In this paper, we study first-order methods on a large variety of low-rank matrix optimization problems, whose solutions only live in a low dimensional eigenspace. Traditional first-order methods depend on the eigenvalue decomposition at…
In subset selection we search for the best linear predictor that involves a small subset of variables. From a computational complexity viewpoint, subset selection is NP-hard and few classes are known to be solvable in polynomial time. Using…
It was recently established that for convex optimization problems with sparse optimal solutions (be it entry-wise sparsity or matrix rank-wise sparsity) it is possible to design first-order methods with linear convergence rates that depend…
We propose adaptive, line search-free second-order methods with optimal rate of convergence for solving convex-concave min-max problems. By means of an adaptive step size, our algorithms feature a simple update rule that requires solving…
This paper considers the problem of estimating a low-rank matrix from the observation of all or a subset of its entries in the presence of Poisson noise. When we observe all entries, this is a problem of matrix denoising; when we observe…
In this work, we state a general conjecture on the solvability of optimization problems via algorithms with linear convergence guarantees. We make a first step towards examining its correctness by fully characterizing the problems that are…
We formalize the problem of selecting the optimal set of options for planning as that of computing the smallest set of options so that planning converges in less than a given maximum of value-iteration passes. We first show that the problem…
We present the asymptotically fastest known algorithms for some basic problems on univariate polynomial matrices: rank, nullspace, determinant, generic inverse, reduced form. We show that they essentially can be reduced to two computer…
We study the problem of learning a partially observed matrix under the low rank assumption in the presence of fully observed side information that depends linearly on the true underlying matrix. This problem consists of an important…
Set partitioning is a key component of many algorithms in machine learning, signal processing, and communications. In general, the problem of finding a partition that minimizes a given impurity (loss function) is NP-hard. As such, there…
We present an algorithm based on continuation techniques that can be applied to solve numerically minimization problems with equality constraints. We focus on problems with a great number of local minima which are hard to obtain by local…
This paper investigates structure-preserving $H_2$-optimal model order reduction (MOR) for linear systems with quadratic outputs. Within a Petrov-Galerkin projection framework, the $H_2$-optimal MOR problem is first formulated as an…