Related papers: Improving Greedy Algorithms for Rational Approxima…
We study a linear quadratic regulation problem with a constraint where the control input can be nonzero only at a limited number of times. Given that this constraint leads to a combinational optimization problem, we adopt a greedy method to…
Learning of low-rank matrices is fundamental to many machine learning applications. A state-of-the-art algorithm is the rank-one matrix pursuit (R1MP). However, it can only be used in matrix completion problems with the square loss. In this…
Proximal splitting algorithms are well suited to solving large-scale nonsmooth optimization problems, in particular those arising in machine learning. We propose a new primal-dual algorithm, in which the dual update is randomized;…
We consider optimal sensor placement for a family of linear Bayesian inverse problems characterized by a deterministic hyper-parameter. The hyper-parameter describes distinct configurations in which measurements can be taken of the observed…
The reduced basis method (RBM) empowers repeated and rapid evaluation of parametrized partial differential equations through an offline-online decomposition, a.k.a. a learning-execution process. A key feature of the method is a greedy…
The rate of convergence of the classical Thresholding Greedy Algorithm with respect to bases is studied in this paper. We bound the error of approximation by the product of both norms -- the norm of $f$ and the $A_1$-norm of $f$. We obtain…
To precondition a large and sparse linear system, two direct methods for approximate factoring of the inverse are devised. The algorithms are fully parallelizable and appear to be more robust than the iterative methods suggested for the…
Inverse imaging problems rely on limited and indirect measurements, making reconstruction highly dependent on both regularization and sample locations. We introduce a novel greedy framework for the optimal selection of indirect measurements…
We consider the optimal coverage problem where a multi-agent network is deployed in an environment with obstacles to maximize a joint event detection probability. The objective function of this problem is non-convex and no global optimum is…
We present a technique that allows for improving on some relative greedy procedures by well-chosen (non-oblivious) local search algorithms. Relative greedy procedures are a particular type of greedy algorithm that start with a simple,…
Submodular functions are well-studied in combinatorial optimization, game theory and economics. The natural diminishing returns property makes them suitable for many applications. We study an extension of monotone submodular functions,…
There has been an increasing interest in methods that exploit permutation reasoning to search for directed acyclic causal models, including the "Ordering Search" of Teyssier and Kohler and GSP of Solus, Wang and Uhler. We extend the methods…
The minimum set cover (MSC) problem admits two classic algorithms: a greedy $\ln n$-approximation and a primal-dual $f$-approximation, where $n$ is the universe size and $f$ is the maximum frequency of an element. Both algorithms are simple…
In this article, we present two new greedy algorithms for the computation of the lowest eigenvalue (and an associated eigenvector) of a high-dimensional eigenvalue problem, and prove some convergence results for these algorithms and their…
In this paper, we study the problem of maximizing $k$-submodular functions subject to a knapsack constraint. For monotone objective functions, we present a $\frac{1}{2}(1-e^{-2})\approx 0.432$ greedy approximation algorithm. For the…
The classical problem of maximizing a submodular function under a matroid constraint is considered. Defining a new measure for the increments made by the greedy algorithm at each step, called the discriminant, improved approximation ratio…
We consider a class of combinatorial optimization problems that emerge in a variety of domains among which: condensed matter physics, theory of financial risks, error correcting codes in information transmissions, molecular and protein…
Traditional projection-based reduced-order modeling approximates the full-order model by projecting it onto a linear subspace. With a fast-decaying Kolmogorov $n$-width of the solution manifold, the resulting reduced-order model (ROM) can…
Distributed optimization is pivotal for large-scale signal processing and machine learning, yet communication overhead remains a major bottleneck. Low-rank gradient compression, in which the transmitted gradients are approximated by…
We consider the problem of energy-efficient scheduling across multiple processors with a power-down mechanism. In this setting a set of $n$ jobs with individual release times, deadlines, and processing volumes must be scheduled across $m$…