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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…

Optimization and Control · Mathematics 2020-02-07 Alberto Del Pia , Santanu S. Dey , Robert Weismantel

Sparse principal component analysis addresses the problem of finding a linear combination of the variables in a given data set with a sparse coefficients vector that maximizes the variability of the data. This model enhances the ability to…

Optimization and Control · Mathematics 2017-03-09 Amir Beck , Yakov Vaisbourd

Sparse coding--that is, modelling data vectors as sparse linear combinations of basis elements--is widely used in machine learning, neuroscience, signal processing, and statistics. This paper focuses on the large-scale matrix factorization…

Machine Learning · Statistics 2010-02-11 Julien Mairal , Francis Bach , Jean Ponce , Guillermo Sapiro

We consider the sparse optimization problem with nonlinear constraints and an objective function, which is given by the sum of a general smooth mapping and an additional term defined by the $ \ell_0 $-quasi-norm. This term is used to obtain…

Optimization and Control · Mathematics 2022-10-19 Christian Kanzow , Alexandra Schwarz , Felix Weiß

Sparsity constrained minimization captures a wide spectrum of applications in both machine learning and signal processing. This class of problems is difficult to solve since it is NP-hard and existing solutions are primarily based on…

Optimization and Control · Mathematics 2018-12-31 Ganzhao Yuan , Bernard Ghanem

This paper studies the copositive optimization problem whose objective is a sparse polynomial, with linear constraints over the nonnegative orthant. We propose sparse Moment-SOS relaxations to solve it. Necessary and sufficient conditions…

Optimization and Control · Mathematics 2026-04-02 Suhan Zhong , Jinling Zhou , Jiawang Nie , Xindong Tang

The computational cost of many signal processing and machine learning techniques is often dominated by the cost of applying certain linear operators to high-dimensional vectors. This paper introduces an algorithm aimed at reducing the…

Machine Learning · Computer Science 2016-03-30 Luc Le Magoarou , Rémi Gribonval

In this paper, we describe a new algorithm that approximates the extreme eigenvalue/eigenvector pairs of a symmetric matrix. The proposed algorithm can be viewed as an extension of the Jacobi eigenvalue method for symmetric matrices…

Numerical Analysis · Mathematics 2025-09-16 Cristian Rusu

Sparse and convolutional constraints form a natural prior for many optimization problems that arise from physical processes. Detecting motifs in speech and musical passages, super-resolving images, compressing videos, and reconstructing…

Computer Vision and Pattern Recognition · Computer Science 2014-06-11 Hilton Bristow , Simon Lucey

This paper introduces an efficient sparse recovery approach for Polynomial Chaos (PC) expansions, which promotes the sparsity by breaking the dimensionality of the problem. The proposed algorithm incrementally explores sub-dimensional…

Computation · Statistics 2017-04-05 Negin Alemazkoor , Hadi Meidani

This is the second of two papers to describe a matrix sparsification algorithm that takes a general real or complex matrix as input and produces a sparse output matrix of the same size. The first paper presented the original algorithm, its…

Numerical Analysis · Mathematics 2013-04-29 Chetan Jhurani

Sparse optimization is a central problem in machine learning and computer vision. However, this problem is inherently NP-hard and thus difficult to solve in general. Combinatorial search methods find the global optimal solution but are…

Optimization and Control · Mathematics 2020-06-30 Ganzhao Yuan , Li Shen , Wei-Shi Zheng

Large-scale optimization problems that seek sparse solutions have become ubiquitous. They are routinely solved with various specialized first-order methods. Although such methods are often fast, they usually struggle with not-so-well…

Optimization and Control · Mathematics 2021-11-29 Valentina De Simone , Daniela di Serafino , Jacek Gondzio , Spyridon Pougkakiotis , Marco Viola

We prove decomposition theorems for sparse positive (semi)definite polynomial matrices that can be viewed as sparsity-exploiting versions of the Hilbert--Artin, Reznick, Putinar, and Putinar--Vasilescu Positivstellens\"atze. First, we…

Optimization and Control · Mathematics 2021-11-23 Yang Zheng , Giovanni Fantuzzi

The problem of optimizing over the cone of nonnegative polynomials is a fundamental problem in computational mathematics, with applications to polynomial optimization, control, machine learning, game theory, and combinatorics, among others.…

Optimization and Control · Mathematics 2018-06-20 Georgina Hall

For several computational procedures such as finding radicals and Noether normalizations, it is important to choose as sparse as possible a system of parameters in a polynomial ideal or modulo a polynomial ideal. We describe new strategies…

alg-geom · Mathematics 2008-02-03 David Eisenbud , Bernd Sturmfels

We provide a sparse version of the bounded degree SOS hierarchy BSOS [7] for polynomial optimization problems. It permits to treat large scale problems which satisfy a structured sparsity pattern. When the sparsity pattern satisfies the…

Optimization and Control · Mathematics 2017-05-30 Tillmann Weisser , Jean-Bernard Lasserre , Kim-Chuan Toh

Fast matrix multiplication algorithms may be useful, provided that their running time is good in practice. Particularly, the leading coefficient of their arithmetic complexity needs to be small. Many sub-cubic algorithms have large leading…

Data Structures and Algorithms · Computer Science 2020-08-11 Gal Beniamini , Nathan Cheng , Olga Holtz , Elaye Karstadt , Oded Schwartz

In light of recent data science trends, new interest has fallen in alternative matrix factorizations. By this, we mean various ways of factorizing particular data matrices so that the factors have special properties and reveal insights into…

Optimization and Control · Mathematics 2023-02-21 Andries Steenkamp

Many computer vision applications require robust and efficient estimation of camera geometry from a minimal number of input data measurements, i.e., solving minimal problems in a RANSAC framework. Minimal problems are usually formulated as…

Computer Vision and Pattern Recognition · Computer Science 2023-09-04 Snehal Bhayani , Janne Heikkilä , Zuzana Kukelova