Related papers: Improved Approximation Algorithms for Orthogonally…
Graph partitioning is a key fundamental problem in the area of big graph computation. Previous works do not consider the practical requirements when optimizing the big data analysis in real applications. In this paper, motivated by…
We propose a communication- and computation-efficient distributed optimization algorithm using second-order information for solving ERM problems with a nonsmooth regularization term. Current second-order and quasi-Newton methods for this…
In this paper, we propose a deterministic algorithm that approximates the optimal path cover on weighted undirected graphs. Based on the 1/2-Approximation Path Cover Algorithm by Moran et al., we add a procedure to remove the redundant…
We propose a very simple preprocessing algorithm for semidefinite programming. Our algorithm inspects the constraints of the problem, deletes redundant rows and columns in the constraints, and reduces the size of the variable matrix. It…
In this paper we consider a family of algorithms for approximate implicitization of rational parametric curves and surfaces. The main approximation tool in all of the approaches is the singular value decomposition, and they are therefore…
We revisit the classic #Knapsack problem, which asks to count the Boolean points $(x_1,\dots,x_n)\in\{0,1\}^n$ in a given half-space $\sum_{i=1}^nW_ix_i\le T$. This #P-complete problem admits $(1\pm\epsilon)$-approximation. Before this…
We adapt the quasi-monotone method from [2] for composite convex minimization in the stochastic setting. For the proposed numerical scheme we derive the optimal convergence rate in terms of the last iterate, rather than on average as it is…
Lagrangian relaxation and approximate optimization algorithms have received much attention in the last two decades. Typically, the running time of these methods to obtain a $\epsilon$ approximate solution is proportional to…
We use a rank one Gaussian perturbation to derive a smooth stochastic approximation of the maximum eigenvalue function. We then combine this smoothing result with an optimal smooth stochastic optimization algorithm to produce an efficient…
This manuscript develops a new framework to analyze and design iterative optimization algorithms built on the notion of Integral Quadratic Constraints (IQC) from robust control theory. IQCs provide sufficient conditions for the stability of…
Nonconvex optimization problems with an L1-constraint are ubiquitous, and are found in many application domains including: optimal control of hybrid systems, machine learning and statistics, and operations research. This paper shows that…
Constraint programming uses enumeration and search tree pruning to solve combinatorial optimization problems. In order to speed up this solution process, we investigate the use of semidefinite relaxations within constraint programming. In…
We consider the problem of constructing an approximation of the Pareto curve associated with the multiobjective optimization problem $\min_{\mathbf{x} \in \mathbf{S}}\{ (f_1(\mathbf{x}), f_2(\mathbf{x})) \}$, where $f_1$ and $f_2$ are two…
In this paper, we study structured quasi-Newton methods for optimization problems with orthogonality constraints. Note that the Riemannian Hessian of the objective function requires both the Euclidean Hessian and the Euclidean gradient. In…
The affine inverse eigenvalue problem consists of identifying a real symmetric matrix with a prescribed set of eigenvalues in an affine space. Due to its ubiquity in applications, various instances of the problem have been widely studied in…
This paper considers stochastic optimization problems with weakly convex objective and constraint functions. We propose Prox-PEP, a proximal method equipped with quadratic subproblems. To handle nonlinear equality constraints, we employ an…
We introduce a new concept of approximation applicable to decision problems and functions, inspired by Bayesian probability. From the perspective of a Bayesian reasoner with limited computational resources, the answer to a problem that…
Partitioning and grouping of similar objects plays a fundamental role in image segmentation and in clustering problems. In such problems a typical goal is to group together similar objects, or pixels in the case of image processing. At the…
This paper considers the problem of minimizing a convex expectation function over a closed convex set, coupled with a set of inequality convex expectation constraints. We present a new stochastic approximation type algorithm, namely the…
We consider the following basic problem: given an $n$-variate degree-$d$ homogeneous polynomial $f$ with real coefficients, compute a unit vector $x \in \mathbb{R}^n$ that maximizes $|f(x)|$. Besides its fundamental nature, this problem…