Related papers: Solving generic parametric linear matrix inequalit…
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…
Linear algebra's main concerns are sets of vectors, linear functions, subspaces, linear systems, matrices and concepts about those, such as whether the solution of linear system exists or is unique; a set of vectors is linearly independent…
Generalized linear models and the quasi-likelihood method extend the ordinary regression models to accommodate more general conditional distributions of the response. Nonparametric methods need no explicit parametric specification, and the…
Any satisfiability problem in conjunctive normal form can be solved in polynomial time by reducing it to a 3-sat formulation and transforming this to a Linear Complementarity problem (LCP) which is then solved as a linear program (LP). Any…
This paper presents a comprehensive algorithm for fitting generative models whose likelihood, moments, and other quantities typically used for inference are not analytically or numerically tractable. The proposed method aims to provide a…
We address the problem of minimizing a convex function over the space of large matrices with low rank. While this optimization problem is hard in general, we propose an efficient greedy algorithm and derive its formal approximation…
Generalized linear models (GLMs) arise in high-dimensional machine learning, statistics, communications and signal processing. In this paper we analyze GLMs when the data matrix is random, as relevant in problems such as compressed sensing,…
A sum-of-squares is a polynomial that can be expressed as a sum of squares of other polynomials. Determining if a sum-of-squares decomposition exists for a given polynomial is equivalent to a linear matrix inequality feasibility problem.…
In this paper we combine an infeasible Interior Point Method (IPM) with the Proximal Method of Multipliers (PMM). The resulting algorithm (IP-PMM) is interpreted as a primal-dual regularized IPM, suitable for solving linearly constrained…
Given a compact parameter set $Y\subset R^p$, we consider polynomial optimization problems $(P_y$) on $R^n$ whose description depends on the parameter $y\inY$. We assume that one can compute all moments of some probability measure $\phi$ on…
In Grochow and Qiao (SIAM J. Comput., 2021), the complexity class Tensor Isomorphism (TI) was introduced and isomorphism problems for groups, algebras, and polynomials were shown to be TI-complete. In this paper, we study average-case…
We survey a variety of results about partially isometric matrices. We focus primarily on results that are distinctly finite-dimensional. For example, we cover a recent solution to the similarity problem for partial isometries. We also…
Discretizations of infinite-dimensional variational inequalities lead to linear and nonlinear complementarity problems with many degrees of freedom. To solve these problems in a parallel computing environment, we propose two active-set…
A new algorithm to approximate Hermitian matrices by positive semidefinite Hermitian matrices based on modified Cholesky decompositions is presented. In contrast to existing algorithms, this algorithm allows to specify bounds on the…
In this paper, a class of optimization problems with nonlinear inequality constraints is discussed. Based on the ideas of sequential quadratic programming algorithm and the method of strongly sub-feasible directions, a new superlinearly…
Inversion of sparse matrices with standard direct solve schemes is robust, but computationally expensive. Iterative solvers, on the other hand, demonstrate better scalability; but, need to be used with an appropriate preconditioner (e.g.,…
Nonnegative matrix factorization (NMF) is widely used for clustering with strong interpretability. Among general NMF problems, symmetric NMF is a special one that plays an important role in graph clustering where each element measures the…
Motivated by the quantum algorithm in \cite{MN05} for testing commutativity of black-box groups, we study the following problem: Given a black-box finite ring $R=\angle{r_1,...,r_k}$ where $\{r_1,r_2,...,r_k\}$ is an additive generating set…
For a given linear program (LP) a permutation of its variables that sends feasible points to feasible points and preserves the objective function value of each of its feasible points is a symmetry of the LP. The set of all symmetries of an…
Given a matrix $A$, a linear feasibility problem (of which linear classification is a special case) aims to find a solution to a primal problem $w: A^Tw > \textbf{0}$ or a certificate for the dual problem which is a probability distribution…