Related papers: A Unified Theoretic and Algorithmic Framework for …
The present paper gives a review of our recent progress and latest results for novel linear-algebraic algorithms and its application to large-scale quantum material simulations or electronic structure calculations. The algorithms are…
We propose an algorithm for generating explicit solutions of multiparametric mixed-integer convex programs to within a given suboptimality tolerance. The algorithm is applicable to a very general class of optimization problems, but is most…
Bayes' rule describes how to infer posterior beliefs about latent variables given observations, and inference is a critical step in learning algorithms for latent variable models (LVMs). Although there are exact algorithms for inference and…
Recommender systems are essential for guiding users through the vast and diverse landscape of digital content by delivering personalized and relevant suggestions. However, improving both personalization and interpretability remains a…
This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…
We propose an online learning algorithm for a class of machine learning models under a separable stochastic approximation framework. The essence of our idea lies in the observation that certain parameters in the models are easier to…
Matroid interdiction problems are well-researched in the field of combinatorial optimization. In the matroid $\ell$-interdiction problem, an interdiction strategy removes a subset of cardinality $\ell$ from the matroid's ground set. The…
The augmented Lagrangian method (ALM) is a benchmark for convex programming problems with linear constraints; ALM and its variants for linearly equality-constrained convex minimization models have been well studied in the literature.…
In this paper, we develop a unified framework able to certify both exponential and subexponential convergence rates for a wide range of iterative first-order optimization algorithms. To this end, we construct a family of parameter-dependent…
When given a generalized matrix separation problem, which aims to recover a low rank matrix $L_0$ and a sparse matrix $S_0$ from $M_0=L_0+HS_0$, the work \cite{CW25} proposes a novel convex optimization problem whose objective function is…
Solving l1 regularized optimization problems is common in the fields of computational biology, signal processing and machine learning. Such l1 regularization is utilized to find sparse minimizers of convex functions. A well-known example is…
This paper introduces a novel Large Language Models (LLMs)-assisted agent that automatically converts natural-language descriptions of power system optimization scenarios into compact, solver-ready formulations and generates corresponding…
Latent variable models are a fundamental modeling tool in machine learning applications, but they present significant computational and analytical challenges. The popular EM algorithm and its variants, is a much used algorithmic tool; yet…
In this paper we revisit random linear under-determined systems with sparse solutions. We consider $\ell_1$ optimization heuristic known to work very well when used to solve these systems. A collection of fundamental results that relate to…
This work considers Maximum Likelihood Estimation (MLE) of a Toeplitz structured covariance matrix. In this regard, an equivalent reformulation of the MLE problem is introduced and two iterative algorithms are proposed for the optimization…
The problem of reducing a Hidden Markov Model (HMM) to one of smaller dimension that exactly reproduces the same marginals is tackled by using a system-theoretic approach. Realization theory tools are extended to HMMs by leveraging suitable…
The EM (Expectation-Maximization) algorithm is regarded as an MM (Majorization-Minimization) algorithm for maximum likelihood estimation of statistical models. Expanding this view, this paper demonstrates that by choosing an appropriate…
Optimization modeling translates real decision-making problems into mathematical optimization models and solver-executable implementations. Although language models are increasingly used to generate optimization formulations and solver…
In this paper, we address the identification problem for the systems characterized by linear time-invariant dynamics with bilinear observation models. More precisely, we consider a suitable parametric description of the system and formulate…
With the rapid development of natural language processing technology, large-scale language models (LLM) have achieved remarkable results in a variety of tasks. However, how to effectively train these huge models and improve their…