Related papers: Computing cone-constrained singular values of matr…
Quantum matrix inversion with the quantum singular value transformation (QSVT) requires a polynomial approximation to $1/x$. Several methods from the literature construct polynomials that achieve the known degree complexity…
In the Integer Quadratic Programming problem input is an n*n integer matrix Q, an m*n integer matrix A and an m-dimensional integer vector b. The task is to find a vector x in Z^n, minimizing x^TQx, subject to Ax <= b. We give a fixed…
A convex partition of a point set P in the plane is a planar partition of the convex hull of P with empty convex polygons or internal faces whose extreme points belong to P. In a convex partition, the union of the internal faces give the…
The quadratic shortest path problem is the problem of finding a path in a directed graph such that the sum of interaction costs over all pairs of arcs on the path is minimized. We derive several semidefinite programming relaxations for the…
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…
We consider the NP-hard problem of minimizing a convex quadratic function over the integer lattice ${\bf Z}^n$. We present a simple semidefinite programming (SDP) relaxation for obtaining a nontrivial lower bound on the optimal value of the…
In this paper we propose a fast optimization algorithm for approximately minimizing convex quadratic functions over the intersection of affine and separable constraints (i.e., the Cartesian product of possibly nonconvex real sets). This…
The problem of principle component analysis (PCA) is traditionally solved by spectral or algebraic methods. We show how computing the leading principal component could be reduced to solving a \textit{small} number of well-conditioned {\it…
We prove an estimate on the smallest singular value of a multiplicatively and additively deformed random rectangular matrix. Suppose $n\le N \le M \le \Lambda N$ for some constant $\Lambda \ge 1$. Let $X$ be an $M\times n$ random matrix…
We consider the problem of computing the q->p norm of a matrix A, which is defined for p,q \ge 1, as |A|_{q->p} = max_{x !=0 } |Ax|_p / |x|_q. This is in general a non-convex optimization problem, and is a natural generalization of the…
The goal of this note is to study the smallest conic singular value of a matrix from a Lagrangian duality viewpoint and provide an efficient method for its computation.
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.…
A symmetric matrix $A$ is completely positive (CP) if there exists an entrywise nonnegative matrix $V$ such that $A = V V ^T$. In this paper, we study the CP-matrix approximation problem of projecting a matrix onto the intersection of a set…
We classify, according to their computational complexity, integer optimization problems whose constraints and objective functions are polynomials with integer coefficients and the number of variables is fixed. For the optimization of an…
Many applications require recovering a matrix of minimal rank within an affine constraint set, with matrix completion a notable special case. Because the problem is NP-hard in general, it is common to replace the matrix rank with the…
In this paper, we present FPT-algorithms for special cases of the shortest lattice vector, integer linear programming, and simplex width computation problems, when matrices included in the problems' formulations are near square. The…
We study $\textit{sparse singular value certificates}$ for random rectangular matrices. If $M$ is an $n \times d$ matrix with independent Gaussian entries, we give a new family of polynomial-time algorithms which can certify upper bounds on…
Nonlinear convex problems arise in various areas of applied mathematics and engineering. Classical techniques such as the relaxed proximal point algorithm (PPA) and the prediction correction (PC) method were proposed for linearly…
We provide a solution method for the polyhedral convex set optimization problem, that is, the problem to minimize a set-valued mapping with polyhedral convex graph with respect to a set ordering relation which is generated by a polyhedral…
In this paper, we study a class of approximation problems, appearing in data approximation and signal processing. The approximations are constructed as combinations of polynomial splines (piecewise polynomials), whose parameters are subject…