Related papers: Computing cone-constrained singular values of matr…
We deal with linear programming problems involving absolute values in their formulations, so that they are no more expressible as standard linear programs. The presence of absolute values causes the problems to be nonconvex and nonsmooth,…
Quadratic cone programs are rapidly becoming the standard canonical form for convex optimization problems. In this paper we address the question of differentiating the solution map for such problems, generalizing previous work for linear…
This paper gives simple distributed algorithms for the fundamental problem of computing graph distances in the Congested Clique model. One of the main components of our algorithms is fast matrix multiplication, for which we show an…
In the optimization of convex domains under a PDE constraint numerical difficulties arise in the approximation of convex domains in $\mathbb{R}^3$. Previous research used a restriction to rotationally symmetric domains to reduce shape…
We investigate how to solve smooth matrix optimization problems with general linear inequality constraints on the eigenvalues of a symmetric matrix. We present solution methods to obtain exact global minima for linear objective functions,…
We prove that the combinatorial optimization problem of determining the hull number of a partial cube is NP-complete. This makes partial cubes the minimal graph class for which NP-completeness of this problem is known and improves some…
Principal Component Analysis is a novel way of of dimensionality reduction. This problem essentially boils down to finding the top k eigen vectors of the data covariance matrix. A considerable amount of literature is found on algorithms…
We propose a convex-concave programming approach for the labeled weighted graph matching problem. The convex-concave programming formulation is obtained by rewriting the weighted graph matching problem as a least-square problem on the set…
For a planar point set $P$, its convex hull is the smallest convex polygon that encloses all points in $P$. The construction of the convex hull from an array $I_P$ containing $P$ is a fundamental problem in computational geometry. By…
We consider a problem in eigenvalue optimization, in particular finding a local minimizer of the spectral abscissa - the value of a parameter that results in the smallest value of the largest real part of the spectrum of a matrix system.…
Many combinatorial optimization problems can be formulated as the search for a subgraph that satisfies certain properties and minimizes the total weight. We assume here that the vertices correspond to points in a metric space and can take…
We consider potentially non-convex optimization problems, for which optimal rates of approximation depend on the dimension of the parameter space and the smoothness of the function to be optimized. In this paper, we propose an algorithm…
Recently, three numerical methods for the computation of eigenvalues of singular matrix pencils, based on a rank-completing perturbation, a rank-projection, or an augmentation were developed. We show that all three approaches can be…
In several multiobjective decision problems Pairwise Comparison Matrices (PCM) are applied to evaluate the decision variants. The problem that arises very often is the inconsistency of a given PCM. In such a situation it is important to…
We transform the problem of solving linear system of equations $A\mathbf{x}=\mathbf{b}$ to a problem of finding the right singular vector with singular value zero of an augmented matrix $C$, and present two quantum algorithms for solving…
This work concerns the distance in 2-norm from a matrix polynomial to a nearest polynomial with a specified number of its eigenvalues at specified locations in the complex plane. Perturbations are allowed only on the constant coefficient…
Multicriterion optimization and Pareto optimality are fundamental tools in economics. In this paper we propose a new relaxation method for solving multiple objective quadratic programming problems. Exploiting the technique of the linear…
This thesis investigates the extent to which the optimal value of a constraint satisfaction problem (CSP) can be approximated by some sentence of fixed point logic with counting (FPC). It is known that, assuming $\mathsf{P} \neq…
Let $A$ be an $n\times n$ random matrix with independent, identically distributed mean 0, variance 1 subgaussian entries. We prove that $$ \mathbb{P}(A\text{ has distinct singular values})\geq 1-e^{-cn} $$ for some $c>0$, confirming a…
We introduce a new, quadratically convergent algorithm for finding maximum absolute value entries of tensors represented in the canonical format. The computational complexity of the algorithm is linear in the dimension of the tensor. We…