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Relying on the classical connection between Backward Stochastic Differential Equations (BSDEs) and non-linear parabolic partial differential equations (PDEs), we propose a new probabilistic learning scheme for solving high-dimensional…

Numerical Analysis · Mathematics 2021-02-25 Jean-François Chassagneux , Junchao Chen , Noufel Frikha , Chao Zhou

It is well known that time dependent Hamilton-Jacobi-Isaacs partial differential equations (HJ PDE), play an important role in analyzing continuous dynamic games and control theory problems. An important tool for such problems when they…

Optimization and Control · Mathematics 2016-05-09 Jérôme Darbon , Stanley Osher

We investigate the use of piecewise linear systems, whose coefficient matrix is a piecewise constant function of the solution itself. Such systems arise, for example, from the numerical solution of linear complementarity problems and in the…

Numerical Analysis · Mathematics 2012-06-21 Luigi Brugnano , Alessandra Sestini

For a given nonnegative matrix $A=(A_{ij})$, the matrix scaling problem asks whether $A$ can be scaled to a doubly stochastic matrix $D_1AD_2$ for some positive diagonal matrices $D_1,D_2$.The Sinkhorn algorithm is a simple iterative…

Data Structures and Algorithms · Computer Science 2023-06-19 Koyo Hayashi , Hiroshi Hirai , Keiya Sakabe

The following questions are often encountered in system and control theory. Given an algebraic model of a physical process, which variables can be, in theory, deduced from the input-output behavior of an experiment? How many of the…

Optimization and Control · Mathematics 2025-10-20 Alexandre Sedoglavic

$ \newcommand{\inparen}[1]{\left( #1 \right)} \newcommand{\pfrac}[2]{\inparen{\frac{1}{2}}} \newcommand{\ilog}[1]{\log^{\circ #1}} \newcommand{\F}{\mathbb{F}} $The Polynomial Identity Lemma (also called the "Schwartz--Zippel lemma") states…

Computational Complexity · Computer Science 2024-12-09 Mrinal Kumar , Ramprasad Saptharishi , Anamay Tengse

Piecewise Linear-Quadratic (PLQ) penalties are widely used to develop models in statistical inference, signal processing, and machine learning. Common examples of PLQ penalties include least squares, Huber, Vapnik, 1-norm, and their…

Machine Learning · Statistics 2021-01-01 Peng Zheng , Aleksandr Y. Aravkin , Karthikeyan Natesan Ramamurthy

We consider the general polynomial optimization problem $P: f^*=\min \{f(x)\,:\,x\in K\}$ where $K$ is a compact basic semi-algebraic set. We first show that the standard Lagrangian relaxation yields a lower bound as close as desired to the…

Optimization and Control · Mathematics 2012-10-18 Jean Lasserre

We extend the concept of polynomial time approximation algorithms to apply to problems for hierarchically specified graphs, many of which are PSPACE-complete. Assuming P != PSPACE, the existence or nonexistence of such efficient…

Combinatorics · Mathematics 2016-09-06 Madhav V. Marathe , Harry B. Hunt , S. S. Ravi

Let $\K$ be an algebraic number field of degree $d$ and discriminant $\Delta$ over $\Q$. Let $\A$ be an associative algebra over $\K$ given by structure constants such that $\A\cong M_n(\K)$ holds for some positive integer $n$. Suppose that…

Rings and Algebras · Mathematics 2014-07-11 Gábor Ivanyos , Ádám D. Lelkes , Lajos Rónyai

Rayleigh quotient minimization deals with optimizing a quadratic homogeneous function over a sphere. Its critical points correspond to the normalized eigenvectors of the symmetric matrix associated with the quadratic form. In this paper, we…

Algebraic Geometry · Mathematics 2025-10-21 Flavio Salizzoni , Luca Sodomaco , Julian Weigert

This work studies the problem of maximizing a higher degree real homogeneous multivariate polynomial over the unit sphere. This problem is equivalent to finding the leading eigenvalue of the associated symmetric tensor of higher order,…

Optimization and Control · Mathematics 2019-10-02 Yuning Yang , Guoyin Li

We address the black-box polynomial identity testing (PIT) problem for non-commutative polynomials computed by $+$-regular circuits, a class of homogeneous circuits introduced by [AJMR](STOC 2017, Theory of Computing 2019). These circuits…

Computational Complexity · Computer Science 2025-02-11 G V Sumukha Bharadwaj , S Raja

We establish the average-case hardness of the algorithmic problem of exact computation of the partition function associated with the Sherrington-Kirkpatrick model of spin glasses with Gaussian couplings and random external field. In…

Probability · Mathematics 2023-09-19 David Gamarnik , Eren Kizildag

The quantum k-Local Hamiltonian problem is a natural generalization of classical constraint satisfaction problems (k-CSP) and is complete for QMA, a quantum analog of NP. Although the complexity of k-Local Hamiltonian problems has been well…

Quantum Physics · Physics 2021-11-16 Ojas Parekh , Kevin Thompson

We present a new algorithm for solving a polynomial program P based on the recent "joint + marginal" approach of the first author for, parametric optimization. The idea is to first consider the variable x1 as a parameter and solve the…

Optimization and Control · Mathematics 2010-06-01 Jean B. Lasserre , Thanh Tung Phan

Given a square, nonsingular matrix of univariate polynomials $\mathbf{F} \in \mathbb{K}[x]^{n \times n}$ over a field $\mathbb{K}$, we give a fast, deterministic algorithm for finding the Hermite normal form of $\mathbf{F}$ with complexity…

Symbolic Computation · Computer Science 2016-02-08 George Labahn , Wei Zhou

Physics-Informed Neural Networks (PINNs) are a powerful class of numerical solvers for partial differential equations, employing deep neural networks with successful applications across a diverse set of problems. However, their…

Numerical Analysis · Mathematics 2024-04-18 Tianhao Hu , Bangti Jin , Zhi Zhou

We study several natural instances of the geometric hitting set problem for input consisting of sets of line segments (and rays, lines) having a small number of distinct slopes. These problems model path monitoring (e.g., on road networks)…

Computational Geometry · Computer Science 2016-12-20 Sándor P. Fekete , Kan Huang , Joseph S. B. Mitchell , Ojas Parekh , Cynthia A. Phillips

We introduce an S.o.S hierarchy of lower bounds for a polynomial optimization problem whose constraint is expressed as a matrix polynomial semidefinite inequality. Our approach involves utilizing a penalty function framework to directly…

Optimization and Control · Mathematics 2025-10-20 Hoang Anh Tran , Kim-Chuan Toh