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We develop \emph{geometric optimisation} on the manifold of Hermitian positive definite (HPD) matrices. In particular, we consider optimising two types of cost functions: (i) geodesically convex (g-convex); and (ii) log-nonexpansive (LN).…

Functional Analysis · Mathematics 2018-06-04 Suvrit Sra , Reshad Hosseini

In this work, we present a novel approach for solving stochastic shape optimization problems. Our method is the extension of the classical stochastic gradient method to infinite-dimensional shape manifolds. We prove convergence of the…

Optimization and Control · Mathematics 2020-11-03 Caroline Geiersbach , Estefania Loayza-Romero , Kathrin Welker

We study the optimization version of the set partition problem (where the difference between the partition sums are minimized), which has numerous applications in decision theory literature. While the set partitioning problem is NP-hard and…

Data Structures and Algorithms · Computer Science 2021-09-13 Kaan Gokcesu , Hakan Gokcesu

We show that the problem of finding an optimal stochastic 'blind' controller in a Markov decision process is an NP-hard problem. The corresponding decision problem is NP-hard, in PSPACE, and SQRT-SUM-hard, hence placing it in NP would imply…

Computational Complexity · Computer Science 2012-10-05 Nikos Vlassis , Michael L. Littman , David Barber

In this paper, we study the mixed-integer nonlinear set given by a separable quadratic constraint on continuous variables, where each continuous variable is controlled by an additional indicator. This set occurs pervasively in optimization…

Optimization and Control · Mathematics 2022-09-07 Andres Gomez , Weijun Xie

Two kinds of approximation algorithms exist for the k-BALANCED PARTITIONING problem: those that are fast but compute unsatisfying approximation ratios, and those that guarantee high quality ratios but are slow. In this paper we prove that…

Computational Complexity · Computer Science 2019-04-29 Andreas Emil Feldmann

The problem of approximating a dense matrix by a product of sparse factors is a fundamental problem for many signal processing and machine learning tasks. It can be decomposed into two subproblems: finding the position of the non-zero…

Computational Complexity · Computer Science 2022-11-23 Quoc-Tung Le , Elisa Riccietti , Rémi Gribonval

Many machine learning applications are naturally formulated as optimization problems on Riemannian manifolds. The main idea behind Riemannian optimization is to maintain the feasibility of the variables while moving along a descent…

Optimization and Control · Mathematics 2024-06-05 Andi Han , Pratik Jawanpuria , Bamdev Mishra

We consider the problem of optimization of cost functionals on the infinite-dimensional manifold of diffeomorphisms. We present a new class of optimization methods, valid for any optimization problem setup on the space of diffeomorphisms by…

Optimization and Control · Mathematics 2018-05-25 Ganesh Sundaramoorthi , Anthony Yezzi

Graph neural networks (GNNs) have become the dominant solution for learning on graphs, the typical non-Euclidean structures. Conventional GNNs, constructed with the Artificial Neuron Network (ANN), have achieved impressive performance at…

Machine Learning · Computer Science 2024-10-24 Li Sun , Zhenhao Huang , Qiqi Wan , Hao Peng , Philip S. Yu

We analyze the performance of a class of manifold-learning algorithms that find their output by minimizing a quadratic form under some normalization constraints. This class consists of Locally Linear Embedding (LLE), Laplacian Eigenmap,…

Machine Learning · Statistics 2008-06-17 Y. Goldberg , A. Zakai , D. Kushnir , Y. Ritov

In this thesis, we settle the computational complexity of some fundamental questions in polynomial optimization. These include the questions of (i) finding a local minimum, (ii) testing local minimality of a point, and (iii) deciding…

Optimization and Control · Mathematics 2020-08-28 Jeffrey Zhang

Riemannian structures on infinite-dimensional manifolds arise naturally in shape analysis and shape optimization. These applications lead to optimization problems on manifolds which are not modeled on Banach spaces. The present article…

Optimization and Control · Mathematics 2026-04-21 Valentina Zalbertus , Max Pfeffer , Alexander Schmeding

Several applications in optimization, image, and signal processing deal with data that belong to the Stiefel manifold St(n,p), that is, the set of n-by-p matrices with orthonormal columns. Some applications, like the Riemannian center of…

Numerical Analysis · Mathematics 2023-01-31 Marco Sutti , Bart Vandereycken

Methods and algorithms that work with data on nonlinear manifolds are collectively summarized under the term `Riemannian computing'. In practice, curvature can be a key limiting factor for the performance of Riemannian computing methods.…

Numerical Analysis · Mathematics 2024-04-22 Ralf Zimmermann , Jakob Stoye

Matrix-valued optimization tasks, including those involving symmetric positive definite (SPD) matrices, arise in a wide range of applications in machine learning, data science and statistics. Classically, such problems are solved via…

Optimization and Control · Mathematics 2024-10-15 Andrew Cheng , Melanie Weber

We show NP-completeness for several planar variants of the monotone satisfiability problem with bounded variable appearances. With one exception the presented variants have an associated bipartite graph where the vertex degree is bounded by…

Computational Complexity · Computer Science 2016-04-20 Andreas Darmann , Janosch Döcker , Britta Dorn

In this paper, we focus on a class of constrained nonlinear optimization problems (NLP), where some of its equality constraints define a closed embedded submanifold $\mathcal{M}$ in $\mathbb{R}^n$. Although NLP can be solved directly by…

Optimization and Control · Mathematics 2023-04-05 Nachuan Xiao , Xin Liu , Kim-Chuan Toh

Optimization is fundamental in many areas of science, from computer science and information theory to engineering and statistical physics, as well as to biology or social sciences. It typically involves a large number of variables and a…

Statistical Mechanics · Physics 2009-07-08 Lenka Zdeborová

Adaptive stochastic gradient algorithms in the Euclidean space have attracted much attention lately. Such explorations on Riemannian manifolds, on the other hand, are relatively new, limited, and challenging. This is because of the…

Machine Learning · Computer Science 2019-07-01 Hiroyuki Kasai , Pratik Jawanpuria , Bamdev Mishra