Related papers: Finding Maximum Determinant Principal Submatrices …
Submodular maximization subject to matroid constraints is a central problem with many applications in machine learning. As algorithms are increasingly used in decision-making over datapoints with sensitive attributes such as gender or race,…
We propose new sequential simulation-optimization algorithms for general convex optimization via simulation problems with high-dimensional discrete decision space. The performance of each choice of discrete decision variables is evaluated…
This document introduces a strategy to solve linear optimization problems. The strategy is based on the bounding condition each constraint produces on each one of the problem's dimension. The solution of a linear optimization problem is…
We consider the problem of finding the smallest or largest entry of a tensor of order N that is specified via its rank decomposition. Stated in a different way, we are given N sets of R-dimensional vectors and we wish to select one vector…
The classical perceptron rule provides a varying upper bound on the maximum margin, namely the length of the current weight vector divided by the total number of updates up to that time. Requiring that the perceptron updates its internal…
In this article, we give an explicit and uniform lower bound of the arithmetic Hilbert-Samuel function of projective hypersurfaces, which has the optimal dominant term. As an application, we apply this lower bound in the determinant method.
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…
The efficient solution of large-scale multiterm linear matrix equations is a challenging task in numerical linear algebra, and it is a largely open problem. We propose a new iterative scheme for symmetric and positive definite operators,…
This paper studies a classic maximum entropy sampling problem (MESP), which aims to select the most informative principal submatrix of a prespecified size from a covariance matrix. MESP has been widely applied to many areas, including…
We investigate the techniques and ideas used in the convergence analysis of two proximal ADMM algorithms for solving convex optimization problems involving compositions with linear operators. Besides this, we formulate a variant of the ADMM…
The problem of straggler mitigation in distributed matrix multiplication (DMM) is considered for a large number of worker nodes and a fixed small finite field. Polynomial codes and matdot codes are generalized by making use of algebraic…
We study two fundamental problems in computational geometry: finding the maximum inscribed ball (MaxIB) inside a bounded polyhedron defined by $m$ hyperplanes, and the minimum enclosing ball (MinEB) of a set of $n$ points, both in…
It is well-known that by adding integrality constraints to the semidefinite programming (SDP) relaxation of the max-cut problem, the resulting integer semidefinite program is an exact formulation of the problem. In this paper we show…
We investigate the performance of a deterministic GREEDY algorithm for the problem of maximizing functions under a partition matroid constraint. We consider non-monotone submodular functions and monotone subadditive functions. Even though…
Submodular maximization constitutes a prominent research topic in combinatorial optimization and theoretical computer science, with extensive applications across diverse domains. While substantial advancements have been achieved in…
In this paper, we consider the equilibrium problems and also their regularized problems under the setting of Hadamard spaces. The solution to the regularized problem is represented in terms of resolvent operators. As an essential machinery…
The paper addresses the problem of learning a regression model parameterized by a fixed-rank positive semidefinite matrix. The focus is on the nonlinear nature of the search space and on scalability to high-dimensional problems. The…
We study the critical points over an algebraic variety of an optimization problem defined by a quadratic objective that is degenerate. This scenario arises in machine learning when the dataset size is small with respect to the model, and is…
In this paper, we study the predict-then-optimize problem where the output of a machine learning prediction task is used as the input of some downstream optimization problem, say, the objective coefficient vector of a linear program. The…
Recent advances in {matrix-mimetic} tensor frameworks have made it possible to preserve linear algebraic properties for multilinear data analysis and, as a result, to obtain optimal representations of multiway data. Matrix mimeticity arises…