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In semidefinite programming a proposed optimal solution may be quite poor in spite of having sufficiently small residual in the optimality conditions. This issue may be framed in terms of the discrepancy between forward error (the…

Decentralized optimization is a powerful paradigm that finds applications in engineering and learning design. This work studies decentralized composite optimization problems with non-smooth regularization terms. Most existing gradient-based…

The aim of this paper is to solve linear semidefinite programs arising from higher-order Lasserre relaxations of unconstrained binary quadratic optimization problems. For this we use an interior point method with a preconditioned conjugate…

One method to determine whether or not a system of partial differential equations is consistent is to attempt to construct a solution using merely the "algebraic data" associated to the system. In technical terms, this translates to the…

The Hadamard decomposition is a powerful technique for data analysis and matrix compression, which decomposes a given matrix into the element-wise product of two or more low-rank matrices. In this paper, we develop an efficient algorithm to…

Constrained optimization problems appear in a wide variety of challenging real-world problems, where constraints often capture the physics of the underlying system. Classic methods for solving these problems rely on iterative algorithms…

Several problems in modeling and control of stochastically-driven dynamical systems can be cast as regularized semi-definite programs. We examine two such representative problems and show that they can be formulated in a similar manner. The…

In the total matching problem, one is given a graph $G$ with weights on the vertices and edges. The goal is to find a maximum weight set of vertices and edges that is the non-incident union of a stable set and a matching. We consider the…

We propose a method for verifying that a given feasible point for a polynomial optimization problem is globally optimal. The approach relies on the Lasserre hierarchy and the result of Lasserre regarding the importance of the convexity of…

Random projection, a dimensionality reduction technique, has been found useful in recent years for reducing the size of optimization problems. In this paper, we explore the use of sparse sub-gaussian random projections to approximate…

We consider the problem of finding the optimal diagonal preconditioner for a positive definite matrix. Although this problem has been shown to be solvable and various methods have been proposed, none of the existing approaches are scalable…

We develop a novel framework to study smooth and strongly convex optimization algorithms, both deterministic and stochastic. Focusing on quadratic functions we are able to examine optimization algorithms as a recursive application of linear…

We consider the problem of estimating the spectral norm of a matrix using only matrix-vector products. We propose a new Counterbalance estimator that provides upper bounds on the norm and derive probabilistic guarantees on its…

Optimal designs are usually model-dependent and likely to be sub-optimal if the postulated model is not correctly specified. In practice, it is common that a researcher has a list of candidate models at hand and a design has to be found…

Deep Neural Networks and Reinforcement Learning methods have empirically shown great promise in tackling challenging combinatorial problems. In those methods a deep neural network is used as a solution generator which is then trained by…

We develop a new tool, namely polynomial and linear algebraic methods, for studying systems of word equations. We illustrate its usefulness by giving essentially simpler proofs of several hard problems. At the same time we prove extensions…

Many problems of systems control theory boil down to solving polynomial equations, polynomial inequalities or polyomial differential equations. Recent advances in convex optimization and real algebraic geometry can be combined to generate…

In this paper, we introduce the Maximum Matrix Contraction problem, where we aim to contract as much as possible a binary matrix in order to maximize its density. We study the complexity and the polynomial approximability of the problem.…

Maximization of submodular functions under various constraints is a fundamental problem that has been studied extensively. A powerful technique that has emerged and has been shown to be extremely effective for such problems is the…

The purpose of this paper is to propose and analyze a multi-step iterative algorithm to solve a convex optimization problem and a fixed point problem posed on a Hadamard space. The convergence properties of the proposed algorithm are…