Related papers: Conic optimization techniques yield sufficient con…
Alternating minimization represents a widely applicable and empirically successful approach for finding low-rank matrices that best fit the given data. For example, for the problem of low-rank matrix completion, this method is believed to…
We consider the problem of matrix completion with side information (\textit{inductive matrix completion}). In real-world applications many side-channel features are typically non-informative making feature selection an important part of the…
Tensor completion is a natural higher-order generalization of matrix completion where the goal is to recover a low-rank tensor from sparse observations of its entries. Existing algorithms are either heuristic without provable guarantees,…
We consider several classes of highly important semidefinite optimization problems that involve both a convex objective function (smooth or nonsmooth) and additional linear or nonlinear smooth and convex constraints, which are ubiquitous in…
Matching markets face increasing needs to learn the matching qualities between demand and supply for effective design of matching policies. In practice, the matching rewards are high-dimensional due to the growing diversity of participants.…
This work focuses on the problem of exact model reduction of positive linear systems, by leveraging minimal realization theory. While determining the existence of a positive reachable realization remains in general an open problem, we are…
A large-scale complex system comprising many, often spatially distributed, dynamical subsystems with partial autonomy and complex interactions are called system of systems. This paper describes an efficient algorithm for model predictive…
Linear optimization is many times algorithmically simpler than non-linear convex optimization. Linear optimization over matroid polytopes, matching polytopes and path polytopes are example of problems for which we have simple and efficient…
Many problems in nonlinear analysis and optimization, among them variational inequalities and minimization of convex functions, can be reduced to finding zeros (namely, roots) of set-valued operators. Hence numerous algorithms have been…
This paper is devoted to studying the global and finite convergence of the semi-smooth Newton method for solving a piecewise linear system that arises in cone-constrained quadratic programming problems and absolute value equations. We first…
The problem of decomposing a given covariance matrix as the sum of a positive semi-definite matrix of given rank and a positive semi-definite diagonal matrix, is considered. We present a projection-type algorithm to address this problem.…
The diverse world of machine learning applications has given rise to a plethora of algorithms and optimization methods, finely tuned to the specific regression or classification task at hand. We reduce the complexity of algorithm design for…
Many problems of theoretical and practical interest involve finding an optimum over a family of convex functions. For instance, finding the projection on the convex functions in $H^k(\Omega)$, and optimizing functionals arising from some…
We describe strong convex valid inequalities for conic quadratic mixed 0-1 optimization. These inequalities can be utilized for solving numerous practical nonlinear discrete optimization problems from value-at-risk minimization to queueing…
This two-part paper is concerned with the problem of minimizing a linear objective function subject to a bilinear matrix inequality (BMI) constraint. In this part, we first consider a family of convex relaxations which transform BMI…
Matrix completion is the problem of recovering a low rank matrix by observing a small fraction of its entries. A series of recent works [KOM12,JNS13,HW14] have proposed fast non-convex optimization based iterative algorithms to solve this…
Approximations of optimization problems arise in computational procedures and sensitivity analysis. The resulting effect on solutions can be significant, with even small approximations of components of a problem translating into large…
This paper studies the matrix Moment-SOS hierarchy for solving polynomial matrix optimization. Our first result is to show the finite convergence of this hierarchy, if the nondegeneracy condition, strict complementarity condition and second…
The Quadratic Assignment Problem (QAP) is an important discrete optimization instance that encompasses many well-known combinatorial optimization problems, and has applications in a wide range of areas such as logistics and computer vision.…
Semidefinite relaxations of polynomial optimization have become a central tool for addressing the non-convex optimization problems over non-commutative operators that are ubiquitous in quantum information theory and, more in general,…