Related papers: Fast projection onto the top-k-sum constraint
This paper is devoted to the theoretical and numerical investigation of an augmented Lagrangian method for the solution of optimization problems with geometric constraints. Specifically, we study situations where parts of the constraints…
The classical center based clustering problems such as $k$-means/median/center assume that the optimal clusters satisfy the locality property that the points in the same cluster are close to each other. A number of clustering problems arise…
In this paper, a robust sequential quadratic programming method for constrained optimization is generalized to problem with an {expectation} objective function {and} deterministic equality and inequality constraints. A stochastic line…
We study the problem of estimating precision matrices in Gaussian distributions that are multivariate totally positive of order two ($\mathrm{MTP}_2$). The precision matrix in such a distribution is an M-matrix. This problem can be…
Designing the topology of three-dimensional structures is a challenging problem due to its memory and time consumption. In this paper, we present a robust and efficient algorithm for solving large-scale 3D topology optimization problems.…
We present data streaming algorithms for the $k$-median problem in high-dimensional dynamic geometric data streams, i.e. streams allowing both insertions and deletions of points from a discrete Euclidean space $\{1, 2, \ldots \Delta\}^d$.…
In this paper we develop a higher-order method for solving composite (non)convex minimization problems with smooth (non)convex functional constraints. At each iteration our method approximates the smooth part of the objective function and…
This paper addresses black-box smooth optimization problems, where the objective and constraint functions are not explicitly known but can be queried. The main goal of this work is to generate a sequence of feasible points converging…
The $k$-median and $k$-means clustering objectives are classic objectives for modeling clustering in a metric space. Given a set of points in a metric space, the goal of the $k$-median (resp. $k$-means) problem is to find $k$ representative…
An algorithm for unconstrained non-convex optimization is described, which does not evaluate the objective function and in which minimization is carried out, at each iteration, within a randomly selected subspace. It is shown that this…
Many applications using large datasets require efficient methods for minimizing a proximable convex function subject to satisfying a set of linear constraints within a specified tolerance. For this task, we present a proximal projection…
The "Subset Sum problem" is a very well-known NP-complete problem. In this work, a top-k variation of the "Subset Sum problem" is considered. This problem has wide application in recommendation systems, where instead of k best objects the k…
We study first-order methods (FOMs) for solving \emph{composite nonconvex nonsmooth} optimization with linear constraints. Recently, the lower complexity bounds of FOMs on finding an ($\varepsilon,\varepsilon$)-KKT point of the considered…
We provide simple and fast polynomial time approximation schemes (PTASs) for several variants of the max-sum diversification problem which, in its most basic form, is as follows: Given n points p_1,...,p_n in R^d and an integer k, select k…
We consider the projected gradient algorithm for the nonconvex best subset selection problem that minimizes a given empirical loss function under an $\ell_0$-norm constraint. Through decomposing the feasible set of the given sparsity…
Computing approximate Karush--Kuhn--Tucker (KKT) points for constrained nonconvex programs is a fundamental problem in mathematical programming. Interior-point trust-region (IPTR) methods are particularly attractive for such problems…
In this paper we study constrained subspace approximation problem. Given a set of $n$ points $\{a_1,\ldots,a_n\}$ in $\mathbb{R}^d$, the goal of the {\em subspace approximation} problem is to find a $k$ dimensional subspace that best…
Sorting is one of the most basic primitives in many algorithms and data analysis tasks. Comparison-based sorting algorithms, like quick-sort and merge-sort, are known to be optimal when the outcome of each comparison is error-free. However,…
In the past few years powerful generalizations to the Euclidean k-means problem have been made, such as Bregman clustering [7], co-clustering (i.e., simultaneous clustering of rows and columns of an input matrix) [9,18], and tensor…
We present new, faster pseudopolynomial time algorithms for the $k$-Subset Sum problem, defined as follows: given a set $Z$ of $n$ positive integers and $k$ targets $t_1, \ldots, t_k$, determine whether there exist $k$ disjoint subsets…