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Monotonicity is a simple yet significant qualitative characteristic. We consider the problem of segmenting a sequence in up to K segments. We want segments to be as monotonic as possible and to alternate signs. We propose a quality metric…

Databases · Computer Science 2009-09-01 Daniel Lemire , Martin Brooks , Yuhong Yan

A framework is introduced for solving a sequence of slowly changing optimization problems, including those arising in regression and classification applications, using optimization algorithms such as stochastic gradient descent (SGD). The…

Machine Learning · Computer Science 2015-09-25 Craig Wilson , Venugopal V. Veeravalli

We consider the (exact, minimum) $k$-cut problem: given a graph and an integer $k$, delete a minimum-weight set of edges so that the remaining graph has at least $k$ connected components. This problem is a natural generalization of the…

Data Structures and Algorithms · Computer Science 2019-10-08 Jason Li

The minimum conductance problem is an NP-hard graph partitioning problem. Apart from the search for bottlenecks in complex networks, the problem is very closely related to the popular area of network community detection. In this paper, we…

Social and Information Networks · Computer Science 2017-04-11 David Chalupa

There is an increasing interest in quantum algorithms for optimization problems. Within convex optimization, interior-point methods and other recently proposed quantum algorithms are non-trivial to implement on noisy quantum devices. Here,…

Quantum Physics · Physics 2025-09-16 Jakub Marecek , Albert Akhriev

In numerical linear algebra, considerable effort has been devoted to obtaining faster algorithms for linear systems whose underlying matrices exhibit structural properties. A prominent success story is the method of generalized nested…

Data Structures and Algorithms · Computer Science 2023-10-26 Sally Dong , Gramoz Goranci , Lawrence Li , Sushant Sachdeva , Guanghao Ye

We introduce new variants of classical regression-based algorithms for optimal stopping problems based on computation of regression coefficients by Monte Carlo approximation of the corresponding $L^2$ inner products instead of the…

Computational Finance · Quantitative Finance 2019-04-29 Christian Bayer , Martin Redmann , John Schoenmakers

We introduce Sieve-SDP, a simple facial reduction algorithm to preprocess semidefinite programs (SDPs). Sieve-SDP inspects the constraints of the problem to detect lack of strict feasibility, deletes redundant rows and columns, and reduces…

Optimization and Control · Mathematics 2021-03-02 Yuzixuan , Zhu , Gabor Pataki , Quoc Tran-Dinh

In 1996, Karger [Kar96] gave a startling randomized algorithm that finds a minimum-cut in a (weighted) graph in time $O(m\log^3n)$ which he termed near-linear time meaning linear (in the size of the input) times a polylogarthmic factor. In…

Data Structures and Algorithms · Computer Science 2024-01-12 Monika Henzinger , Jason Li , Satish Rao , Di Wang

We consider the problem of finding a minimum cut of a weighted graph presented as a single-pass stream. While graph sparsification in streams has been intensively studied, the specific application of finding minimum cuts in streams is less…

Data Structures and Algorithms · Computer Science 2024-12-09 Matthew Ding , Alexandro Garces , Jason Li , Honghao Lin , Jelani Nelson , Vihan Shah , David P. Woodruff

Non-linear least squares solvers are used across a broad range of offline and real-time model fitting problems. Most improvements of the basic Gauss-Newton algorithm tackle convergence guarantees or leverage the sparsity of the underlying…

Computer Vision and Pattern Recognition · Computer Science 2020-10-22 Huu Le , Christopher Zach , Edward Rosten , Oliver J. Woodford

We design a non-convex second-order optimization algorithm that is guaranteed to return an approximate local minimum in time which scales linearly in the underlying dimension and the number of training examples. The time complexity of our…

Optimization and Control · Mathematics 2017-04-26 Naman Agarwal , Zeyuan Allen-Zhu , Brian Bullins , Elad Hazan , Tengyu Ma

We present a very simple and intuitive algorithm to find balanced sparse cuts in a graph via shortest-paths. Our algorithm combines a new multiplicative-weights framework for solving unit-weight multi-commodity flows with standard ball…

Data Structures and Algorithms · Computer Science 2022-09-20 Li Chen , Rasmus Kyng , Maximilian Probst Gutenberg , Sushant Sachdeva

Best subset selection in linear regression is well known to be nonconvex and computationally challenging to solve, as the number of possible subsets grows rapidly with increasing dimensionality of the problem. As a result, finding the…

Machine Learning · Statistics 2025-04-01 Vikram Singh , Min Sun

We present a quantum algorithm for finding the minimum of a function based on multistep quantum computation and apply it for optimization problems with continuous variables, in which the variables of the problem are discretized to form the…

Quantum Physics · Physics 2023-07-03 Hefeng Wang , Hua Xiang

Dynamically maintaining the minimum cut in a graph $G$ under edge insertions and deletions is a fundamental problem in dynamic graph algorithms for which no conditional lower bound on the time per operation exists. In an $n$-node graph the…

Data Structures and Algorithms · Computer Science 2025-01-07 Antoine El-Hayek , Monika Henzinger , Jason Li

The Chance-Constrained Parallel Machine Scheduling Problem (CC-PMSP) assigns jobs with uncertain processing times to machines, ensuring that each machine's availability constraints are met with a certain probability. We present a…

Optimization and Control · Mathematics 2025-04-30 Nicolás Casassus , Margarita Castro , Gustavo Angulo

We introduce and study Minimum Cut Representability, a framework to solve optimization and feasibility problems over stable matchings by representing them as minimum s-t cut problems on digraphs over rotations. We provide necessary and…

Optimization and Control · Mathematics 2025-04-08 Yuri Faenza , Ayoub Foussoul , Chengyue He

We present two stochastic descent algorithms that apply to unconstrained optimization and are particularly efficient when the objective function is slow to evaluate and gradients are not easily obtained, as in some PDE-constrained…

Optimization and Control · Mathematics 2019-04-30 David Kozak , Stephen Becker , Alireza Doostan , Luis Tenorio

An integral part of many algorithms for S-estimators of linear regression is random subsampling. For problems with only continuous predictors simple random subsampling is a reliable method to generate initial coefficient estimates that can…

Computation · Statistics 2012-08-29 Manuel Koller