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We revisit the problem of robust linear regression under Gaussian covariates with an unknown covariance matrix of condition number $\kappa$. For this fundamental problem, significant gaps remain in our understanding of the trade-offs among…
This paper initiates the study of quantum algorithms for matroid property problems. It is shown that quadratic quantum speedup is possible for the calculation problem of finding the girth or the number of circuits (bases, flats,…
We introduce in this paper a technique for the reduced order approximation of parametric symmetric elliptic partial differential equations. For any given dimension, we prove the existence of an optimal subspace of at most that dimension…
Classical existence theorems and solution methods for quadratic programming traditionally rely on the analytical properties of real numbers, specifically compactness and completeness. These tools are unavailable in general linearly ordered…
In this paper we consider three minimization problems, namely quadratic, $\rho$-convex and quadratic fractional programing problems. The quadratic problem is considered with quadratic inequality constraints with bounded continuous and…
The standard quadratic optimization problem (StQP) consists of minimizing a quadratic form over the standard simplex. Without convexity or concavity of the quadratic form, the StQP is NP-hard. This problem has many relevant real-life…
In this paper, we study saddle point (SP) problems, focusing on convex-concave optimization involving functions that satisfy either two-sided quadratic functional growth (QFG) or two-sided quadratic gradient growth (QGG)--novel conditions…
We study the equivalence of several well-known sufficient optimality conditions for a general quadratically constrained quadratic program (QCQP). The conditions are classified in two categories. The first one is for determining an optimal…
We study a cutting-plane method for semidefinite optimization problems (SDOs), and supply a proof of the method's convergence, under a boundedness assumption. By relating the method's rate of convergence to an initial outer approximation's…
The purpose of this paper is twofold. First, we provide an optimal $\Omega(\sqrt{n})$ bits lower bound for any two-way protocol for the Vector in Subspace Communication Problem which is of bounded total rank. This result complements Raz's…
We consider the global optimization of nonconvex mixed-integer quadratic programs with linear equality constraints. In particular, we present a new class of convex quadratic relaxations which are derived via quadratic cuts. To construct…
This article investigates the approximation quality achievable for biobjective minimization problems with respect to the Pareto cone by solutions that are (approximately) optimal with respect to larger ordering cones. When simultaneously…
We study optimal diagonal preconditioning using the classical worst-case $\kappa$-condition number and the averaging-based $\omega$-condition number. For the $\kappa$-optimal preconditioning problem, we derive an affine-based pseudoconvex…
In 2009, Roeglin and Teng showed that the smoothed number of Pareto optimal solutions of linear multi-criteria optimization problems is polynomially bounded in the number $n$ of variables and the maximum density $\phi$ of the semi-random…
We study the minimization of fixed-degree polynomials over the simplex. This problem is well-known to be NP-hard, as it contains the maximum stable set problem in graph theory as a special case. In this paper, we consider a rational…
This paper considers the minimization of a general objective function $f(X)$ over the set of rectangular $n\times m$ matrices that have rank at most $r$. To reduce the computational burden, we factorize the variable $X$ into a product of…
We analyze the complexity of single-loop quadratic penalty and augmented Lagrangian algorithms for solving nonconvex optimization problems with functional equality constraints. We consider three cases, in all of which the objective is…
A sequential quadratic optimization algorithm for minimizing an objective function defined by an expectation subject to nonlinear inequality and equality constraints is proposed, analyzed, and tested. The context of interest is when it is…
In this thesis 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…
Bilevel optimization minimizes an objective function, defined by an upper-level problem whose feasible region is the solution of a lower-level problem. We study the oracle complexity of finding an $\epsilon$-stationary point with…