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We study the performance of first- and second-order optimization methods for l1-regularized sparse least-squares problems as the conditioning of the problem changes and the dimensions of the problem increase up to one trillion. A rigorously…

Optimization and Control · Mathematics 2015-12-16 Kimon Fountoulakis , Jacek Gondzio

Computational equilibrium finding in large zero-sum extensive-form imperfect-information games has led to significant recent AI breakthroughs. The fastest algorithms for the problem are new forms of counterfactual regret minimization [Brown…

Computer Science and Game Theory · Computer Science 2020-07-01 Brian Hu Zhang , Tuomas Sandholm

We study randomized algorithms for constrained optimization, in abstract frameworks that include, in strictly increasing generality: convex programming; LP-type problems; violator spaces; and a setting we introduce, consistent spaces. Such…

Computational Geometry · Computer Science 2019-06-04 Kenneth L. Clarkson , Bernd Gärtner , Johannes Lengler , May Szedlak

Solving l1 regularized optimization problems is common in the fields of computational biology, signal processing and machine learning. Such l1 regularization is utilized to find sparse minimizers of convex functions. A well-known example is…

Numerical Analysis · Computer Science 2016-07-04 Eran Treister , Javier S. Turek , Irad Yavneh

Integer Linear Programming (ILP) has a broad range of applications in various areas of artificial intelligence. Yet in spite of recent advances, we still lack a thorough understanding of which structural restrictions make ILP tractable.…

Discrete Mathematics · Computer Science 2020-03-17 Pavel Dvořák , Eduard Eiben , Robert Ganian , Dušan Knop , Sebastian Ordyniak

Typical behavior of the linear programming (LP) problem is studied as a relaxation of the minimum vertex cover, a type of integer programming (IP) problem. A lattice-gas model on the Erd\"os-R\'enyi random graphs of $\alpha$-uniform…

Disordered Systems and Neural Networks · Physics 2016-06-01 Satoshi Takabe , Koji Hukushima

In this work, we propose an optimization framework for estimating a sparse robust one-dimensional subspace. Our objective is to minimize both the representation error and the penalty, in terms of the l1-norm criterion. Given that the…

Machine Learning · Statistics 2024-03-07 Xiao Ling , Paul Brooks

Nowadays, Non-Linear Least-Squares embodies the foundation of many Robotics and Computer Vision systems. The research community deeply investigated this topic in the last years, and this resulted in the development of several open-source…

In this paper, we study a class of approximation problems, appearing in data approximation and signal processing. The approximations are constructed as combinations of polynomial splines (piecewise polynomials), whose parameters are subject…

Optimization and Control · Mathematics 2015-03-05 Zahra Roshan Zamir , Nadezda Sukhorukova

High-dimensional data common in genomics, proteomics, and chemometrics often contains complicated correlation structures. Recently, partial least squares (PLS) and Sparse PLS methods have gained attention in these areas as dimension…

Machine Learning · Statistics 2012-04-19 Genevera I. Allen , Christine Peterson , Marina Vannucci , Mirjana Maletic-Savatic

We consider linear programming (LP) problems in infinite dimensional spaces that are in general computationally intractable. Under suitable assumptions, we develop an approximation bridge from the infinite-dimensional LP to tractable finite…

Optimization and Control · Mathematics 2017-02-22 Peyman Mohajerin Esfahani , Tobias Sutter , Daniel Kuhn , John Lygeros

The problem of optimizing a linear objective function,given a number of linear constraints has been a long standing problem ever since the times of Kantorovich, Dantzig and von Neuman. These developments have been followed by a different…

Numerical Analysis · Computer Science 2013-03-21 K. Eswaran

This paper introduces a new global optimization algorithm for solving the generalized linear multiplicative problem (GLMP). The algorithm starts by introducing $\bar{p}$ new variables and applying a logarithmic transformation to convert the…

Optimization and Control · Mathematics 2024-01-03 Bo Zhang

Given a family of linear constraints and a linear objective function one can consider whether to apply a Linear Programming (LP) algorithm or use a Linear Superiorization (LinSup) algorithm on this data. In the LP methodology one aims at…

Optimization and Control · Mathematics 2026-01-27 Jan Schröder , Yair Censor , Philipp Süss , Karl-Heinz Küfer

A linear program with linear complementarity constraints (LPCC) requires the minimization of a linear objective over a set of linear constraints together with additional linear complementarity constraints. This class has emerged as a…

Optimization and Control · Mathematics 2018-02-09 Bin Yu , John E. Mitchell , Jong-Shi Pang

Much algorithmic research in NLP aims to efficiently manipulate rich formal structures. An algorithm designer typically seeks to provide guarantees about their proposed algorithm -- for example, that its running time or space complexity is…

Programming Languages · Computer Science 2025-12-30 Tim Vieira , Ryan Cotterell , Jason Eisner

We show that if the probabilistic logarithmic-space solver or the deterministic nearly logarithmic-space solver for undirected Laplacian matrices can be extended to solve slightly larger subclasses of linear systems, then they can be use to…

Computational Complexity · Computer Science 2020-03-17 Xuangui Huang

We consider the problem of minimizing an objective function that is the sum of a convex function and a group sparsity-inducing regularizer. Problems that integrate such regularizers arise in modern machine learning applications, often for…

Optimization and Control · Mathematics 2020-07-30 Frank E. Curtis , Yutong Dai , Daniel P. Robinson

We present algorithms for efficiently learning regularizers that improve generalization. Our approach is based on the insight that regularizers can be viewed as upper bounds on the generalization gap, and that reducing the slack in the…

Machine Learning · Computer Science 2019-02-25 Matthew Streeter

We study linear programming and general LP-type problems in several big data (streaming and distributed) models. We mainly focus on low dimensional problems in which the number of constraints is much larger than the number of variables. Low…

Data Structures and Algorithms · Computer Science 2019-03-14 Sepehr Assadi , Nikolai Karpov , Qin Zhang