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We propose two novel conditional gradient-based methods for solving structured stochastic convex optimization problems with a large number of linear constraints. Instances of this template naturally arise from SDP-relaxations of…

机器学习 · 计算机科学 2020-07-09 Maria-Luiza Vladarean , Ahmet Alacaoglu , Ya-Ping Hsieh , Volkan Cevher

This paper introduces two methods for verifying the singular values of the structured matrix denoted by $R^{-H}AR^{-1}$, where $R$ is a nonsingular matrix and $A$ is a general nonsingular square matrix. The first of the two methods uses the…

数值分析 · 数学 2025-02-17 Takeshi Terao , Yoshitaka Watanabe , Katsuhisa Ozaki

In this paper we focus on the problem of completion of multidimensional arrays (also referred to as tensors) from limited sampling. Our approach is based on a recently proposed tensor-Singular Value Decomposition (t-SVD) [1]. Using this…

机器学习 · 计算机科学 2015-03-02 Zemin Zhang , Shuchin Aeron

The singular value decomposition (SVD) is a crucial tool in machine learning and statistical data analysis. However, it is highly susceptible to outliers in the data matrix. Existing robust SVD algorithms often sacrifice speed for…

机器学习 · 统计学 2024-02-16 Sangil Han , Kyoowon Kim , Sungkyu Jung

This paper presents a unified framework for investigating the partial condition number (CN) of the solution of double saddle point problems (DSPPs) and provides closed-form expressions for it. This unified framework encompasses the…

数值分析 · 数学 2025-06-17 Sk. Safique Ahmad , Pinki Khatun

Lower bounds on the smallest eigenvalue of a symmetric positive definite matrices $A\in\mathbb{R}^{m\times m}$ play an important role in condition number estimation and in iterative methods for singular value computation. In particular, the…

数值分析 · 计算机科学 2017-02-02 Yusaku Yamamoto

We focus on computing certified upper bounds for the positive maximal singular value (PMSV) of a given matrix. The PMSV problem boils down to maximizing a quadratic polynomial on the intersection of the unit sphere and the nonnegative…

最优化与控制 · 数学 2022-02-18 Victor Magron , Ngoc Hoang Anh Mai , Yoshio Ebihara , Hayato Waki

In this paper, we investigate condition numbers of eigenvalue problems of matrix polynomials with nonsingular leading coefficients, generalizing classical results of matrix perturbation theory. We provide a relation between the condition…

谱理论 · 数学 2009-07-23 Nikolaos Papathanasiou , Panayiotis Psarrakos

Least squares (LS) fitting is one of the most fundamental techniques in science and engineering. It is used to estimate parameters from multiple noisy observations. In many problems the parameters are known a-priori to be bounded integer…

信息论 · 计算机科学 2009-01-05 Amir Leshem , Jacob Goldberger

Under what condition is a random constraint satisfaction problem hard to refute by the sum-of-squares (SoS) algorithm? A sufficient condition is t-wise uniformity, that is, each constraint has a t-wise uniform distribution of satisfying…

计算复杂性 · 计算机科学 2026-05-01 Siu On Chan , Tommaso d'Orsi , Jeff Xu

Many important values for cooperative games are known to arise from least square optimization problems. The present investigation develops an optimization framework to explain and clarify this phenomenon in a general setting. The main…

最优化与控制 · 数学 2016-01-13 Ulrich Faigle , Michel Grabisch

We establish sharp well-posedness and approximation estimates for variational saddle point systems at the continuous level. The main results of this note have been known to be true only in the finite dimensional case. Known spectral results…

数值分析 · 数学 2014-11-04 Constantin Bacuta

We consider the solution of systems of linear algebraic equations (SLAEs) with an ill-conditioned or degenerate exact matrix and an approximate right-hand side. An approach to solving such a problem is proposed and justified, which makes it…

数值分析 · 数学 2024-05-08 A. S. Leonov

We consider truncated SVD (or spectral cut-off, projection) estimators for a prototypical statistical inverse problem in dimension $D$. Since calculating the singular value decomposition (SVD) only for the largest singular values is much…

统计理论 · 数学 2018-09-11 Gilles Blanchard , Marc Hoffmann , Markus Reiß

This paper looks to apply the mathematical framework of the Theory of Functional Connections to the solution of boundary-value problems arising from hybrid systems. The Theory of Functional Connections is a technique to derive constrained…

最优化与控制 · 数学 2021-03-10 Hunter Johnston , Daniele Mortari

Separable nonlinear least squares (SNLS)problem is a special class of nonlinear least squares (NLS)problems, whose objective function is a mixture of linear and nonlinear functions. It has many applications in many different areas,…

计算几何 · 计算机科学 2016-11-17 Wajeb Gharibi , Omar Saeed Al-Mushayt

We consider a number of boundary value problems involving the $p$-Laplacian. The model case is $-\Delta_p u=V|u|^{p-2}u$ for $u\in W_0^{1,2}(D)$ with $D$ a bounded domain in ${\bf R}^n$. We derive necessary conditions for the existence of…

偏微分方程分析 · 数学 2013-02-19 Julian Edward , Steve Hudson , Mark Leckband

The singular value decomposition (SVD) allows to write a matrix as a product of a left singular vectors matrix, a nonnegative singular values diagonal matrix and a right singular vectors matrix. Among the applications of the SVD are the…

数值分析 · 数学 2025-12-09 Doulaye Dembele

Total least squares (TLS) methods have been widely used in data fitting. Compared with the least squares method, for TLS problem we takes into account not only the observation errors, but also the errors in the measurement matrix. This is…

数值分析 · 数学 2022-05-03 Qian Zuo , Yimin Wei , Hua Xiang

In this paper, a well-posed simultaneous space-time First Order System Least Squares formulation is constructed of the instationary incompressible Stokes equations with slip boundary conditions. As a consequence of this well-posedness, the…

数值分析 · 数学 2022-08-24 Gregor Gantner , Rob Stevenson