相关论文: Comment on Two schemes for Secure Outsourcing of L…
We prove a tight lower bound (up to constant factors) on the sample complexity of any non-interactive local differentially private protocol for optimizing a linear function over the simplex. This lower bound also implies a tight lower bound…
We propose a framework for sensitivity analysis of linear programs (LPs) in minimization form, allowing for simultaneous perturbations in the objective coefficients and right-hand sides, where the perturbations are modeled in a compact,…
We consider approximation algorithms for covering integer programs of the form min $\langle c, x \rangle $ over $x \in \mathbb{N}^n $ subject to $A x \geq b $ and $x \leq d$; where $A \in \mathbb{R}_{\geq 0}^{m \times n}$, $b \in…
In this paper, we consider the multiple probabilistic covering location problem (MPCLP), which attempts to open a fixed number of facilities to maximize the total covered customer demand under a joint probabilistic coverage setting. We…
In Part I of this paper, we proposed and analyzed a novel algorithmic framework for the minimization of a nonconvex (smooth) objective function, subject to nonconvex constraints, based on inner convex approximations. This Part II is devoted…
Nonlinear matrix equations arise in many practical contexts related to control theory, dynamical programming and finite element methods for solving some partial differential equations. In most of these applications, it is needed to compute…
{\em Verifiable computation} (VC) allows a computationally weak client to outsource the evaluation of a function on many inputs to a powerful but untrusted server. The client invests a large amount of off-line computation and gives an…
Classifying orthogonal arrays is a well known important class of problems that asks for finding all non-isomorphic, non-negative integer solutions to a class of systems of constraints. Solved instances are scarce. We develop two new methods…
New versions and extensions of Benson's outer approximation algorithm for solving linear vector optimization problems are presented. Primal and dual variants are provided in which only one scalar linear program has to be solved in each…
This paper introduces a smoothed proximal Lagrangian method for minimizing a nonconvex smooth function over a convex domain with additional explicit convex nonlinear constraints. Two key features are 1) the proposed method is single-looped,…
Integer Linear Programming with $n$ binary variables and $m$ many $0/1$-constraints can be solved in time $2^{\tilde O(m^2)} \text{poly}(n)$ and it is open whether the dependence on $m$ is optimal. Several seemingly unrelated problems,…
A sparse linear programming (SLP) problem is a linear programming problem equipped with a sparsity (or cardinality) constraint, which is nonconvex and discontinuous theoretically and generally NP-hard computationally due to the…
The emergence of cloud computing gives huge impact on large computations. Cloud computing platforms offer servers with large computation power to be available for customers. These servers can be used efficiently to solve problems that are…
In this paper, we propose a class of super-schemes for efficiently solving nonlinear unconstrained optimization problems. The proposed approach introduces two novel choices of step-size parameters, leading to efficient descent directions…
Packing and covering linear programs (PC-LPs) form an important class of linear programs (LPs) across computer science, operations research, and optimization. In 1993, Luby and Nisan constructed an iterative algorithm for approximately…
Modelling real world systems frequently requires the solution of systems of nonlinear equations. A number of approaches have been suggested and developed for this computational problem. However, it is also possible to attempt solutions…
We consider the sparse optimization problem with nonlinear constraints and an objective function, which is given by the sum of a general smooth mapping and an additional term defined by the $ \ell_0 $-quasi-norm. This term is used to obtain…
The problem of minimizing a (nonconvex) quadratic form over the unit simplex, referred to as a standard quadratic program, admits an exact convex conic formulation over the computationally intractable cone of completely positive matrices.…
We consider the constrained Linear Inverse Problem (LIP), where a certain atomic norm (like the $\ell_1 $ norm) is minimized subject to a quadratic constraint. Typically, such cost functions are non-differentiable, which makes them not…
Private Information Retrieval (PIR) schemes enable users to securely retrieve files from a server without disclosing the content of their queries, thereby preserving their privacy. In 2008, Melchor and Gaborit proposed a PIR scheme that…