相关论文: Quadratic Optimization with Switching Variables: T…

Machine learning systems often experience a distribution shift between training and testing. In this paper, we introduce a simple variational objective whose optima are exactly the set of all representations on which risk minimizers are…

As a wide class of resource management problems in wireless communications are nonconvex and even NP-hard in many cases, finding globally optimal solutions to these problems is of little practical interest. Towards more pragmatic…

The information bottleneck (IB) problem tackles the issue of obtaining relevant compressed representations $T$ of some random variable $X$ for the task of predicting $Y$. It is defined as a constrained optimization problem which maximizes…

Chandrasekaran, Parrilo and Willsky (2010) proposed a convex optimization problem to characterize graphical model selection in the presence of unobserved variables. This convex optimization problem aims to estimate an inverse covariance…

This study presents a novel algorithm for identifying the set of extreme points that constitute the exact convex hull of a point set in high-dimensional Euclidean space. The proposed method iteratively solves a sequence of dynamically…

Using modular forms we determine formulas for the number of representations of a positive integer by diagonal octonary quadratic forms with coefficients $1$, $2$, $3$ or $6$.

Cyclotomic polynomials are basic objects in Number Theory. Their properties depend on the number of distinct primes that intervene in the factorization of their order, and the binary case is thus the first nontrivial case. This paper sees…

This study proposes introducing convex optimization to find initial perturbations of atmospheric states to realize specified changes in subsequent weather. In the proposed method, we formulate and solve an inverse problem to find effective…

The integer convex hull $I(H_N)$ of the set $H_N=\{(x,y)\in \mathbb{R}^2: xy\ge N\}$ is the convex hull of the lattice points in $H_N$. The vertices of $I(H_N)$ lie in the square $[1,N]^2$. Improving on a recent result of Alc\'antara et al.…

We study a general class of convex submodular optimization problems with indicator variables. Many applications such as the problem of inferring Markov random fields (MRFs) with a sparsity or robustness prior can be naturally modeled in…

We consider a sparse linear regression model Y=X\beta^{*}+W where X has a Gaussian entries, W is the noise vector with mean zero Gaussian entries, and \beta^{*} is a binary vector with support size (sparsity) k. Using a novel conditional…

Quantum optimization algorithms hold the promise of solving classically hard, discrete optimization problems in practice. The requirement of encoding such problems in a Hamiltonian realized with a finite -- and currently small -- number of…

We consider the problem of reporting convex hull points in an orthogonal range query in two dimensions. Formally, let $P$ be a set of $n$ points in $\mathbb{R}^{2}$. A point lies on the convex hull of a point set $S$ if it lies on the…

The present article discusses the exact observability of the wave equation when the observation subset of the boundary is variable in time. In the one-dimensional case, we prove an equivalent condition for the exact observability, which…

Let $a_k(n)$ denotes the number of representations of a non-negative integer $n$ as sum of $k$ quadratic forms of the type $x^2+xy+y^2$ and $a_{\lambda_1,\lambda_2,\lambda_3\dots\lambda_k}(n)$ denotes the number of representations $n$ as a…

Constrained non-convex optimization problems frequently arise in control applications. Solving such problems is inherently challenging, as existing methods often converge to suboptimal local minima or incur prohibitive computational costs.…

We propose an algorithm for solving nonlinear convex programs defined in terms of a symmetric positive semidefinite matrix variable $X$. This algorithm rests on the factorization $X=Y Y^T$, where the number of columns of Y fixes the rank of…

Sparse regression models are increasingly prevalent due to their ease of interpretability and superior out-of-sample performance. However, the exact model of sparse regression with an $\ell_0$ constraint restricting the support of the…

There is a classical geometric construction which uses a binary quadratic form to define an involution on the space of binary d-ics. We give a complete characterization of a general class of such involutions which are definable using…

The Quadratic Unconstrained Binary Optimization (QUBO) modeling and solution framework is a requirement for quantum and digital annealers. However optimality for QUBO problems of any practical size is extremely difficult to achieve. In…