相关论文: Closing the duality gap of the generalized trace r…
Considering the worst-case scenario, junction tree algorithm remains the most general solution for exact MAP inference with polynomial run-time guarantees. Unfortunately, its main tractability assumption requires the treewidth of a…
In this paper, we study the extended trust region subproblem (eTRS) in which the trust region intersects the unit ball with a single linear inequality constraint. By reformulating the Lagrangian dual of eTRS as a two-parameter linear…
In this paper we propose a distributed dual gradient algorithm for minimizing linearly constrained separable convex problems and analyze its rate of convergence. In particular, we prove that under the assumption of strong convexity and…
The generalized orthogonal Procrustes problem (GOPP) plays a fundamental role in several scientific disciplines including statistics, imaging science and computer vision. Despite its tremendous practical importance, it is generally an…
In this paper we consider the generalized inverse iteration for computing ground states of the Gross-Pitaevskii eigenvector problem (GPE). For that we prove explicit linear convergence rates that depend on the maximum eigenvalue in…
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 study conjugate and Lagrange dualities for composite optimization problems within the framework of abstract convexity. We provide conditions for zero duality gap in conjugate duality. For Lagrange duality, intersection property is…
In this work, we consider the low rank decomposition (SDPR) of general convex semidefinite programming problems (SDP) that contain both a positive semidefinite matrix and a nonnegative vector as variables. We develop a rank-support-adaptive…
We explore a new type of sparsity for the generalized moment problem (GMP) that we call ideal-sparsity. This sparsity exploits the presence of equality constraints requiring the measure to be supported on the variety of an ideal generated…
The main goal of this article is to provide a proof of the Pederson-Roy-Szpirglas theorem about counting common real zeros of real polynomial equations by using basic results from Linear algebra and Commutative algebra. The main tools are…
Consider a plane graph G, drawn with straight lines. For every pair a,b of vertices of G, we compare the shortest-path distance between a and b in G (with Euclidean edge lengths) to their actual distance in the plane. The worst-case ratio…
This paper presents an in-depth analysis of the generalized isotonic recursive partitioning (GIRP) algorithm for fitting isotonic models under separable convex losses, proposed by Luss and Rosset [J. Comput. Graph. Statist., 23 (2014), pp.…
The Generalized Riemann Problems (GRP) for nonlinear hyperbolic systems of balance laws in one space dimension are now well-known and can be formulated as follows: Given initial-data which are smooth on two sides of a discontinuity,…
This paper is devoted to the theoretical and numerical investigation of an augmented Lagrangian method for the solution of optimization problems with geometric constraints. Specifically, we study situations where parts of the constraints…
We consider the case of scattering of several obstacles in $\mathbb{R}^d$ for $d \geq 2$. In this setting the absolutely continuous part of the Laplace operator $\Delta$ with Dirichlet boundary conditions and the free Laplace operator…
We consider the numerical construction of minimal Lagrangian graphs, which is related to recent applications in materials science, molecular engineering, and theoretical physics. It is known that this problem can be formulated as an…
Nonlinear acceleration methods are powerful techniques to speed up fixed-point iterations. However, many acceleration methods require storing a large number of previous iterates and this can become impractical if computational resources are…
In this paper, our goal is to study fundamental foundations of linear quadratic Gaussian (LQG) control problems for stochastic linear time-invariant systems via Lagrangian duality of semidefinite programming (SDP) problems. In particular,…
The set of 2-dimensional packing problems builds an important class of optimization problems and Strip Packing together with 2-dimensional Bin Packing and 2-dimensional Knapsack is one of the most famous of these problems. Given a set of…
A problem of the erroneous duality gap caused by the presence of symmetries is solved in this paper utilizing point group theory. The optimization problems are first divided into two classes based on their predisposition to suffer from this…