相关论文: A Proof of Parisi's Conjecture on the Random Assig…

We consider an expected-value ranking and selection (R&S) problem where all k solutions' simulation outputs depend on a common parameter whose uncertainty can be modeled by a distribution. We define the most probable best (MPB) to be the…

Random instances of constraint satisfaction problems such as k-SAT provide challenging benchmarks. If there are m constraints over n variables there is typically a large range of densities r=m/n where solutions are known to exist with…

Let $n$ be a large integer and $M_n$ be a random $n$ by $n$ matrix whose entries are i.i.d. Bernoulli random variables (each entry is $\pm 1$ with probability 1/2). We show that the probability that $M_n$ is singular is at most $(3/4…

We work in the space of $m$-by-$n$ real matrices with the Frobenius inner product. Consider the following Problem: Given an m-by-n real matrix A and a positive integer k, find the m-by-n matrix with rank k that is closest to A. I discuss a…

We introduce and study the problem of consistent low-rank approximation, in which rows of an input matrix $\mathbf{A}\in\mathbb{R}^{n\times d}$ arrive sequentially and the goal is to provide a sequence of subspaces that well-approximate the…

We call a matrix completely mixable if the entries in its columns can be permuted so that all row sums are equal. If it is not completely mixable, we want to determine the smallest maximal and largest minimal row sum attainable. These…

We present the viewpoint that optimization problems encountered in machine learning can often be interpreted as minimizing a convex functional over a function space, but with a non-convex constraint set introduced by model parameterization.…

Meaningful comparison between sets of observations often necessitates alignment or registration between them, and the resulting optimization problems range in complexity from those admitting simple closed-form solutions to those requiring…

This paper provides a theorem to compare the minimum total cost of two different Euclidean Random Assignment Problems with the same number of points, using the stochastic order of the costs of one of the pairs in these two problems. The…

A central problem in business concerns the optimal allocation of limited resources to a set of available tasks, where the payoff of these tasks is inherently uncertain. In credit card fraud detection, for instance, a bank can only assign a…

This paper presents a new extension of the classical Heron problem, termed the generalized $(k,m)$-Heron problem, which seeks an optimal configuration among $k$ feasible and $m$ target non-empty closed convex sets in $\mathbb{R}^n$. The…

The $k$-cardinality assignment problem asks for finding a maximal (minimal) weight of a matching of cardinality $k$ in a weighted bipartite graph $K_{n,n}$, $k \leq n$. The algorithm of Gassner and Klinz from 2010 for the parametric…

The problem of completing a large matrix with lots of missing entries has received widespread attention in the last couple of decades. Two popular approaches to the matrix completion problem are based on singular value thresholding and…

A common problem in machine learning is to rank a set of n items based on pairwise comparisons. Here ranking refers to partitioning the items into sets of pre-specified sizes according to their scores, which includes identification of the…

We consider the synthesis problem of Compressed Sensing - given s and an MXn matrix A, extract from it an mXn submatrix A', certified to be s-good, with m as small as possible. Starting from the verifiable sufficient conditions of…

Given a set $P$ of $n$ points in $\mathbf{R}^d$, and a positive integer $k \leq n$, the $k$-dispersion problem is that of selecting $k$ of the given points so that the minimum inter-point distance among them is maximized (under Euclidean…

The class of assignment problems is a fundamental and well-studied class in the intersection of Social Choice, Computational Economics and Discrete Allocation. In a general assignment problem, a group of agents expresses preferences over a…

We present an alternate formulation of the partial assignment problem as matching random clique complexes, that are higher-order analogues of random graphs, designed to provide a set of invariants that better detect higher-order structure.…

We consider the problem of solving mixed random linear equations with $k$ components. This is the noiseless setting of mixed linear regression. The goal is to estimate multiple linear models from mixed samples in the case where the labels…

The Restricted Invertibility problem is the problem of selecting the largest subset of columns of a given matrix $X$, while keeping the smallest singular value of the extracted submatrix above a certain threshold. In this paper, we address…