Fei Wang Pivoting methods are of vital importance for linear programming, the simplex method being the by far most well-known. In this paper, a primal-dual pair of linear programs in canonical form is considered. We show that there exists a sequence of pivots, whose length is bounded by the minimum dimension of the constraint matrix, such that … Read more
We present several solution techniques for the noisy single source localization problem, i.e.,~the Euclidean distance matrix completion problem with a single missing node to locate under noisy data. For the case that the sensor locations are fixed, we show that this problem is implicitly convex, and we provide a purification algorithm along with the SDP … Read more
We study algorithms for robust principal component analysis (RPCA) for a partially observed data matrix. The aim is to recover the data matrix as a sum of a low-rank matrix and a sparse matrix so as to eliminate erratic noise (outliers). This problem is known to be NP-hard in general. A classical way to solve … Read more