Henry Wolkowicz The simplified Wasserstein barycenter problem, also known as the cheapest hub problem, consists in selecting one point from each of \(k\) given sets, each set consisting of \(n\) points, with the aim of minimizing the sum of distances to the barycenter of the \(k\) chosen points. This problem is also known as the cheapest hub … Read more
Preconditioning is essential in iterative methods for solving linear systems of equations. We study a nonclassic matrix condition number, the ω-condition number, in the context of optimal conditioning for low rank updating of positive definite matrices. For a positive definite matrix, this condition measure is the ratio of the arithmetic and geometric means of the … Read more
In this paper, we study the facial structure of the linear image of a cone. We define the singularity degree of a face of a cone to be the minimum number of steps it takes to expose it using exposing vectors from the dual cone. We show that the singularity degree of the linear image … Read more
We consider the problem of finding the best approximation point from a polyhedral set, and its applications, in particular to solving large-scale linear programs. The classical projection problem has many various and many applications. We study a regularized nonsmooth Newton type solution method where the Jacobian is singular; and we compare the computational performance to … Read more
Currently, the simplex method and the interior point method are indisputably the most popular algorithms for solving linear programs, LPs. Unlike general conic programs, LPs with a finite optimal value do not require strict feasibility in order to establish strong duality. Hence strict feasibility is seldom a concern, even though strict feasibility is equivalent to … Read more
We study a semismooth Newton-type method for the nearest doubly stochastic matrix problem where both differentiability and nonsingularity of the Jacobian can fail. The optimality conditions for this problem are formulated as a system of strongly semismooth functions. We show that the so-called local error bound condition does not hold for this system. Thus the … Read more
The Barvinok-Pataki bound provides an upper bound on the rank of extreme points of a spectrahedron. This bound depends solely on the number of affine constraints of the problem, i.e., on the algebra of the problem. Specifically, the triangular number of the rank r is upper bounded by the number of affine constraints. We revisit … Read more
While the security proof method for quantum key distribution, QKD, based on the numerical key rate calculation problem, is powerful in principle, the practicality of the method is limited by computational resources and the efficiency of the underlying algorithm for convex optimization. We derive a stable reformulation of the convex nonlinear semidefinite programming, SDP, model … Read more
We revisit and strengthen splitting methods for solving doubly nonnegative, DNN, relaxations of the quadratic assignment problem, QAP. We use a modified restricted contractive splitting method, rPRSM, approach. Our strengthened bounds and new dual multiplier estimates improve on the bounds and convergence results in the literature. CitationDepartment of Combinatorics & Optimization, University of Waterloo, Canada,06/2019ArticleDownload … Read more
We consider both facial and symmetry reduction techniques for semidefinite programming, SDP. We show that the two together fit surprisingly well in an alternating direction method of multipliers, ADMM, approach. The combination of facial and symmetry reduction leads to a significant improvement in both numerical stability and running time for both the ADMM and interior … Read more