Recovering low-rank and sparse components of matrices from incomplete and noisy observations

Many applications arising in a variety of fields can be well illustrated by the task of recovering the low-rank and sparse components of a given matrix. Recently, it is discovered that this NP-hard task can be well accomplished, both theoretically and numerically, via heuristically solving a convex relaxation problem where the widely-acknowledged nuclear norm and … Read more

On the Effectiveness of Projection Methods for Convex Feasibility

The effectiveness of projection methods for solving systems of linear inequalities is investigated. It is shown that they have a computational advantage over some alternatives and that this makes them successful in real-world applications. This is supported by experimental evidence provided in this paper on problems of various sizes (up to tens of thousands of … Read more

Metal Artefact Reduction by Least-Squares Penalized-Likelihood Reconstruction with a Fast Polychromatic Projection Model

We consider penalized-likelihood reconstruction for X-ray computed tomography of objects that contain small metal structures. To reduce the beam hardening artefacts induced by these structures, we derive the reconstruction algorithm from a projection model that takes into account the photon emission spectrum and nonlinear variation of attenuation to photon energy. This algorithm requires excessively long … Read more

Multidisciplinary Free Material Optimization

We present a mathematical framework for the so-called multidisciplinary free material optimization (MDFMO) problems, a branch of structural optimization in which the full material tensor is considered as a design variable. We extend the original problem statement by a class of generic constraints depending either on the design or on the state variables. Among the … Read more

Using approximate secant equations in limited memory methods for multilevel unconstrained optimization

The properties of multilevel optimization problems defined on a hierarchy of discretization grids can be used to define approximate secant equations, which describe the second-order behaviour of the objective function. Following earlier work by Gratton and Toint (2009), we introduce a quasi-Newton method (with a linesearch) and a nonlinear conjugate gradient method that both take … Read more

Asymptotic expansion for the solution of a penalized control constrained semilinear elliptic problems

In this work we consider the optimal control problem of a semilinear elliptic PDE with a Dirichlet boundary condition, where the control variable is distributed over the domain and is constrained to be nonnegative. The approach is to consider an associated parametrized family of penalized problems, whose solutions define a central path converging to the … Read more

Concrete Structure Design Using Mixed-Integer Nonlinear Programming with Complementarity Constraints

We present a mixed-integer nonlinear programming (MINLP) formulation to achieve minimum-cost designs for reinforced concrete (RC) structures that satisfy building code requirements. The objective function includes material and labor costs for concrete, steel reinforcing bars, and formwork according to typical contractor methods. Restrictions enforce correct geometry of the cross-section dimensions for each element and relative … Read more

An Improved Branch-and-Bound Method for Maximum Monomial Agreement

The NP-hard Maximum Monomial Agreement (MMA) problem consists of finding a single logical conjunction that best fits a weighted dataset of “positive” and “negative” binary vectors. Computing classifiers using boosting methods involves a maximum agreement subproblem at each iteration, although such subproblems are typically solved by heuristic methods. Here, we describe an exact branch and … Read more

Tightened L0 Relaxation Penalties for Classification

In optimization-based classification model selection, for example when using linear programming formulations, a standard approach is to penalize the L1 norm of some linear functional in order to select sparse models. Instead, we propose a novel integer linear program for sparse classifier selection, generalizing the minimum disagreement hyperplane problem whose complexity has been investigated in … Read more

Most tensor problems are NP-hard

We show that multilinear (tensor) analogues of many efficiently computable problems in numerical linear algebra are NP-hard. Our list here includes: determining the feasibility of a system of bilinear equations, deciding whether a tensor possesses a given eigenvalue, singular value, or spectral norm; approximating an eigenvalue, eigenvector, singular vector, or spectral norm; determining a best … Read more