Exploiting Optimization for Local Graph Clustering

Local graph clustering methods aim to identify well-connected clusters around a given “seed set” of reference nodes. The main focus of prior theoretical work has been on worst-case running time properties or on implicit statistical regularization; and the focus of prior empirical work has been to identify structure in large social and information networks. Here, … Read more

Optimization over Structured Subsets of Positive Semidefinite Matrices via Column Generation

We develop algorithms for inner approximating the cone of positive semidefinite matrices via linear programming and second order cone programming. Starting with an initial linear algebraic approximation suggested recently by Ahmadi and Majumdar, we describe an iterative process through which our approximation is improved at every step. This is done using ideas from column generation … Read more

A Deterministic Fully Polynomial Time Approximation Scheme For Counting Integer Knapsack Solutions Made Easy

Given $n$ elements with nonnegative integer weights $w=(w_1,\ldots,w_n)$, an integer capacity $C$ and positive integer ranges $u=(u_1,\ldots,u_n)$, we consider the counting version of the classic integer knapsack problem: find the number of distinct multisets whose weights add up to at most $C$. We give a deterministic algorithm that estimates the number of solutions to within … Read more

Sum of Squares Basis Pursuit with Linear and Second Order Cone Programming

We devise a scheme for solving an iterative sequence of linear programs (LPs) or second order cone programs (SOCPs) to approximate the optimal value of any semidefinite program (SDP) or sum of squares (SOS) program. The first LP and SOCP-based bounds in the sequence come from the recent work of Ahmadi and Majumdar on diagonally … Read more

Semi-Online Scheduling on Two Uniform Machines with Known Optimum, Part I: Tight Lower Bounds

This problem is about to schedule a number of jobs of different lengths on two uniform machines with given speeds $1$ and $s \geq 1$, so that the overall completion time, i.e., the makespan, is earliest possible. We consider a semi-online variant (introduced for equal speeds) by Azar and Regev, where the jobs arrive one … Read more

Semi-Online Scheduling on Two Uniform Machines with Known Optimum, Part II: Tight Upper Bounds

We consider a semi-online version of the problem of scheduling a sequence of jobs of different lengths on two uniform machines with given speeds $1$ and $s$. Jobs are revealed one by one (the assignment of a job has to be done before the next job is revealed), and the objective is to minimize the … Read more

Fully Polynomial Time hBcApproximation Schemes for Continuous Stochastic Convex Dynamic Programs

We develop fully polynomial time $(\Sigma,\Pi)$-approximation schemes for stochastic dynamic programs with continuous state and action spaces, when the single-period cost functions are convex Lipschitz-continuous functions that are accessed via value oracle calls. That is, for every given additive error parameter $\Sigma>0$ and multiplicative error factor $\Pi=1+\epsilon>1$, the scheme returns a feasible solution whose value … Read more

A MAX-CUT formulation of 0/1 programs

We consider the linear or quadratic 0/1 program \[P:\quad f^*=\min\{ c^Tx+x^TFx : \:A\,x =\b;\:x\in\{0,1\}^n\},\] for some vectors $c\in R^n$, $b\in Z^m$, some matrix $A\in Z^{m\times n}$ and some real symmetric matrix $F\in R^{n\times n}$. We show that $P$ can be formulated as a MAX-CUT problem whose quadratic form criterion is explicit from the data of … Read more

Search-Enhanced Instantaneous Frequency Detection Algorithm: A Preliminary Design

This paper presents a method developed for finding sinusoidal components within a nonlinear non-stationary time-series data using Genetic Algorithm (GA) (a global optimization technique). It is called Search-Enhanced Instantaneous Frequency Detection (SEIFD) algorithm. The GA adaptively define the configuration of the components by simulating the solution finding process as a series of genetic evolutions. The … Read more

New Improved Penalty Methods for Sparse Reconstruction Based on Difference of Two Norms

In this paper, we further establish two types of DC (Difference of Convex functions) programming for $l_0$ sparse reconstruction. Our DC objective functions are specified to the difference of two norms. One is the difference of $l_1$ and $l_{\sigma_q}$ norms (DC $l_1$-$l_{\sigma_q}$ for short) where $l_{\sigma_q}$ is the $l_1$ norm of the $q$-term ($q\geq1$) best … Read more