Partial Lasserre relaxation for sparse Max-Cut

A common approach to solve or find bounds of polynomial optimization problems like Max-Cut is to use the first level of the Lasserre hierarchy. Higher levels of the Lasserre hierarchy provide tighter bounds, but solving these relaxations is usually computationally intractable. We propose to strengthen the first level relaxation for sparse Max-Cut problems using constraints … Read more

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

Sparse and Low-Rank Matrix Decomposition Via Alternating Direction Methods

The problem of recovering the sparse and low-rank components of a matrix captures a broad spectrum of applications. Authors in [4] proposed the concept of “rank-sparsity incoherence” to characterize the fundamental identifiability of the recovery, and derived practical sufficient conditions to ensure the high possibility of recovery. This exact recovery is achieved via solving a … Read more

Towards a practical parallelisation of the simplex method

The simplex method is frequently the most efficient method of solving linear programming (LP) problems. This paper reviews previous attempts to parallelise the simplex method in relation to efficient serial simplex techniques and the nature of practical LP problems. For the major challenge of solving general large sparse LP problems, there has been no parallelisation … Read more