5,456 research outputs found

    A Simple Message-Passing Algorithm for Compressed Sensing

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    We consider the recovery of a nonnegative vector x from measurements y = Ax, where A is an m-by-n matrix whos entries are in {0, 1}. We establish that when A corresponds to the adjacency matrix of a bipartite graph with sufficient expansion, a simple message-passing algorithm produces an estimate \hat{x} of x satisfying ||x-\hat{x}||_1 \leq O(n/k) ||x-x(k)||_1, where x(k) is the best k-sparse approximation of x. The algorithm performs O(n (log(n/k))^2 log(k)) computation in total, and the number of measurements required is m = O(k log(n/k)). In the special case when x is k-sparse, the algorithm recovers x exactly in time O(n log(n/k) log(k)). Ultimately, this work is a further step in the direction of more formally developing the broader role of message-passing algorithms in solving compressed sensing problems

    Average case polyhedral complexity of the maximum stable set problem

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    We study the minimum number of constraints needed to formulate random instances of the maximum stable set problem via linear programs (LPs), in two distinct models. In the uniform model, the constraints of the LP are not allowed to depend on the input graph, which should be encoded solely in the objective function. There we prove a 2Ω(n/logn)2^{\Omega(n/ \log n)} lower bound with probability at least 122n1 - 2^{-2^n} for every LP that is exact for a randomly selected set of instances; each graph on at most n vertices being selected independently with probability p2(n/42)+np \geq 2^{-\binom{n/4}{2}+n}. In the non-uniform model, the constraints of the LP may depend on the input graph, but we allow weights on the vertices. The input graph is sampled according to the G(n, p) model. There we obtain upper and lower bounds holding with high probability for various ranges of p. We obtain a super-polynomial lower bound all the way from p=Ω(log6+ε/n)p = \Omega(\log^{6+\varepsilon} / n) to p=o(1/logn)p = o (1 / \log n). Our upper bound is close to this as there is only an essentially quadratic gap in the exponent, which currently also exists in the worst-case model. Finally, we state a conjecture that would close this gap, both in the average-case and worst-case models

    Improving Efficiency and Scalability of Sum of Squares Optimization: Recent Advances and Limitations

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    It is well-known that any sum of squares (SOS) program can be cast as a semidefinite program (SDP) of a particular structure and that therein lies the computational bottleneck for SOS programs, as the SDPs generated by this procedure are large and costly to solve when the polynomials involved in the SOS programs have a large number of variables and degree. In this paper, we review SOS optimization techniques and present two new methods for improving their computational efficiency. The first method leverages the sparsity of the underlying SDP to obtain computational speed-ups. Further improvements can be obtained if the coefficients of the polynomials that describe the problem have a particular sparsity pattern, called chordal sparsity. The second method bypasses semidefinite programming altogether and relies instead on solving a sequence of more tractable convex programs, namely linear and second order cone programs. This opens up the question as to how well one can approximate the cone of SOS polynomials by second order representable cones. In the last part of the paper, we present some recent negative results related to this question.Comment: Tutorial for CDC 201

    Quadratically-Regularized Optimal Transport on Graphs

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    Optimal transportation provides a means of lifting distances between points on a geometric domain to distances between signals over the domain, expressed as probability distributions. On a graph, transportation problems can be used to express challenging tasks involving matching supply to demand with minimal shipment expense; in discrete language, these become minimum-cost network flow problems. Regularization typically is needed to ensure uniqueness for the linear ground distance case and to improve optimization convergence; state-of-the-art techniques employ entropic regularization on the transportation matrix. In this paper, we explore a quadratic alternative to entropic regularization for transport over a graph. We theoretically analyze the behavior of quadratically-regularized graph transport, characterizing how regularization affects the structure of flows in the regime of small but nonzero regularization. We further exploit elegant second-order structure in the dual of this problem to derive an easily-implemented Newton-type optimization algorithm.Comment: 27 page
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