Greedy algorithms for high-dimensional eigenvalue problems

In this article, we present two new greedy algorithms for the computation of the lowest eigenvalue (and an associated eigenvector) of a high-dimensional eigenvalue problem, and prove some convergence results for these algorithms and their orthogonalized versions. The performance of our algorithms is illustrated on numerical test cases (including the computation of the buckling modes of a microstructured plate), and compared with that of another greedy algorithm for eigenvalue problems introduced by Ammar and Chinesta.Comment: 33 pages, 5 figure

Greedy MAXCUT Algorithms and their Information Content

MAXCUT defines a classical NP-hard problem for graph partitioning and it serves as a typical case of the symmetric non-monotone Unconstrained Submodular Maximization (USM) problem. Applications of MAXCUT are abundant in machine learning, computer vision and statistical physics. Greedy algorithms to approximately solve MAXCUT rely on greedy vertex labelling or on an edge contraction strategy. These algorithms have been studied by measuring their approximation ratios in the worst case setting but very little is known to characterize their robustness to noise contaminations of the input data in the average case. Adapting the framework of Approximation Set Coding, we present a method to exactly measure the cardinality of the algorithmic approximation sets of five greedy MAXCUT algorithms. Their information contents are explored for graph instances generated by two different noise models: the edge reversal model and Gaussian edge weights model. The results provide insights into the robustness of different greedy heuristics and techniques for MAXCUT, which can be used for algorithm design of general USM problems.Comment: This is a longer version of the paper published in 2015 IEEE Information Theory Workshop (ITW

Projection-Based and Look Ahead Strategies for Atom Selection

In this paper, we improve iterative greedy search algorithms in which atoms are selected serially over iterations, i.e., one-by-one over iterations. For serial atom selection, we devise two new schemes to select an atom from a set of potential atoms in each iteration. The two new schemes lead to two new algorithms. For both the algorithms, in each iteration, the set of potential atoms is found using a standard matched filter. In case of the first scheme, we propose an orthogonal projection strategy that selects an atom from the set of potential atoms. Then, for the second scheme, we propose a look ahead strategy such that the selection of an atom in the current iteration has an effect on the future iterations. The use of look ahead strategy requires a higher computational resource. To achieve a trade-off between performance and complexity, we use the two new schemes in cascade and develop a third new algorithm. Through experimental evaluations, we compare the proposed algorithms with existing greedy search and convex relaxation algorithms.Comment: sparsity, compressive sensing; IEEE Trans on Signal Processing 201