Abstract. The condition number of a Gram matrix defined by a polynomial basis and a set of points is often used to measure the sensitivity of the least squares polynomial approxim...
Minimizing the rank of a matrix subject to constraints is a challenging problem that arises in many applications in machine learning, control theory, and discrete geometry. This c...
Minimizing the rank of a matrix subject to constraints is a challenging problem that arises in many applications in control theory, machine learning, and discrete geometry. This c...
The portfolio optimization problem is modeled as a mean-risk bicriteria optimization problem where the expected return is maximized and some (scalar) risk measure is minimized. In ...
Suppose we are given a matrix that is formed by adding an unknown sparse matrix to an unknown low-rank matrix. Our goal is to decompose the given matrix into its sparse and low-ran...
Venkat Chandrasekaran, Sujay Sanghavi, Pablo A. Pa...