Sangam: A Confluence of Knowledge Streams

Applications and limits of convex optimization

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dc.contributor Moitra, Ankur
dc.contributor Massachusetts Institute of Technology. Department of Mathematics
dc.creator Hamilton, Linus
dc.date 2022-08-29T16:27:54Z
dc.date 2022-08-29T16:27:54Z
dc.date 2022-05
dc.date 2022-06-07T15:33:53.299Z
dc.date.accessioned 2023-03-01T07:22:50Z
dc.date.available 2023-03-01T07:22:50Z
dc.identifier https://hdl.handle.net/1721.1/145023
dc.identifier.uri http://localhost:8080/xmlui/handle/CUHPOERS/275821
dc.description Every algorithmic learning problem becomes vastly more tractable when reduced to a convex program, yet few can be simplified this way. At the heart of this thesis are two hard problems with unexpected convex reformulations. The Paulsen problem, a longstanding open problem in operator theory, was recently resolved by Kwok et al [40]. We use a convex program due to Barthe to present a dramatically simpler proof with an accompanying efficient algorithm that also achieves a better bound. Next, we examine the related operator scaling problem, whose fastest known algorithm uses convex optimization in non-Euclidean space. We expose a fundamental obstruction to such techniques by proving that, under realistic noise conditions, hyperbolic space admits no analogue of Nesterov’s accelerated gradient descent. Finally, we generalize Bresler’s structure learning algorithm from Ising models to arbitrary graphical models. We compare our results to a recent convex programming reformulation of the same problem. Notably, in variants of the problem where one only receives partial samples, our combinatorial algorithm is almost unaffected, whereas the convex approach fails to get off the ground.
dc.description Ph.D.
dc.format application/pdf
dc.publisher Massachusetts Institute of Technology
dc.rights In Copyright - Educational Use Permitted
dc.rights Copyright MIT
dc.rights http://rightsstatements.org/page/InC-EDU/1.0/
dc.title Applications and limits of convex optimization
dc.type Thesis


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