Randomized Algorithms for Rounding in the Tensor-Train Format

On Dependent Randomized Rounding Algorithms

In recent years, approximation algorithms based on randomized rounding of fractional optimal solutions have been applied to several classes of discrete optimization problems. In this paper, we describe a class of rounding methods that exploits the structure and geometry of the underlying problem to round fractional solution to 0–1 solution. This is achieved by introducing dependencies in the ro...

Parallel algorithms for tensor completion in the CP format

Low-rank tensor completion addresses the task of filling in missing entries in multi-dimensional data. It has proven its versatility in numerous applications, including context-aware recommender systems and multivariate function learning. To handle large-scale datasets and applications that feature high dimensions, the development of distributed algorithms is central. In this work, we propose n...

Approximation Algorithms: LP Relaxation, Rounding, and Randomized Rounding Techniques

A Randomized Tensor Train Singular Value Decomposition

The hierarchical SVD provides a quasi-best low rank approximation of high dimensional data in the hierarchical Tucker framework. Similar to the SVD for matrices, it provides a fundamental but expensive tool for tensor computations. In the present work we examine generalizations of randomized matrix decomposition methods to higher order tensors in the framework of the hierarchical tensors repres...

Approximation algorithms via randomized rounding: a survey

Approximation algorithms provide a natural way to approach computationally hard problems. There are currently many known paradigms in this area, including greedy algorithms, primal-dual methods, methods based on mathematical programming (linear and semidefinite programming in particular), local improvement, and “low distortion” embeddings of general metric spaces into special families of metric...