We consider the unconstrained $L_2$-$L_p$ minimization: find a minimizer of
$\|Ax-b\|^2_2+\lambda \|x\|^p_p$ for given $A \in R^{m\times n}$, $b\in R^m$
and parameters $\lambda>0$, $p\in [0,1)$. This problem has been studied
extensively in variable selection and sparse least squares fitting for high
dimensional data. Theoretical results show that the minimizers of the
$L_2$-$L_p$ problem have various attractive features due to the concavity and
non-Lipschitzian property of the regularization function $\|\cdot\|^p_p$.
We present a dynamic learning algorithm for a class of single-product revenue
management problems. In these problems, a retailer sells a single product with
limited on-hand inventory over a finite selling season. Customer demand arrives
according to a Poisson process, the rate of which is influenced by a single
action taken by the retailer (such as price adjustment, sales commission,
advertisement intensity, etc.). The relation between the action and the demand
rate is not known in advance.
Sensor network localization attempts to determine the locations of a group of
sensors given the distances between some of them. The Semidefinite Programming
(SDP) relaxation of this problem is widely used to determine the locations of
the sensors. In this paper, we analyze and determine a number of conditions
that guarantee that the SDP relaxation is exact, i.e. gives the correct
solution. Our main contribution is twofold. We present the first non-asymptotic
bound on the connectivity range requirement of the sensors in order to ensure
the network is uniquely localizable.
A configuration p in r-dimensional Euclidean space is a finite collection of
points (p^1,...,p^n) that affinely span R^r. A bar framework, denoted by G(p),
in R^r is a simple graph G on n vertices together with a configuration p in
R^r.
We prove that the (d+1)-lateration graph with n(>= d+1) point, when points
are in general position in R^d, not only is universally rigid, but also admits
a rank (n-d-1) positive semi-definite stress matrix. We also prove that a
similar result holds as in the case of sensor network localization when the
graph has m(>= d+1) anchors.
We consider the online linear programming problem where the constraint matrix
is revealed column by column along with the objective function. We provide a
1-o(1) competitive algorithm for this surprisingly general class of online
problems under the assumption of random order of arrival and some mild
conditions on the right-hand-side input. Our learning-based algorithm works by
dynamically updating a threshold price vector at geometric time intervals, the
price learned from the previous steps is used to determine the decision for the
current step.