3 papers
math.CO2020
A New Combinatorial Property of Geometric Unique Sink Orientations
Yuan Gao, Bernd Gärtner, Jourdain Lamperski
A unique sink orientation (USO) is an orientation of the hypercube graph with the property that every face has a unique sink. A number of well-studied problems reduce in strongly p…
math.OC2019
An Oblivious Ellipsoid Algorithm for Solving a System of (In)Feasible Linear Inequalities
Jourdain Lamperski, Robert M. Freund, Michael J. Todd
The ellipsoid algorithm is a fundamental algorithm for computing a solution to the system of linear inequalities in variables when its set of solutio…
stat.ML2019
Certifiably Optimal Sparse Inverse Covariance Estimation
Dimitris Bertsimas, Jourdain Lamperski, Jean Pauphilet
We consider the maximum likelihood estimation of sparse inverse covariance matrices. We demonstrate that current heuristic approaches primarily encourage robustness, instead of the…