Related papers: Approximation of the joint spectral radius using s…
We give a new fast method for evaluating sprectral approximations of nonlinear polynomial functionals. We prove that the new algorithm is convergent if the functions considered are smooth enough, under a general assumption on the spectral…
multiplication operator on a Hilbert space may be approximated with finite sections by choosing an orthonormal basis of the Hilbert space. Nonzero multiplication operators on $L^2$ spaces of functions are never compact and then such…
A sum-of-squares is a polynomial that can be expressed as a sum of squares of other polynomials. Determining if a sum-of-squares decomposition exists for a given polynomial is equivalent to a linear matrix inequality feasibility problem.…
We propose a general method for optimization with semi-infinite constraints that involve a linear combination of functions, focusing on the case of the exponential function. Each function is lower and upper bounded on sub-intervals by…
This paper proposes lower bounds on a quantity called $L^p$-norm joint spectral radius, or in short, $p$-radius, of a finite set of matrices. Despite its wide range of applications to, for example, stability analysis of switched linear…
We introduce a convergent hierarchy of lower bounds on the minimum value of a real form over the unit sphere. The main practical advantage of our hierarchy over the real sum-of-squares (RSOS) hierarchy is that the lower bound at each level…
The famous Gelfand formula $\rho(A)= \limsup_{n\to\infty}\|A^{n}\|^{1/n}$ for the spectral radius of a matrix is of great importance in various mathematical constructions. Unfortunately, the range of applicability of this formula is…
In this paper, we develop an approach to recursively estimate the quadratic risk for matrix recovery problems regularized with spectral functions. Toward this end, in the spirit of the SURE theory, a key step is to compute the (weak)…
Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…
Generalized Fourier series with orthogonal polynomial bases have useful applications in several fields, including differential equations, pattern recognition, and image and signal processing. However, computing the generalized Fourier…
Numerous interesting properties in nonlinear systems analysis can be written as polynomial optimization problems with nonconvex sum-of-squares problems. To solve those problems efficiently, we propose a sequential approach of local…
Noisy matrix completion has attracted significant attention due to its applications in recommendation systems, signal processing and image restoration. Most existing works rely on (weighted) least squares methods under various low-rank…
Photoacoustic computed tomography (PACT) is a non-invasive imaging modality, similar to ultrasound, with wide-ranging medical applications. Conventional PACT images are degraded by wavefront distortion caused by the heterogeneous speed of…
In theory, hierarchies of semidefinite programming (SDP) relaxations based on sum of squares (SOS) polynomials have been shown to provide arbitrarily close approximations for a general polynomial optimization problem (POP). However, due to…
Appropriate estimation of Region of Attraction for a nonlinear dynamical system plays a key role in system analysis and control design. Sum-of-Squares optimization is a powerful tool enabling Region of Attraction estimation for polynomial…
We consider the Subset Sum Ratio Problem ($SSR$), in which given a set of integers the goal is to find two subsets such that the ratio of their sums is as close to~1 as possible, and introduce a family of variations that capture additional…
The moment-sum of squares hierarchy by Lasserre has become an established technique for solving polynomial optimization problems. It provides a monotonically increasing series of tight bounds, but has well-known scalability limitations. For…
Measuring scattered light is central to many laser-based gas diagnostic techniques, e.g., coherent anti-Stokes Raman spectroscopy (CARS) and filtered Rayleigh scattering (FRS). To produce quantitative measurements with such techniques, a…
In many applications it is important to understand the sensitivity of eigenvalues of a matrix polynomial to perturbations of the polynomial. The sensitivity commonly is described by condition numbers or pseudospectra. However, the…
We consider random $n\times n$ matrices $X$ with independent and centered entries and a general variance profile. We show that the spectral radius of $X$ converges with very high probability to the square root of the spectral radius of the…