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In this paper, we propose and study the use of alternating direction algorithms for several $\ell_1$-norm minimization problems arising from sparse solution recovery in compressive sensing, including the basis pursuit problem, the…
This paper presents an efficient Bayesian framework for solving nonlinear, high-dimensional model calibration problems. It is based on a Variational Bayesian formulation that aims at approximating the exact posterior by means of solving an…
This paper studies the Partial Optimal Transport (POT) problem between two unbalanced measures with at most $n$ supports and its applications in various AI tasks such as color transfer or domain adaptation. There is hence the need for fast…
We introduce and analyze an algorithm for the minimization of convex functions that are the sum of differentiable terms and proximable terms composed with linear operators. The method builds upon the recently developed smoothed gap…
We study the block-coordinate forward-backward algorithm in which the blocks are updated in a random and possibly parallel manner, according to arbitrary probabilities. The algorithm allows different stepsizes along the block-coordinates to…
Many challenging tasks in sensor networks, including sensor calibration, ranking of nodes, monitoring, event region detection, collaborative filtering, collaborative signal processing, {\em etc.}, can be formulated as a problem of solving a…
This work addresses inverse linear optimization where the goal is to infer the unknown cost vector of a linear program. Specifically, we consider the data-driven setting in which the available data are noisy observations of optimal…
We develop an Accelerated Back Pressure (ABP) algorithm using Accelerated Dual Descent (ADD), a distributed approximate Newton-like algorithm that only uses local information. Our construction is based on writing the backpressure algorithm…
This paper concerns the reconstruction of the absorption and scattering parameters in a time-dependent linear transport equation from knowledge of angularly averaged measurements performed at the boundary of a domain of interest. We show…
We introduce and prove convergence of a damped Newton algorithm to approximate solutions of the semi-discrete optimal transport problem with storage fees, corresponding to a problem with hard capacity constraints. This is a variant of the…
In this paper we introduce a model describing diffusion of species by a suitable regularization of a "forward-backward" parabolic equation. In particular, we prove existence and uniqueness of solutions, as well as continuous dependence on…
Lagrangian data assimilation exploits the trajectories of moving tracers as observations to recover the underlying flow field. One major challenge in Lagrangian data assimilation is the intrinsic nonlinearity that impedes using exact…
Learning-based approaches are increasingly popular for traffic control problems. However, these approaches are applied typically as black boxes with limited theoretical guarantees and interpretability. In this paper, we consider the theory…
We consider the traffic control problem of dynamic routing over parallel servers, which arises in a variety of engineering systems such as transportation and data transmission. We propose a semi-gradient, on-policy algorithm that learns an…
Discrete optimal transportation problems arise in various contexts in engineering, the sciences and the social sciences. Often the underlying cost criterion is unknown, or only partly known, and the observed optimal solutions are corrupted…
In this paper we analyze several new methods for solving nonconvex optimization problems with the objective function formed as a sum of two terms: one is nonconvex and smooth, and another is convex but simple and its structure is known.…
In this paper we propose a primal-dual dynamical approach to the minimization of a structured convex function consisting of a smooth term, a nonsmooth term, and the composition of another nonsmooth term with a linear continuous operator. In…
This paper introduces the Packing While Traveling problem as a new non-linear knapsack problem. Given are a set of cities that have a set of items of distinct profits and weights and a vehicle that may collect the items when visiting all…
Compute and memory constraints have historically prevented traffic simulation software users from fully utilizing the predictive models underlying them. When calibrating car-following models, particularly, accommodations have included 1)…
This article introduces a new class of fast algorithms to approximate variational problems involving unbalanced optimal transport. While classical optimal transport considers only normalized probability distributions, it is important for…