Related papers: Input Design for System Identification via Convex …
The importance of accurate recommender systems has been widely recognized by academia and industry. However, the recommendation quality is still rather low. Recently, a linear sparse and low-rank representation of the user-item matrix has…
Subspace identification is a classical and very well studied problem in system identification. The problem was recently posed as a convex optimization problem via the nuclear norm relaxation. Inspired by robust PCA, we extend this framework…
This paper considers phase retrieval from the magnitude of 1D over-sampled Fourier measurements, a classical problem that has challenged researchers in various fields of science and engineering. We show that an optimal vector in a…
Semidefinite programming (SDP) is widely acknowledged as one of the most effective methods for deriving the tightest lower bounds of the optimal power flow (OPF) problems. In this paper, an enhanced semidefinite relaxation model that…
We present a novel methodology for convex optimization algorithm design using ideas from electric RLC circuits. Given an optimization problem, the first stage of the methodology is to design an appropriate electric circuit whose…
An algorithm which computes a solution of a set optimization problem is provided. The graph of the objective map is assumed to be given by finitely many linear inequalities. A solution is understood to be a set of points in the domain…
In this paper, we consider the (global and sum) energy efficiency optimization problem in downlink multi-input multi-output multi-cell systems, where all users suffer from multi-user interference. This is a challenging problem due to…
Efficient algorithms for the sparse solution of under-determined linear systems $Ax = b$ are known for matrices $A$ satisfying suitable assumptions like the restricted isometry property (RIP). Without such assumptions little is known and…
We consider a variational convex relaxation of a class of optimal partitioning and multiclass labeling problems, which has recently proven quite successful and can be seen as a continuous analogue of Linear Programming (LP) relaxation…
This paper presents a convex optimization-based solution to the design of state-feedback controllers for solving the linear quadratic regulator (LQR) problem of uncertain discrete-time systems with multiplicative noise. To synthesize a…
We consider the problem of synthesizing optimal linear feedback policies subject to arbitrary convex constraints on the feedback matrix. This is known to be a hard problem in the usual formulations ($\Htwo,\Hinf,\LQR$) and previous works…
We perform a finite sample analysis of the detection levels for sparse principal components of a high-dimensional covariance matrix. Our minimax optimal test is based on a sparse eigenvalue statistic. Alas, computing this test is known to…
We consider an $\ell_2$-regularized non-convex optimization problem for recovering signals from their noisy phaseless observations. We design and study the performance of a message passing algorithm that aims to solve this optimization…
We consider joint optimization and learning problems arising in real-time decision systems. While most existing work focuses primarily on convex, revenue-based objectives, we extend this line of research to multi-objective formulations. In…
Non-convex optimization problems can be approximately solved via relaxation or local algorithms. For many practical problems such as optimal power flow (OPF) problems, both approaches tend to succeed in the sense that relaxation is usually…
We propose an algorithm based on online convex optimization for controlling discrete-time linear dynamical systems. The algorithm is data-driven, i.e., does not require a model of the system, and is able to handle a priori unknown and…
This tutorial summarizes recent advances in the convex relaxation of the optimal power flow (OPF) problem, focusing on structural properties rather than algorithms. Part I presents two power flow models, formulates OPF and their relaxations…
Pose Graph Optimization involves the estimation of a set of poses from pairwise measurements and provides a formalization for many problems arising in mobile robotics and geometric computer vision. In this paper, we consider the case in…
Low-order linear System IDentification (SysID) addresses the challenge of estimating the parameters of a linear dynamical system from finite samples of observations and control inputs with minimal state representation. Traditional…
We propose an approach to trajectory optimization for piecewise polynomial systems based on the recently proposed graphs of convex sets framework. We instantiate the framework with a convex relaxation of optimal control based on occupation…