Related papers: Approximation of Nonnegative Systems by Finite Imp…
Nowadays, low-rank approximations of matrices are an important component of many methods in science and engineering. Traditionally, low-rank approximations are considered in unitary invariant norms, however, recently element-wise…
We propose a conditional gradient framework for a composite convex minimization template with broad applications. Our approach combines smoothing and homotopy techniques under the CGM framework, and provably achieves the optimal…
Submodular optimization has numerous applications such as crowdsourcing and viral marketing. In this paper, we study the fundamental problem of non-negative submodular function maximization subject to a $k$-system constraint, which…
In this note we address the problem of indirect adaptive (regulation or tracking) control of nonlinear, input affine dissipative systems. It is assumed that the supply rate, the storage and the internal dissipation functions may be…
Symmetric nonnegative matrix factorization (SNMF) is equivalent to computing a symmetric nonnegative low rank approximation of a data similarity matrix. It inherits the good data interpretability of the well-known nonnegative matrix…
We discuss the problem of optimal impulse control representing the preventive maintenance of a simple reparable system. The system model is governed by coupled transport and integro-differential equations in a nonreflexive Banach space. The…
This paper describes a new approach, based on linear programming, for computing nonnegative matrix factorizations (NMFs). The key idea is a data-driven model for the factorization where the most salient features in the data are used to…
We develop a rigorous framework for global non-convex optimization by reformulating the minimization problem as a discounted infinite-horizon optimal control problem. For non-convex, continuous, and possibly non-smooth objective functions…
In this paper we propose a proximal algorithm for minimizing an objective function of two block variables consisting of three terms: 1) a smooth function, 2) a nonsmooth function which is a composition between a strictly increasing,…
Variational inference methods for latent variable statistical models have gained popularity because they are relatively fast, can handle large data sets, and have deterministic convergence guarantees. However, in practice it is unclear…
In this paper we present a convergence rate analysis of inexact variants of several randomized iterative methods. Among the methods studied are: stochastic gradient descent, stochastic Newton, stochastic proximal point and stochastic…
Many iterative and non-iterative methods have been developed for inverse problems associated with Ising models. Aiming to derive an accurate non-iterative method for the inverse problems, we employ the tree-reweighted approximation. Using…
We propose and test improvements to state-of-the-art techniques of Bayeasian statistical inference based on pseudolikelihood maximization with $\ell_1$ regularization and with decimation. In particular, we present a method to determine the…
This paper studies the immersion and invariance (I&I) adaptive tracking problem for a class of nonlinear systems with nonlinear parameterization in the ISS framework. Under some mild assumptions, a novel I&I adaptive control algorithm is…
Model instability and poor prediction of long-term behavior are common problems when modeling dynamical systems using nonlinear "black-box" techniques. Direct optimization of the long-term predictions, often called simulation error…
Minimizing finite sums of functions is a central problem in optimization, arising in numerous practical applications. Such problems are commonly addressed using first-order optimization methods. However, these procedures cannot be used in…
We examine robust output feedback control of discrete-time nonlinear systems with bounded uncertainties affecting the dynamics and measurements. Specifically, we demonstrate how to construct semi-infinite programs that produce gains to…
The classical alternating minimization (or projection) algorithm has been successful in the context of solving optimization problems over two variables. The iterative nature and simplicity of the algorithm has led to its application to many…
We establish a novel convergent iteration framework for a weak approximation of general switching diffusion. The key theoretical basis of the proposed approach is a restriction of the maximum number of switching so as to untangle and…
Real-world control applications in complex and uncertain environments require adaptability to handle model uncertainties and robustness against disturbances. This paper presents an online, output-feedback, critic-only, model-based…