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Non-convex quadratically constrained quadratic programming (QCQP) problems have numerous applications in signal processing, machine learning, and wireless communications, albeit the general QCQP is NP-hard, and several interesting special…

Optimization and Control · Mathematics 2016-09-21 Kejun Huang , Nicholas D. Sidiropoulos

We propose a computationally tractable method for the identification of stable canonical discrete-time rational transfer function models, using frequency domain data. The problem is formulated as a global non-convex optimization problem…

Systems and Control · Electrical Eng. & Systems 2023-12-27 Mohamed Abdalmoaty , Jared Miller , Mingzhou Yin , Roy S. Smith

We investigate a class of general combinatorial graph problems, including MAX-CUT and community detection, reformulated as quadratic objectives over nonconvex constraints and solved via the alternating direction method of multipliers…

Systems and Control · Electrical Eng. & Systems 2022-09-09 Chuangchuang Sun

We study the problem of estimating the frequencies of several complex sinusoids with constant amplitude (CA) (also called constant modulus) from multichannel signals of their superposition. To exploit the CA property for frequency…

Optimization and Control · Mathematics 2024-04-23 Xunmeng Wu , Zai Yang , Zongben Xu

This paper presents a new joint radar and communication technique based on the classical stepped frequency radar waveform. The randomization in the waveform, which is achieved by using permutations of the sequence of frequency tones, is…

Information Theory · Computer Science 2021-10-26 Rajitha Senanayake , Peter Smith , Tian Han , Jamie Evans , William Moran , Robin Evans

An outlier-resistance phase retrieval algorithm based on alternating direction method of multipliers (ADMM) is devised in this letter. Instead of the widely used least squares criterion that is only optimal for Gaussian noise environment,…

Information Theory · Computer Science 2017-02-22 Xue Jiang , H. C. So , X. Liu

In this paper, we present a new method for estimating the number of terms in a sum of exponentially damped sinusoids embedded in noise. In particular, we propose to combine the shift-invariance property of the Hankel matrix associated with…

Signal Processing · Electrical Eng. & Systems 2021-10-20 Raymundo Albert , Cecilia G. Galarza

We present a novel approach for the problem of frequency estimation in data streams that is based on optimization and machine learning. Contrary to state-of-the-art streaming frequency estimation algorithms, which heavily rely on random…

Data Structures and Algorithms · Computer Science 2022-07-19 Dimitris Bertsimas , Vassilis Digalakis

The alternating direction method of multipliers (ADMM) is a widely used method for solving many convex minimization models arising in signal and image processing. In this paper, we propose an inertial ADMM for solving a two-block separable…

Optimization and Control · Mathematics 2021-04-02 Yang Yang , Yuchao Tang

Shape-constrained convex regression problem deals with fitting a convex function to the observed data, where additional constraints are imposed, such as component-wise monotonicity and uniform Lipschitz continuity. This paper provides a…

Optimization and Control · Mathematics 2020-02-27 Meixia Lin , Defeng Sun , Kim-Chuan Toh

In this work, we propose a method for determining a non-uniform sampling scheme for multi-dimensional signals by solving a convex optimization problem reminiscent of the sensor selection problem. The resulting sampling scheme minimizes the…

Methodology · Statistics 2017-07-12 Johan Swärd , Filip Elvander , Andreas Jakobsson

Frequency Estimation of a complex exponential is a problem relevant to a large number of fields. In this paper a computationally efficient and accurate frequency estimator is presented using the guaranteed stable Sliding DFT which gives…

Systems and Control · Computer Science 2012-02-21 Anit Kumar Sahu , Mrityunjoy Chakraborty

In the accompanying paper of arXiv:2505.00697, we have presented a generalized scheme of adaptive quantum gradient estimation (QGE) algorithm, and further proposed two practical variants which not only achieve doubly quantum enhancement in…

Quantum Physics · Physics 2025-05-05 Yuki Koizumi , Kaito Wada , Wataru Mizukami , Nobuyuki Yoshioka

We analyze the distribution of the eigenvalues of the quantum-mechanical rotating harmonic oscillator by means of the Frobenius method. A suitable ansatz leads to a three-term recurrence relation for the expansion coefficients. Truncation…

Quantum Physics · Physics 2020-10-06 Francisco M. Fernández

Linear regression with normally distributed errors - including particular cases such as ANOVA, Student's t-test or location-scale inference - is a widely used statistical procedure. In this case the ordinary least squares estimator…

Methodology · Statistics 2019-09-18 Alain Desgagné

This paper presents optimal scaling of the alternating directions method of multipliers (ADMM) algorithm for a class of distributed quadratic programming problems. The scaling corresponds to the ADMM step-size and relaxation parameter, as…

Optimization and Control · Mathematics 2016-11-15 André Teixeira , Euhanna Ghadimi , Iman Shames , Henrik Sandberg , Mikael Johansson

This study discusses a class of linear systems of fractional differential equations with non-constant coefficients, with a particular focus on problems exhibiting highly oscillatory and non-smooth behavior. We first establish the regularity…

Numerical Analysis · Mathematics 2025-11-11 Amin Faghih

We propose a variational method to solve all three estimation problems for nonlinear stochastic dynamical systems: prediction, filtering, and smoothing. Our new approach is based upon a proper choice of cost function, termed the {\it…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Gregory L. Eyink

This work investigates the theoretical performance of the alternating-direction method of multipliers (ADMM) as it applies to nonconvex optimization problems, and in particular, problems with nonconvex constraint sets. The alternating…

Optimization and Control · Mathematics 2022-03-16 Stuart M. Harwood

We develop a framework for the average-case analysis of random quadratic problems and derive algorithms that are optimal under this analysis. This yields a new class of methods that achieve acceleration given a model of the Hessian's…

Optimization and Control · Mathematics 2023-02-21 Fabian Pedregosa , Damien Scieur