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We present a novel, general, and unifying point of view on sparse approaches to polynomial optimization. Solving polynomial optimization problems to global optimality is a ubiquitous challenge in many areas of science and engineering.…

Optimization and Control · Mathematics 2024-03-07 Gennadiy Averkov , Benjamin Peters , Sebastian Sager

Volterra and polynomial regression models play a major role in nonlinear system identification and inference tasks. Exciting applications ranging from neuroscience to genome-wide association analysis build on these models with the…

Machine Learning · Computer Science 2015-05-27 Vassilis Kekatos , Georgios B. Giannakis

The problem of minimizing a polynomial over a set of polynomial inequalities is an NP-hard non-convex problem. Thanks to powerful results from real algebraic geometry, one can convert this problem into a nested sequence of…

Optimization and Control · Mathematics 2022-08-26 Victor Magron , Jie Wang

Polynomial optimization problems are infinite-dimensional, nonconvex, NP-hard, and are often handled in practice with the moment-sums of squares hierarchy of semidefinite programming bounds. We consider problems where the objective function…

Optimization and Control · Mathematics 2025-11-25 Igor Klep , Victor Magron , Tobias Metzlaff , Jie Wang

Geometric programming problem is a powerful tool for solving some special type non-linear programming problems. It has a wide range of applications in optimization and engineering for solving some complex optimization problems. Many…

Data Structures and Algorithms · Computer Science 2010-03-25 A. K. Ojha , K. K. Biswal

Finite Gaussian mixture models are widely used for model-based clustering of continuous data. Nevertheless, since the number of model parameters scales quadratically with the number of variables, these models can be easily…

Methodology · Statistics 2018-09-25 Michael Fop , Thomas Brendan Murphy , Luca Scrucca

We consider positive solutions to parametrized systems of generalized polynomial equations (with real exponents and positive parameters). By a fundamental result obtained in parallel work, polynomial systems are determined by geometric…

Algebraic Geometry · Mathematics 2024-10-07 Stefan Müller , Georg Regensburger

In many statistical modeling problems, such as classification and regression, it is common to encounter sparse and blocky coefficients. Sparse fused Lasso is specifically designed to recover these sparse and blocky structured features,…

Statistics Theory · Mathematics 2024-05-30 Xiaofei Wu , Rongmei Liang , Zhimin Zhang , Zhenyu Cui

A polynomial matrix inequality is a formula asserting that a polynomial matrix is positive semidefinite. Polynomial matrix optimization concerns minimizing the smallest eigenvalue of a symmetric polynomial matrix subject to a tuple of…

Optimization and Control · Mathematics 2025-06-06 Jared Miller , Jie Wang , Feng Guo

This paper investigates the idea of designing data-driven partial estimators for nonlinear systems showing parametric uncertainties using sparse multivariate polynomial relationships. A general framework is first presented and then…

Systems and Control · Electrical Eng. & Systems 2025-11-04 Mazen Alamir

The sparse group lasso optimization problem is solved using a coordinate gradient descent algorithm. The algorithm is applicable to a broad class of convex loss functions. Convergence of the algorithm is established, and the algorithm is…

Machine Learning · Statistics 2013-02-07 Martin Vincent , Niels Richard Hansen

Sparse linear regression is a central problem in high-dimensional statistics. We study the correlated random design setting, where the covariates are drawn from a multivariate Gaussian $N(0,\Sigma)$, and we seek an estimator with small…

Data Structures and Algorithms · Computer Science 2023-05-29 Jonathan Kelner , Frederic Koehler , Raghu Meka , Dhruv Rohatgi

We propose a method for quantifying uncertainty in high-dimensional PDE systems with random parameters, where the number of solution evaluations is small. Parametric PDE solutions are often approximated using a spectral decomposition based…

Machine Learning · Statistics 2022-11-09 Jacqueline Wentz , Alireza Doostan

Demixing problems in many areas such as hyperspectral imaging and differential optical absorption spectroscopy (DOAS) often require finding sparse nonnegative linear combinations of dictionary elements that match observed data. We show how…

Machine Learning · Statistics 2013-01-04 Ernie Esser , Yifei Lou , Jack Xin

This paper leverages recent advances in high derivatives reconstruction from noisy-time series and sparse multivariate polynomial identification in order to improve the process of parsimoniously identifying, from a small amount of data,…

Systems and Control · Electrical Eng. & Systems 2025-09-23 Mazen Alamir

Physical dynamic networks most commonly consist of interconnections of physical components that can be described by diffusive couplings. These diffusive couplings imply that the cause-effect relationships in the interconnections are…

Systems and Control · Electrical Eng. & Systems 2026-04-17 E. M. M. , Kivits , Paul M. J. Van den Hof

A Geometric programming (GP) is a type of mathematical problem characterized by objective and constraint functions that have a special form. Many methods have been developed to solve large scale engineering design GP problems. In this paper…

Data Structures and Algorithms · Computer Science 2009-12-10 Dr. A. K. Ojha , K. K. Biswal

There have been many attempts to identify high-dimensional network features via multivariate approaches. Specifically, when the number of voxels or nodes, denoted as p, are substantially larger than the number of images, denoted as n, it…

Methodology · Statistics 2020-08-04 Moo K. Chung

This work investigates an efficient solution to two fundamental problems in topology optimization of frame structures. The first one involves minimizing structural compliance under linear-elastic equilibrium and weight constraint, while the…

Optimization and Control · Mathematics 2025-03-28 Marouan Handa , Marek Tyburec , Michal Kočvara

Robust physics discovery is of great interest for many scientific and engineering fields. Inspired by the principle that a representative model is the one simplest possible, a new model selection criteria considering both model's Parsimony…

Machine Learning · Computer Science 2022-03-02 Zhiming Zhang , Yongming Liu
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