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Proximal gradient methods are popular in sparse optimization as they are straightforward to implement. Nevertheless, they achieve biased solutions, requiring many iterations to converge. This work addresses these issues through a suitable…

Optimization and Control · Mathematics 2025-04-18 V. Cerone , S. M. Fosson , A. Re , D. Regruto

We focus on finding sparse and least-$\ell_1$-norm solutions for unconstrained nonlinear optimal control problems. Such optimization problems are non-convex and non-smooth, nevertheless recent versions of Newton method for under-determined…

Optimization and Control · Mathematics 2019-08-28 Boris Polyak , Andrey Tremba

The need for fast sparse optimization is emerging, e.g., to deal with large-dimensional data-driven problems and to track time-varying systems. In the framework of linear sparse optimization, the iterative shrinkage-thresholding algorithm…

Optimization and Control · Mathematics 2025-01-22 Vito Cerone , Sophie M. Fosson , Diego Regruto

In this work, we propose a robust approach to design distributed controllers for unknown-but-sparse linear and time-invariant systems. By leveraging modern techniques in distributed controller synthesis and structured linear inverse…

Optimization and Control · Mathematics 2019-10-14 Salar Fattahi , Nikolai Matni , Somayeh Sojoudi

In this paper we provide a set of stability conditions for linear time-invariant networked control systems with arbitrary topology, using a Lyapunov direct approach. We then use these stability conditions to provide a novel low-complexity…

Optimization and Control · Mathematics 2014-01-27 Mohammad Razeghi-Jahromi , Alireza Seyedi

We consider the problem of designing a stabilizing and optimal static controller with a pre-specified sparsity pattern. Since this problem is NP-hard in general, it is necessary to resort to approximation approaches. In this paper, we…

Systems and Control · Computer Science 2019-09-26 Luca Furieri , Yang Zheng , Antonis Papachristodoulou , Maryam Kamgarpour

Large-scale networked systems typically operate under resource constraints, and it is also difficult to exactly obtain the network structure between nodes. To address these issues, this paper investigates a sparse optimal control for…

Optimization and Control · Mathematics 2025-07-25 Takuya Ikeda , Masaaki Nagahara

The least trimmed squares (LTS) is a reasonable formulation of robust regression whereas it suffers from high computational cost due to the nonconvexity and nonsmoothness of its objective function. The most frequently used FAST-LTS…

Computation · Statistics 2024-10-08 Shotaro Yagishita

In this paper, we propose new methods to efficiently solve convex optimization problems encountered in sparse estimation, which include a new quasi-Newton method that avoids computing the Hessian matrix and improves efficiency, and we prove…

Optimization and Control · Mathematics 2023-09-06 Ryosuke Shimmura , Joe Suzuki

We propose a DC proximal Newton algorithm for solving nonconvex regularized sparse learning problems in high dimensions. Our proposed algorithm integrates the proximal Newton algorithm with multi-stage convex relaxation based on the…

Machine Learning · Statistics 2018-02-16 Xingguo Li , Lin F. Yang , Jason Ge , Jarvis Haupt , Tong Zhang , Tuo Zhao

We propose novel iterative learning control algorithms to track a reference trajectory in resource-constrained control systems. In many applications, there are constraints on the number of control actions, delivered to the actuator from the…

Optimization and Control · Mathematics 2017-09-29 Burak Demirel , Euhanna Ghadimi , Daniel E. Quevedo

We consider the problem of finding a sparse solution for an underdetermined linear system of equations when the known parameters on both sides of the system are subject to perturbation. This problem is particularly relevant to…

Systems and Control · Computer Science 2016-06-16 Reza Arablouei

We propose a self-triggered control algorithm to reduce onboard processor usage, communication bandwidth, and energy consumption across a linear time-invariant networked control system. We formulate an optimal control problem by penalizing…

Systems and Control · Computer Science 2018-12-24 MirSaleh Bahavarnia , Hossein K. Mousavi , Nader Motee

We give algorithms for designing near-optimal sparse controllers using policy gradient with applications to control of systems corrupted by multiplicative noise, which is increasingly important in emerging complex dynamical networks.…

Optimization and Control · Mathematics 2019-06-03 Benjamin Gravell , Yi Guo , Tyler Summers

In this paper, we consider an LQR design problem for distributed control systems. For large-scale distributed systems, finding a solution might be computationally demanding due to communications among agents. To this aim, we deal with LQR…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-09-02 Myung Cho

The sparse nonlinear programming (SNP) problem has wide applications in signal and image processing, machine learning, pattern recognition, finance and management, etc. However, the computational challenge posed by SNP has not yet been well…

Optimization and Control · Mathematics 2021-05-26 Chen Zhao , Naihua Xiu , Hou-Duo Qi , Ziyan Luo

Hard-thresholding-based algorithms have seen various advantages for sparse optimization in controlling the sparsity and allowing for fast computation. Recent research shows that when techniques of the Newton-type methods are integrated,…

Optimization and Control · Mathematics 2022-11-11 Shenglong Zhou

Sparse logistic regression, as an effective tool of classification, has been developed tremendously in recent two decades, from its origination the $\ell_1$-regularized version to the sparsity constrained models. This paper is carried out…

Optimization and Control · Mathematics 2021-11-23 Rui Wang , Naihua Xiu , Shenglong Zhou

In networked control systems, communication resource constraints often necessitate the use of \emph{sparse} control input vectors. A prototypical problem is how to ensure controllability of a linear dynamical system when only a limited…

Systems and Control · Electrical Eng. & Systems 2025-06-24 Krishna Praveen V. S. Kondapi , Chandrasekhar Sriram , Geethu Joseph , Chandra R. Murthy

The sparse group Lasso is a widely used statistical model which encourages the sparsity both on a group and within the group level. In this paper, we develop an efficient augmented Lagrangian method for large-scale non-overlapping sparse…

Optimization and Control · Mathematics 2020-10-23 Yangjing Zhang , Ning Zhang , Defeng Sun , Kim-Chuan Toh
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