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This work examines the conditions for asymptotic and exponential convergence of saddle flow dynamics of convex-concave functions. First, we propose an observability-based certificate for asymptotic convergence, directly bridging the gap…

Optimization and Control · Mathematics 2024-09-10 Pengcheng You , Yingzhu Liu , Enrique Mallada

High-order implicit shock tracking is a new class of numerical methods to approximate solutions of conservation laws with non-smooth features. These methods align elements of the computational mesh with non-smooth features to represent them…

Numerical Analysis · Mathematics 2022-02-09 Tianci Huang , Matthew J. Zahr

An optimal ergodic control problem (EC problem, for short) is investigated for a linear stochastic differential equation with quadratic cost functional. Constant nonhomogeneous terms, not all zero, appear in the state equation, which lead…

Optimization and Control · Mathematics 2020-04-24 Hongwei Mei , Qingmeng Wei , Jiongmin Yong

The Boosted Difference of Convex functions Algorithm (BDCA) was recently proposed for minimizing smooth difference of convex (DC) functions. BDCA accelerates the convergence of the classical Difference of Convex functions Algorithm (DCA)…

Optimization and Control · Mathematics 2019-07-24 Francisco J. Aragón Artacho , Phan T. Vuong

The Frank-Wolfe (FW) method is a popular approach for solving optimization problems with structured constraints that arise in machine learning applications. In recent years, stochastic versions of FW have gained popularity, motivated by…

Optimization and Control · Mathematics 2024-09-17 Aleksandr Beznosikov , David Dobre , Gauthier Gidel

Functional constraints and bi-functional constraints are an important constraint class in Constraint Programming (CP) systems, in particular for Constraint Logic Programming (CLP) systems. CP systems with finite domain constraints usually…

Artificial Intelligence · Computer Science 2010-06-17 Yuanlin Zhang , Roland H. C. Yap

This paper presents a scalable method for improving the solutions of AC Optimal Power Flow (AC OPF) with respect to deviations in predicted power injections from wind and other uncertain generation resources. The focus of the paper is on…

Systems and Control · Computer Science 2019-01-10 Miles Lubin , Yury Dvorkin , Line Roald

In this paper, we first propose a filter-based continuous Ensemble Eddy Viscosity (EEV) model for stochastic turbulent flow problems. We then propose a generic algorithm for a family of fully discrete, grad-div regularized, efficient…

Numerical Analysis · Mathematics 2025-08-15 Brandiece N. Berry , Md Mahmudul Islam , Muhammad Mohebujjaman , Neethu Suma Raveendran

We consider minimizing finite-sum and expectation objective functions via Hessian-averaging based subsampled Newton methods. These methods allow for gradient inexactness and have fixed per-iteration Hessian approximation costs. The recent…

Optimization and Control · Mathematics 2024-08-15 Thomas O'Leary-Roseberry , Raghu Bollapragada

Conformal prediction is a powerful framework for constructing prediction sets with valid coverage guarantees in multi-class classification. However, existing methods often rely on a single score function, which can limit their efficiency…

Machine Learning · Statistics 2025-03-05 Rui Luo , Zhixin Zhou

This paper investigates new families of compositional optimization problems, called $\underline{\bf n}$on-$\underline{\bf s}$mooth $\underline{\bf w}$eakly-$\underline{\bf c}$onvex $\underline{\bf f}$inite-sum $\underline{\bf c}$oupled…

Optimization and Control · Mathematics 2024-09-26 Quanqi Hu , Dixian Zhu , Tianbao Yang

With dynamic electricity pricing, the operation of water distribution systems (WDS) is expected to become more variable. The pumps moving water from reservoirs to tanks and consumers, can serve as energy storage alternatives if properly…

Optimization and Control · Mathematics 2019-08-30 Manish K. Singh , Vassilis Kekatos

This paper considers stochastic convex optimization problems where the objective and constraint functions involve expectations with respect to the data indices or environmental variables, in addition to deterministic convex constraints on…

Optimization and Control · Mathematics 2021-07-21 Zeeshan Akhtar , Amrit Singh Bedi , Ketan Rajawat

By the asymptotic oracle property, non-convex penalties represented by minimax concave penalty (MCP) and smoothly clipped absolute deviation (SCAD) have attracted much attentions in high-dimensional data analysis, and have been widely used…

Computation · Statistics 2021-11-24 Peili Li , Min Liu , Zhou Yu

When neural networks (NeuralNets) are implemented in hardware, their weights need to be stored in memory devices. As noise accumulates in the stored weights, the NeuralNet's performance will degrade. This paper studies how to use error…

Information Theory · Computer Science 2020-01-14 Kunping Huang , Paul Siegel , Anxiao , Jiang

Inability of low-resolution ocean models to simulate many important aspects of the large-scale general circulation is a common problem. In the view of physics, the main reason for this failure are the missed dynamical effects of the…

Atmospheric and Oceanic Physics · Physics 2022-09-16 Igor Shevchenko , Pavel Berloff

A stochastic optimal control problem for incompressible Newtonian channel flow past a circular cylinder is used as a prototype optimal control problem for the stochastic Navier-Stokes equations. The inlet flow and the rotation speed of the…

Optimization and Control · Mathematics 2024-03-13 Liuhong Chen , Ju Ming , Max D. Gunzburger

Normalizing flows provide an elegant method for obtaining tractable density estimates from distributions by using invertible transformations. The main challenge is to improve the expressivity of the models while keeping the invertibility…

Computer Vision and Pattern Recognition · Computer Science 2023-09-07 Avideep Mukherjee , Badri Narayan Patro , Vinay P. Namboodiri

We address the minimization of a smooth objective function under an $\ell_0$-constraint and simple convex constraints. When the problem has no constraints except the $\ell_0$-constraint, some efficient algorithms are available; for example,…

Optimization and Control · Mathematics 2017-01-31 Katsuya Tono , Akiko Takeda , Jun-ya Gotoh

In this study, a novel sparsity-driven weighted ensemble classifier (SDWEC) that improves classification accuracy and minimizes the number of classifiers is proposed. Using pre-trained classifiers, an ensemble in which base classifiers…

Machine Learning · Statistics 2019-06-25 Atilla Ozgur , Hamit Erdem , Fatih Nar
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