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The Gromov-Wasserstein (GW) transport problem is a relaxation of classic optimal transport, which seeks a transport between two measures while preserving their internal geometry. Due to meeting this theoretical underpinning, it is a…

Numerical Analysis · Mathematics 2024-03-14 Florian Beier , Robert Beinert

Majorization-minimization algorithms consist of successively minimizing a sequence of upper bounds of the objective function. These upper bounds are tight at the current estimate, and each iteration monotonically drives the objective…

Optimization and Control · Mathematics 2015-02-03 Julien Mairal

The two output signals of quadrature phase interferometers allow to benefit both from the high sensitivity of interferometry (working inside a fringe) and from an extended input range (counting fringes). Their calibration to reach a linear…

Instrumentation and Detectors · Physics 2022-09-07 Baptiste Ferrero , Ludovic Bellon

This article develops the numerical and theoretical study of a reconstruction algorithm of a potential in a wave equation from boundary measurements, using a cost functional built on weighted energy terms coming from a Carleman estimate.…

Numerical Analysis · Mathematics 2016-10-25 Lucie Baudouin , Maya de Buhan , Sylvain Ervedoza

We leverage the connections between nonexpansive maps, monotone Lipschitz operators, and proximal mappings to obtain near-optimal (i.e., optimal up to poly-log factors in terms of iteration complexity) and parameter-free methods for solving…

Optimization and Control · Mathematics 2020-04-14 Jelena Diakonikolas

Fractional-order differentiation has many characteristics different from integer-order differentiation. These characteristics can be applied to the optimization algorithms of artificial neural networks to obtain better results. However, due…

Machine Learning · Computer Science 2025-06-10 Xiaojun zhou , Chunna Zhao , Yaqun Huang , Chengli Zhou , Junjie Ye , Kemeng Xiang

The convergence rate of various first-order optimization algorithms is a pivotal concern within the numerical optimization community, as it directly reflects the efficiency of these algorithms across different optimization problems. Our…

Optimization and Control · Mathematics 2024-07-23 Chenyi Li , Ziyu Wang , Wanyi He , Yuxuan Wu , Shengyang Xu , Zaiwen Wen

Advances in numerical optimization have supported breakthroughs in several areas of signal processing. This paper focuses on the recent enhanced variants of the proximal gradient numerical optimization algorithm, which combine quasi-Newton…

Signal Processing · Electrical Eng. & Systems 2020-01-28 Niccolò Antonello , Lorenzo Stella , Panagiotis Patrinos , Toon van Waterschoot

This article primarily aims to unify the various formalisms of multivariate coefficients of variation, leveraging advanced concepts of generalized means, whether weighted or not, applied to the eigenvalues of covariance matrices. We…

Instrumentation and Detectors · Physics 2024-03-13 Elise Colin , Razvigor Ossikovski

Recent works have shown that most deep learning models are often poorly calibrated, i.e., they may produce overconfident predictions that are wrong. It is therefore desirable to have models that produce predictive uncertainty estimates that…

Machine Learning · Computer Science 2020-03-02 Saiteja Utpala , Piyush Rai

Building up on classical linear formulations, we posit that a broad class of problems in signal synthesis and in signal recovery are reducible to the basic task of finding a point in a closed convex subset of a Hilbert space that satisfies…

Optimization and Control · Mathematics 2021-05-18 Patrick L. Combettes , Zev C. Woodstock

Quadratic assignment problem is one of the great challenges in combinatorial optimization. It has many applications in Operations research and Computer Science. In this paper, the author extends the most-used rounding approach to a…

Computational Complexity · Computer Science 2011-05-11 Wajeb Gharibi , Yong Xia

We introduce a novel nonlinear Kalman filter that utilizes reparametrization gradients. The widely used parametric approximation is based on a jointly Gaussian assumption of the state-space model, which is in turn equivalent to minimizing…

Machine Learning · Computer Science 2023-03-09 San Gultekin , Brendan Kitts , Aaron Flores , John Paisley

We propose a second-order method for unconditional minimization of functions $f(z)$ of complex arguments. We call it the Mixed Newton Method due to the use of the mixed Wirtinger derivative $\frac{\partial^2f}{\partial\bar z\partial z}$ for…

Optimization and Control · Mathematics 2024-12-24 Sergey Bakhurin , Roland Hildebrand , Mohammad Alkousa , Alexander Titov , Nikita Yudin

A classical approach for solving discrete time nonlinear control on a finite horizon consists in repeatedly minimizing linear quadratic approximations of the original problem around current candidate solutions. While widely popular in many…

Optimization and Control · Mathematics 2025-07-08 Vincent Roulet , Siddhartha Srinivasa , Maryam Fazel , Zaid Harchaoui

Optimal feedback control with implicit Hamiltonians poses a fundamental challenge for learning-based value function methods due to the absence of closed-form optimal control laws. Recent work~\cite{gelphman2025end} introduced an implicit…

Optimization and Control · Mathematics 2026-04-28 Eric Gelphman , Deepanshu Verma , Nicole Tianjiao Yang , Stanley Osher , Samy Wu Fung

A control theoretic approach is presented in this paper for both batch and instantaneous updates of weights in feed-forward neural networks. The popular Hamilton-Jacobi-Bellman (HJB) equation has been used to generate an optimal weight…

Neural and Evolutionary Computing · Computer Science 2015-04-29 Vipul Arora , Laxmidhar Behera , Ajay Pratap Yadav

A sequential quadratic optimization algorithm is proposed for solving smooth nonlinear equality constrained optimization problems in which the objective function is defined by an expectation of a stochastic function. The algorithmic…

Optimization and Control · Mathematics 2023-03-17 Albert S. Berahas , Frank E. Curtis , Michael J. O'Neill , Daniel P. Robinson

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

Programmable linear optical interferometers are important for classical and quantum information technologies, as well as for building hardware-accelerated artificial neural networks. Recent results showed the possibility of constructing…