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Semidefinite programming (SDP) is a powerful framework from convex optimization that has striking potential for data science applications. This paper develops a provably correct randomized algorithm for solving large, weakly constrained SDP…

Optimization and Control · Mathematics 2021-03-26 Alp Yurtsever , Joel A. Tropp , Olivier Fercoq , Madeleine Udell , Volkan Cevher

In this paper, we study a class of fractional semi-infinite polynomial programming problems involving s.o.s-convex polynomial functions. For such a problem, by a conic reformulation proposed in our previous work and the quadratic modules…

Optimization and Control · Mathematics 2022-12-29 Feng Guo , Meijun Zhang

In this paper we revisit random linear under-determined systems with sparse solutions. We consider $\ell_1$ optimization heuristic known to work very well when used to solve these systems. A collection of fundamental results that relate to…

Optimization and Control · Mathematics 2016-12-20 Mihailo Stojnic

A new approach to solving a class of rankconstrained semi-definite programming (SDP) problems, which appear in many signal processing applications such as transmit beamspace design in multiple-input multiple-output (MIMO) radar, downlink…

Information Theory · Computer Science 2016-10-10 Matthew W. Morency , Sergiy A. Vorobyov

In this work, we focus on the design of optimal controllers that must comply with an information structure. State-of-the-art approaches do so based on the H2 or Hinfty norm to minimize the expected or worst-case cost in the presence of…

Systems and Control · Electrical Eng. & Systems 2025-11-24 Daniele Martinelli , Andrea Martin , Giancarlo Ferrari-Trecate , Luca Furieri

A generalized dynamical robust nonlinear filtering framework is established for a class of Lipschitz differential algebraic systems, in which the nonlinearities appear both in the state and measured output equations. The system is assumed…

Systems and Control · Computer Science 2014-02-25 Masoud Abbaszadeh

We propose robust sparse reduced rank regression for analyzing large and complex high-dimensional data with heavy-tailed random noise. The proposed method is based on a convex relaxation of a rank- and sparsity-constrained non-convex…

Machine Learning · Statistics 2019-04-16 Kean Ming Tan , Qiang Sun , Daniela Witten

H-infinity optimal control and estimation are addressed for a class of systems governed by partial differential equations with bounded input and output operators. Diffusion equations are an important example in this class. Explicit formulas…

Optimization and Control · Mathematics 2021-06-09 Carolina Bergeling , Kirsten A. Morris , Anders Rantzer

We design fixed-order strong H-infinity controllers for general time-delay systems. The designer chooses the controller order and may introduce constant time-delays in the controller. We represent the closed-loop system of the plant and the…

Systems and Control · Electrical Eng. & Systems 2020-03-13 Suat Gumussoy , Wim Michiels

The paper aims at the development of an apparatus for analysis and construction of near optimal solutions of singularly perturbed (SP) optimal controls problems (that is, problems of optimal control of SP systems) considered on the infinite…

Optimization and Control · Mathematics 2014-08-20 Vladimir Gaitsgory , Sergei Rossomakhine

This paper considers a class of uncertain linear quantum systems subject to uncertain perturbations in the system Hamiltonian. We present a method to design a coherent robust H-infinity controller so that the closed loop system is robustly…

Systems and Control · Computer Science 2015-09-10 Chengdi Xiang , Ian R. Petersen , Daoyi Dong

In this article, we propose optimal discretization of analog filters (or controllers) based on the theory of sampled-data H-infinity control. We formulate the discretization problem as minimization of the H-infinity norm of the error system…

Systems and Control · Computer Science 2013-08-05 Masaaki Nagahara , Yutaka Yamamoto

Using techniques of variational analysis, necessary and sufficient subdifferential conditions for H\"older error bounds are investigated and some new estimates for the corresponding modulus are obtained. As an application, we consider the…

Optimization and Control · Mathematics 2022-06-17 Alexander Kruger , Marco López , Xiaoqi Yang , Jiangxing Zhu

We consider the feedback design for stabilizing a rigid body system by making and breaking multiple contacts with the environment without prespecifying the timing or the number of occurrence of the contacts. We model such a system as a…

Systems and Control · Computer Science 2019-05-16 Weiqiao Han , Russ Tedrake

We perform a finite sample analysis of the detection levels for sparse principal components of a high-dimensional covariance matrix. Our minimax optimal test is based on a sparse eigenvalue statistic. Alas, computing this test is known to…

Statistics Theory · Mathematics 2014-01-30 Quentin Berthet , Philippe Rigollet

We consider robust control synthesis for linear systems with complex specifications that are affected by uncertain disturbances. This work is motivated by autonomous systems interacting with partially known, time-varying environments. Given…

Optimization and Control · Mathematics 2018-08-27 Damian Frick , Tony A. Wood , Gian Ulli , Maryam Kamgarpour

We analyze and design H-infinity controllers for general time-delay systems with time-delays in systems' state, inputs and outputs. We allow the designer to choose the order of the controller and to introduce constant time-delays in the…

Systems and Control · Electrical Eng. & Systems 2020-03-23 Suat Gumussoy , Wim Michiels

The economic dispatch problem is considered for unbalanced three-phase power distribution networks entailing both non-deferrable and elastic loads, and distributed generation (DG) units. The objective is to minimize the costs of power drawn…

Optimization and Control · Mathematics 2012-11-27 Emiliano Dall'Anese , Georgios B. Giannakis , Bruce F. Wollenberg

We will present a new general framework for robust and adaptive control that allows for distributed and scalable learning and control of large systems of interconnected linear subsystems. The control method is demonstrated for a linear…

Systems and Control · Computer Science 2019-04-02 Dimitar Ho , John C. Doyle

This paper considers the robustness analysis and distributed $\mathcal{H}_{\infty}$ (H-infinity) controller synthesis for a platoon of connected vehicles with undirected topologies. We first formulate a unified model to describe the…

Optimization and Control · Mathematics 2020-08-07 Yang Zheng , Shengbo Eben Li , Keqiang Li , Wei Ren
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