Related papers: Identification of Structured LTI MIMO State-Space …

Matrix rank minimizing subject to affine constraints arises in many application areas, ranging from signal processing to machine learning. Nuclear norm is a convex relaxation for this problem which can recover the rank exactly under some…

This article introduces a tensor network subspace algorithm for the identification of specific polynomial state space models. The polynomial nonlinearity in the state space model is completely written in terms of a tensor network, thus…

Modeling real processes often results in several suitable models. In order to be able to distinguish, or discriminate, which model best represents a phenomenon, one is interested, e.g., in so-called T-optimal designs. These consist of the…

Recovering a large matrix from limited measurements is a challenging task arising in many real applications, such as image inpainting, compressive sensing and medical imaging, and this kind of problems are mostly formulated as low-rank…

Consider a dataset of vector-valued observations that consists of noisy inliers, which are explained well by a low-dimensional subspace, along with some number of outliers. This work describes a convex optimization problem, called REAPER,…

By transforming identification and control for nonlinear system into optimization problems, a novel optimization method named state transition algorithm (STA) is introduced to solve the problems. In the proposed STA, a solution to a…

Estimation of nonlinear dynamic models from data poses many challenges, including model instability and non-convexity of long-term simulation fidelity. Recently Lagrangian relaxation has been proposed as a method to approximate simulation…

Decomposition techniques for linear programming are difficult to extend to conic optimization problems with general non-polyhedral convex cones because the conic inequalities introduce an additional nonlinear coupling between the variables.…

Solving optimal control problems (OCPs) of autonomous agents operating under spatial and temporal constraints fast and accurately is essential in applications ranging from eco-driving of autonomous vehicles to quadrotor navigation. However,…

Many nonconvex problems in robotics can be relaxed into convex formulations via Semi-Definite Programming (SDP) that can be solved to global optimality. The practical quality of these solutions, however, critically depends on rounding them…

The Densest Subgraph Problem (DSP) is widely used to identify community structures and patterns in networks such as bioinformatics and social networks. While solvable in polynomial time, traditional exact algorithms face computational and…

Convex optimization is a well-established research area with applications in almost all fields. Over the decades, multiple approaches have been proposed to solve convex programs. The development of interior-point methods allowed solving a…

Subspace identification method (SIM) has been proven to be very useful and numerically robust for estimating state-space models. However, it is in general not believed to be as accurate as the prediction error method (PEM). Conversely, PEM,…

Many annotation problems in computer vision can be phrased as integer linear programs (ILPs). The use of standard industrial solvers does not to exploit the underlying structure of such problems eg, the skeleton in pose estimation. The…

Multi-objective verification problems of parametric Markov decision processes under optimality criteria can be naturally expressed as nonlinear programs. We observe that many of these computationally demanding problems belong to the…

In this paper we consider the joint problems of state estimation and model identification for a class of continuous-time nonlinear systems in output-feedback canonical form. An adaptive observer is proposed that combines an extended…

This study is concerned with the problem of partial state estimation for linear time-invariant (LTI) distributed state-space systems. A necessary and sufficient condition is established in terms of a simple rank criterion involving the…

We introduce a reformulation of regularized low-rank recovery models to take advantage of GPU, multiple CPU, and hybridized architectures. Low-rank recovery often involves nuclear-norm minimization through iterative thresholding of singular…

We study a nonconvex optimization algorithmic approach to phase retrieval and the more general problem of semidefinite low-rank matrix sensing. Specifically, we analyze the nonconvex landscape of a quartic Burer-Monteiro factored…

This paper considers the low-observability state estimation problem in power distribution networks and develops a decentralized state estimation algorithm leveraging the matrix completion methodology. Matrix completion has been shown to be…