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Related papers: Linear embedding of free energy minimization

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We study sparse approximate solutions to convex optimization problems. It is known that in many engineering applications researchers are interested in an approximate solution of an optimization problem as a linear combination of elements…

Machine Learning · Statistics 2012-06-05 V. N. Temlyakov

We investigate constrained optimal control problems for linear stochastic dynamical systems evolving in discrete time. We consider minimization of an expected value cost over a finite horizon. Hard constraints are introduced first, and then…

Optimization and Control · Mathematics 2011-07-07 Eugenio Cinquemani , Mayank Agarwal , Debasish Chatterjee , John Lygeros

We propose a general method for optimization with semi-infinite constraints that involve a linear combination of functions, focusing on the case of the exponential function. Each function is lower and upper bounded on sub-intervals by…

Optimization and Control · Mathematics 2014-01-13 Bogdan Dumitrescu , Bogdan C. Sicleru , Florin Avram

This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…

Optimization and Control · Mathematics 2016-10-31 Insoon Yang , Samuel A. Burden , Ram Rajagopal , S. Shankar Sastry , Claire J. Tomlin

Constrained optimization problems appear in a wide variety of challenging real-world problems, where constraints often capture the physics of the underlying system. Classic methods for solving these problems rely on iterative algorithms…

Systems and Control · Electrical Eng. & Systems 2023-06-13 Meiyi Li , Soheil Kolouri , Javad Mohammadi

In this paper convexity constraints are derived for a background model of electron energy loss spectra (EELS) that is linear in the fitting parameters. The model outperforms a power-law both on experimental and simulated backgrounds,…

Data Analysis, Statistics and Probability · Physics 2023-08-31 Wouter Van den Broek , Daen Jannis , Jo Verbeeck

In this paper, we consider the problem of identifying a linear map from measurements which are subject to intermittent and arbitarily large errors. This is a fundamental problem in many estimation-related applications such as fault…

Systems and Control · Computer Science 2016-08-09 Laurent Bako , Henrik Ohlsson

Random embeddings project high-dimensional spaces to low-dimensional ones; they are careful constructions which allow the approximate preservation of key properties, such as the pair-wise distances between points. Often in the field of…

Optimization and Control · Mathematics 2022-06-08 Zhen Shao

This document introduces a strategy to solve linear optimization problems. The strategy is based on the bounding condition each constraint produces on each one of the problem's dimension. The solution of a linear optimization problem is…

Optimization and Control · Mathematics 2018-09-24 Gerardo L. Febres

We address the problem of minimizing a convex function over the space of large matrices with low rank. While this optimization problem is hard in general, we propose an efficient greedy algorithm and derive its formal approximation…

Machine Learning · Computer Science 2011-06-09 Shai Shalev-Shwartz , Alon Gonen , Ohad Shamir

Maximizing the precision in estimating parameters in a quantum system subject to instrumentation constraints is cast as a convex optimization problem. We account for prior knowledge about the parameter range by developing a worst-case and…

Quantum Physics · Physics 2008-04-01 Robert L. Kosut

Solving large-scale optimization on-the-fly is often a difficult task for real-time computer graphics applications. To tackle this challenge, model reduction is a well-adopted technique. Despite its usefulness, model reduction often…

Graphics · Computer Science 2015-06-30 Jianbo Ye , Zhixin Yan

Energy minimization has been an intensely studied core problem in computer vision. With growing image sizes (2D and 3D), it is now highly desirable to run energy minimization algorithms in parallel. But many existing algorithms, in…

Computer Vision and Pattern Recognition · Computer Science 2015-03-06 K. S. Sesh Kumar , Alvaro Barbero , Stefanie Jegelka , Suvrit Sra , Francis Bach

It is generally believed that ensemble approaches, which combine multiple algorithms or models, can outperform any single algorithm at machine learning tasks, such as prediction. In this paper, we propose Bayesian convex and linear…

Statistics Theory · Mathematics 2014-03-07 Yun Yang , David B. Dunson

The goal of these lecture notes is to review the problem of free energy minimization as a unified framework underlying the definition of maximum entropy modelling, generalized Bayesian inference, learning with latent variables, statistical…

Signal Processing · Electrical Eng. & Systems 2020-12-01 Sharu Theresa Jose , Osvaldo Simeone

The simulation of large nonlinear dynamical systems, including systems generated by discretization of hyperbolic partial differential equations, can be computationally demanding. Such systems are important in both fluid and kinetic…

Plasma Physics · Physics 2021-06-14 Alexander Engel , Graeme Smith , Scott E. Parker

Recent years have seen the emergence of nonlinear methods for solving partial differential equations (PDEs), such as physics-informed neural networks (PINNs). While these approaches often perform well in practice, their theoretical analysis…

Numerical Analysis · Mathematics 2025-08-27 Alexandre Magueresse , Santiago Badia

Structured optimization problems are ubiquitous in fields like data science and engineering. The goal in structured optimization is using a prescribed set of points, called atoms, to build up a solution that minimizes or maximizes a given…

Optimization and Control · Mathematics 2021-01-14 Andrea Cristofari , Francesco Rinaldi

In this paper, we consider two sequential decision making problems with a convexity structure, namely an energy storage optimization task and a multi-product assembly example. We formulate these problems in the stochastic programming…

Optimization and Control · Mathematics 2016-09-22 Gábor Balázs , András György , Csaba Szepesvári

In this paper, we propose a meshfree approximation method for the implicit filter developed in [2], which is a novel numerical algorithm for nonlinear filtering problems. The implicit filter approximates conditional distributions in the…

Numerical Analysis · Mathematics 2015-08-05 Feng Bao , Yanzhao Cao , Clayton Webster , Guannan Zhang
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