Related papers: A Flexible Primal-Dual Toolbox
Physics simulators are widely used in robotics fields, from mechanical design to dynamic simulation, and controller design. This paper presents an open-source MATLAB/Simulink simulator for rigid-body articulated systems, including…
Consider a linear programming problem with n primal and m dual variables paired with n dual and m primal slack variables respectively, and aggregately denote these variables and slack variables as a vector z of length 2(n+m). Unlike…
Reliable numerical computations are central to scientific computing, but the floating-point arithmetic that enables large-scale models is error-prone. Numeric exceptions are a common occurrence and can propagate through code, leading to…
This paper deals with a Tikhonov regularized second-order plus first-order primal-dual dynamical system with time scaling for separable convex optimization problems with linear equality constraints. This system consists of two second-order…
UltimateKalman is a flexible linear Kalman filter and smoother implemented in three popular programming languages: MATLAB, C, and Java. UltimateKalman is a slight simplification and slight generalization of an elegant Kalman filter and…
We introduce a new software toolbox for agent-based simulation. Facilitating rapid prototyping by offering a user-friendly Python API, its core rests on an efficient C++ implementation to support simulation of large-scale multi-agent…
We consider the primal problem of finding the zeros of the sum of a maximally monotone operator with the composition of another maximally monotone operator with a linear continuous operator and a corresponding dual problem formulated by…
We study geometric duality for convex vector optimization problems. For a primal problem with a $q$-dimensional objective space, we formulate a dual problem with a $(q+1)$-dimensional objective space. Consequently, different from an…
A new fundamental solution semigroup for operator differential Riccati equations is developed. This fundamental solution semigroup is constructed via an auxiliary finite horizon optimal control problem whose value functional growth with…
We present two modified versions of the primal-dual splitting algorithm relying on forward-backward splitting proposed in \cite{vu} for solving monotone inclusion problems. Under strong monotonicity assumptions for some of the operators…
This article develops a primal dual formulation for a primal proximal approach suitable for a large class of non-convex models in the calculus of variations. The results are established through standard tools of functional analysis, convex…
MNPBEM is a Matlab toolbox for the simulation of metallic nanoparticles (MNP), using a boundary element method (BEM) approach. The main purpose of the toolbox is to solve Maxwell's equations for a dielectric environment where bodies with…
Primal-dual methods in online optimization give several of the state-of-the art results in both of the most common models: adversarial and stochastic/random order. Here we try to provide a more unified analysis of primal-dual algorithms to…
Numerous tasks at the core of statistics, learning and vision areas are specific cases of ill-posed inverse problems. Recently, learning-based (e.g., deep) iterative methods have been empirically shown to be useful for these problems.…
A classic result of Lenstra [Math.~Oper.~Res.~1983] says that an integer linear program can be solved in fixed-parameter tractable (FPT) time for the parameter being the number of variables. We extend this result by incorporating…
ExaScale systems will be a key driver for simulations that are essential for advance of science and economic growth. We aim to present a new concept of microprocessor for floating-point computations useful for being a basic building block…
This paper presents an acceleration framework for packing linear programming problems where the amount of data available is limited, i.e., where the number of constraints m is small compared to the variable dimension n. The framework can be…
For multiparametric mixed-integer convex programming problems such as those encountered in hybrid model predictive control, we propose an algorithm for generating a feasible partition of a subset of the parameter space. The result is a…
We study a class of convex-concave min-max problems in which the coupled component of the objective is linear in at least one of the two decision vectors. We identify such problem structure as interpolating between the bilinearly and…
We provide a MATLAB toolbox, BFDA, that implements a Bayesian hierarchical model to smooth multiple functional data with the assumptions of the same underlying Gaussian process distribution, a Gaussian process prior for the mean function,…