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In compressed sensing one uses known structures of otherwise unknown signals to recover them from as few linear observations as possible. The structure comes in form of some compressibility including different notions of sparsity and low…

Information Theory · Computer Science 2019-05-29 Martin Kliesch , Stanislaw J. Szarek , Peter Jung

We provide theory for computing the lower semi-continuous convex envelope of functionals of the type f(x) plus an l2 misfit, and discuss applications to various non-convex optimization problems. The latter term is a data fit term whereas f…

Optimization and Control · Mathematics 2018-11-12 Marcus Carlsson

With neural networks being used to control safety-critical systems, they increasingly have to be both accurate (in the sense of matching inputs to outputs) and robust. However, these two properties are often at odds with each other and a…

Systems and Control · Electrical Eng. & Systems 2024-05-30 Ross Drummond , Chris Guiver , Matthew C. Turner

Why do neurons encode information the way they do? Normative answers to this question model neural activity as the solution to an optimisation problem; for example, the celebrated efficient coding hypothesis frames neural activity as the…

Neurons and Cognition · Quantitative Biology 2026-03-06 William Dorrell , Peter E. Latham , James Whittington

We consider the global optimization of nonconvex mixed-integer quadratic programs with linear equality constraints. In particular, we present a new class of convex quadratic relaxations which are derived via quadratic cuts. To construct…

Optimization and Control · Mathematics 2021-06-28 Carlos J. Nohra , Arvind U. Raghunathan , Nikolaos V. Sahinidis

While globally optimal solutions to many convex programs can be computed efficiently in polynomial time, this is, in general, not possible for nonconvex optimization problems. Therefore, locally optimal approaches or other efficient…

Information Theory · Computer Science 2020-07-03 Bho Matthiesen , Christoph Hellings , Eduard A. Jorswieck , Wolfgang Utschick

We present a novel, general, and unifying point of view on sparse approaches to polynomial optimization. Solving polynomial optimization problems to global optimality is a ubiquitous challenge in many areas of science and engineering.…

Optimization and Control · Mathematics 2024-03-07 Gennadiy Averkov , Benjamin Peters , Sebastian Sager

We introduce a convex optimization modeling framework that transforms a convex optimization problem expressed in a form natural and convenient for the user into an equivalent cone program in a way that preserves fast linear transforms in…

Optimization and Control · Mathematics 2015-11-05 Steven Diamond , Stephen Boyd

Recent work has exposed the vulnerability of computer vision models to vector field attacks. Due to the widespread usage of such models in safety-critical applications, it is crucial to quantify their robustness against such spatial…

Machine Learning · Computer Science 2021-02-02 Anian Ruoss , Maximilian Baader , Mislav Balunović , Martin Vechev

In this paper, we investigate the matrix estimation problem in the multi-response regression model with measurement errors. A nonconvex error-corrected estimator based on a combination of the amended loss function and the nuclear norm…

Statistics Theory · Mathematics 2022-09-19 Xin Li , Dongya Wu

Convexification is a core technique in global polynomial optimization. Currently, there are two main approaches competing in theory and practice: the approach of nonlinear programming and the approach based on positivity certificates from…

Optimization and Control · Mathematics 2021-09-29 Gennadiy Averkov , Benjamin Peters , Sebastian Sager

The geometric problem of estimating an unknown compact convex set from evaluations of its support function arises in a range of scientific and engineering applications. Traditional approaches typically rely on estimators that minimize the…

Statistics Theory · Mathematics 2021-02-26 Yong Sheng Soh , Venkat Chandrasekaran

We address combinatorial problems that can be formulated as minimization of a partially separable function of discrete variables (energy minimization in graphical models, weighted constraint satisfaction, pseudo-Boolean optimization, 0-1…

Computer Vision and Pattern Recognition · Computer Science 2015-05-05 Alexander Shekhovtsov

We propose a new method for optimistic planning in infinite-horizon discounted Markov decision processes based on the idea of adding regularization to the updates of an otherwise standard approximate value iteration procedure. This…

Machine Learning · Computer Science 2023-06-16 Antoine Moulin , Gergely Neu

Adversarial training is well-known to produce high-quality neural network models that are empirically robust against adversarial perturbations. Nevertheless, once a model has been adversarially trained, one often desires a certification…

Machine Learning · Computer Science 2023-06-16 Hong-Ming Chiu , Richard Y. Zhang

This paper considers a quadratically-constrained cardinality minimization problem with applications to digital filter design, subset selection for linear regression, and portfolio selection. Two relaxations are investigated: the continuous…

Optimization and Control · Mathematics 2012-10-19 Dennis Wei

Quadratic systems with lossless quadratic terms arise in many applications, including models of atmosphere and incompressible fluid flows. Such systems have a trapping region if all trajectories eventually converge to and stay within a…

Optimization and Control · Mathematics 2024-01-11 Shih-Chi Liao , A. Leonid Heide , Maziar S. Hemati , Peter J. Seiler

We investigate the effectiveness of convex relaxation and nonconvex optimization in solving bilinear systems of equations under two different designs (i.e.$~$a sort of random Fourier design and Gaussian design). Despite the wide…

Machine Learning · Statistics 2021-07-14 Yuxin Chen , Jianqing Fan , Bingyan Wang , Yuling Yan

In this paper, we study the problem of optimizing the stability of positive semi-Markov jump linear systems. We specifically consider the problem of tuning the coefficients of the system matrices for maximizing the exponential decay rate of…

Systems and Control · Computer Science 2020-09-22 Chengyan Zhao , Masaki Ogura , Kenji Sugimoto

In this paper, a convex optimization-based method is proposed for numerically solving dynamic programs in continuous state and action spaces. The key idea is to approximate the output of the Bellman operator at a particular state by the…

Optimization and Control · Mathematics 2020-10-23 Insoon Yang