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We consider integer-restricted optimal control of systems governed by abstract semilinear evolution equations. This includes the problem of optimal control design for certain distributed parameter systems endowed with multiple actuators,…

Optimization and Control · Mathematics 2013-04-23 Falk M. Hante , Sebastian Sager

We investigate the feature compression of high-dimensional ridge regression using the optimal subsampling technique. Specifically, based on the basic framework of random sampling algorithm on feature for ridge regression and the A-optimal…

Computation · Statistics 2022-04-19 Hanyu Li , Chengmei Niu

We give a new characterization of Elfving's (1952) method for computing c-optimal designs in k dimensions which gives explicit formulae for the k unknown optimal weights and k unknown signs in Elfving's characterization. This eliminates the…

Statistics Theory · Mathematics 2011-11-01 Jay Bartroff

This article is concerned with the numerical solution of subspace optimization problems, consisting of minimizing a smooth functional over the set of orthogonal projectors of fixed rank. Such problems are encountered in particular in…

Numerical Analysis · Mathematics 2022-10-17 Eric Cancès , Gaspard Kemlin , Antoine Levitt

Triangulation of a three-dimensional point from at least two noisy 2-D images can be formulated as a quadratically constrained quadratic program. We propose an algorithm to extract candidate solutions to this problem from its semidefinite…

Optimization and Control · Mathematics 2012-08-09 Chris Aholt , Sameer Agarwal , Rekha Thomas

We study a primal-dual interior point method specialized to clustered low-rank semidefinite programs requiring high precision numerics, which arise from certain multivariate polynomial (matrix) programs through sums-of-squares…

Optimization and Control · Mathematics 2025-02-24 Nando Leijenhorst , David de Laat

A two--step Christoffel function based solution is proposed to distribution regression problem. On the first step, to model distribution of observations inside a bag, build Christoffel function for each bag of observations. Then, on the…

Machine Learning · Computer Science 2015-11-24 Vladislav Gennadievich Malyshkin

In this paper we consider the problem of distributed nonlinear optimisation of a separable convex cost function over a graph subject to cone constraints. We show how to generalise, using convex analysis, monotone operator theory and…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-05-16 Richard Heusdens , Guoqiang Zhang

We present experimental work on a primal-dual framework simultaneously approximating maximum cut and weighted fractional cut-covering instances. In this primal-dual framework, we solve a semidefinite programming (SDP) relaxation to either…

Optimization and Control · Mathematics 2026-04-21 Nathan Benedetto Proença , Marcel K. de Carli Silva , Cristiane M. Sato , Levent Tunçel

The subject of this work is multiple group random coefficients regression models with several treatments and one control group. Such models are often used for studies with cluster randomized trials. We investigate A-, D- and E-optimal…

Statistics Theory · Mathematics 2018-07-27 Maryna Prus

Motivated by applications in wireless communications, this paper develops semidefinite programming (SDP) relaxation techniques for some mixed binary quadratically constrained quadratic programs (MBQCQP) and analyzes their approximation…

Optimization and Control · Mathematics 2014-03-18 Zi Xu , Mingyi Hong , Zhi-Quan Luo

Darboux transformations for polynomial perturbations of a real multivariate measure are found. The 1D Christoffel formula is extended to the multidimensional realm: multivariate orthogonal polynomials are expressed in terms of last…

Classical Analysis and ODEs · Mathematics 2019-07-09 Gerardo Ariznabarreta , Manuel Mañas

We propose a new approach to solve optimal stopping problems via simulation. Working within the backward dynamic programming/Snell envelope framework, we augment the methodology of Longstaff-Schwartz that focuses on approximating the…

Computational Finance · Quantitative Finance 2015-09-04 Robert B. Gramacy , Mike Ludkovski

We introduce a relaxation for homomorphism problems that combines semidefinite programming with linear Diophantine equations, and propose a framework for the analysis of its power based on the spectral theory of association schemes. We use…

Computational Complexity · Computer Science 2025-05-08 Lorenzo Ciardo , Stanislav Živný

An adaptation of Response Surface Methodology (RSM) when the covariate is of high or infinite dimensional is proposed, providing a tool for black-box optimization in this context. We combine dimension reduction techniques with classical…

Statistics Theory · Mathematics 2015-11-19 Angelina Roche

Combining recent moment and sparse semidefinite programming (SDP) relaxation techniques, we propose an approach to find smooth approximations for solutions of problems involving nonlinear differential equations. Given a system of nonlinear…

Optimization and Control · Mathematics 2010-08-13 Martin Mevissen , Jean-Bernard Lasserre , Didier Henrion

The Deep Fourier Residual (DFR) method is a specific type of variational physics-informed neural networks (VPINNs). It provides a robust neural network-based solution to partial differential equations (PDEs). The DFR strategy is based on…

Numerical Analysis · Mathematics 2024-01-11 Jamie M. Taylor , Manuela Bastidas , Victor M. Calo , David Pardo

In this paper, we consider the computational protein design (CPD) problem, which is usually modeled as a 0/1 programming and is extremely challenging due to its combinatorial properties. We propose an efficient algorithm for solving it.…

Optimization and Control · Mathematics 2024-12-30 Yukai Zheng , Weikun Chen , Qingna Li

We study the convex relaxation of a polynomial optimization problem, maximizing a product of linear forms over the complex sphere. We show that this convex program is also a relaxation of the permanent of Hermitian positive semidefinite…

Optimization and Control · Mathematics 2021-01-21 Chenyang Yuan , Pablo A. Parrilo

We prove the quasi-optimal convergence of a standard adaptive finite element method (AFEM) for nonlinear elliptic second-order equations of monotone type. The adaptive algorithm is based on residual-type a posteriori error estimators and…

Numerical Analysis · Mathematics 2010-10-07 Eduardo M. Garau , Pedro Morin , Carlos Zuppa