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Many problems in robotics seek to simultaneously optimize several competing objectives under constraints. A conventional approach to solving such multi-objective optimization problems is to create a single cost function comprised of the…
We derive optimal order a posteriori error estimates in the $L^\infty(L^2)$ and $L^1(L^2)$-norms for the fully discrete approximations of time fractional parabolic differential equations. For the discretization in time, we use the $L1$…
Quantum state estimation aims at determining the quantum state from observed data. Estimating the full state can require considerable efforts, but one is often only interested in a few properties of the state, such as the fidelity with a…
Mean-field variational inference is one of the most popular approaches to inference in discrete random fields. Standard mean-field optimization is based on coordinate descent and in many situations can be impractical. Thus, in practice,…
We analyse the convergence of the gradient projection algorithm, which is finalized with the Newton method, to a stationary point for the problem of nonconvex constrained optimization $\min_{x \in S} f(x)$ with a proximally smooth set $S =…
An oblivious subspace embedding is a random $m\times n$ matrix $\Pi$ such that, for any $d$-dimensional subspace, with high probability $\Pi$ preserves the norms of all vectors in that subspace within a $1\pm\epsilon$ factor. In this work,…
This paper describes a fundamental correspondence between Boolean functions and projection operators in Hilbert space. The correspondence is widely applicable, and it is used in this paper to provide a common mathematical framework for the…
We prove lower bounds for the worst case error of quadrature formulas that use given sample points $\X_n = \{ x_1, \dots , x_n \}$. We are mainly interested in optimal point sets $\X_n$, but also prove lower bounds that hold with high…
On any proper convex domain in real projective space there exists a natural Riemannian metric, the Blaschke metric. On the other hand, distances between points can be measured in the Hilbert metric. Using techniques of optimal control, we…
We give a randomized online algorithm that guarantees near-optimal $\widetilde O(\sqrt T)$ expected swap regret against any sequence of $T$ adaptively chosen Lipschitz convex losses on the unit interval. This improves the previous best…
This paper introduces a new computational methodology for determining a-posteriori multi-objective error estimates for finite-element approximations, and for constructing corresponding (quasi-)optimal adaptive refinements of finite-element…
We consider learning methods based on the regularization of a convex empirical risk by a squared Hilbertian norm, a setting that includes linear predictors and non-linear predictors through positive-definite kernels. In order to go beyond…
We study the optimal design problem under second-order least squares estimation which is known to outperform ordinary least squares estimation when the error distribution is asymmetric. First, a general approximate theory is developed,…
This paper introduces a new method of partitioning the solution space of a multi-objective optimisation problem for parallel processing, called Efficient Projection Partitioning. This method projects solutions down into a single dimension,…
The von Neumann-Halperin method of alternating projections converges strongly to the projection of a given point onto the intersection of finitely many closed affine subspaces. We propose acceleration schemes making use of two ideas:…
We consider a class of multi-agent cooperative consensus optimization problems with local nonlinear convex constraints where only those agents connected by an edge can directly communicate, hence, the optimal consensus decision lies in the…
We present an extension of the projection method proposed by Challis et al. (Int J Solids Struct 45(14$\unicode{x2013}$15):4130$\unicode{x2013}$4146, 2008) for constrained level set-based topology optimisation that harnesses the Hilbertian…
We study the convergence rate of Bregman gradient methods for convex optimization in the space of measures on a $d$-dimensional manifold. Under basic regularity assumptions, we show that the suboptimality gap at iteration $k$ is in…
This paper establishes a nearly optimal algorithm for estimating the frequencies and amplitudes of a mixture of sinusoids from noisy equispaced samples. We derive our algorithm by viewing line spectral estimation as a sparse recovery…
In this paper we provide optimal bounds for fully discrete approximations to finite horizon problems via dynamic programming. We adapt the error analysis in \cite{nos} for the infinite horizon case to the finite horizon case. We prove an a…