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Inverse problems are key issues in several scientific areas, including signal processing and medical imaging. Data-driven approaches for inverse problems aim for learning model and regularization parameters from observed data samples, and…
The constrained gradient method (CGM) has recently been proposed to solve convex optimization and monotone variational inequality (VI) problems with general functional constraints. While existing literature has established convergence…
In this paper, the multiple-input multiple-output (MIMO) transmit beampattern matching problem is considered. The problem is formulated to approximate a desired transmit beampattern (i.e., an energy distribution in space and frequency) and…
We revisit the Blind Deconvolution problem with a focus on understanding its robustness and convergence properties. Provable robustness to noise and other perturbations is receiving recent interest in vision, from obtaining immunity to…
A variational model for learning convolutional image atoms from corrupted and/or incomplete data is introduced and analyzed both in function space and numerically. Building on lifting and relaxation strategies, the proposed approach is…
This paper proposes novel algorithm for non-convex multimodal constrained optimisation problems. It is based on sequential solving restrictions of problem to sections of feasible set by random subspaces (in general, manifolds) of low…
This article considers nonconvex global optimization problems subject to uncertainties described by continuous random variables. Such problems arise in chemical process design, renewable energy systems, stochastic model predictive control,…
We present an algorithm for robust model predictive control with consideration of uncertainty and safety constraints. Our framework considers a nonlinear dynamical system subject to disturbances from an unknown but bounded uncertainty set.…
We introduce the concept of a control contraction metric, extending contraction analysis to constructive nonlinear control design. We derive sufficient conditions for exponential stabilizability of all trajectories of a nonlinear control…
Nonsmooth composite optimization problems under uncertainty are prevalent in various scientific and engineering applications. We consider risk-neutral composite optimal control problems, where the objective function is the sum of a…
Time-varying non-convex continuous-valued non-linear constrained optimization is a fundamental problem. We study conditions wherein a momentum-like regularising term allow for the tracking of local optima by considering an ordinary…
This paper proposes a novel algorithm for signal classification problems. We consider a non-stationary random signal, where samples can be classified into several different classes, and samples in each class are identically independently…
We consider the problem of recovering a signal from nonlinear transformations, under convex constraints modeling a priori information. Standard feasibility and optimization methods are ill-suited to tackle this problem due to the…
This paper demonstrates a practical method for computing the solution of an expectation-constrained robust maximization problem with immediate applications to model-free no-arbitrage bounds and super-replication values for many financial…
A joint robust transmit/receive adaptive beamforming for multiple-input multipleoutput (MIMO) radar based on probability-constrained optimization approach is developed in the case of Gaussian and arbitrary distributed mismatch present in…
Blind deconvolution involves the estimation of a sharp signal or image given only a blurry observation. Because this problem is fundamentally ill-posed, strong priors on both the sharp image and blur kernel are required to regularize the…
The robust adaptive beamforming design problem based on estimation of the signal of interest steering vector is considered in the paper. In this case, the optimal beamformer is obtained by computing the sample matrix inverse and an optimal…
Passive beamforming for the intelligent surface (IS)-aided multiple-input multiple-output (MIMO) communication is a difficult nonconvex problem. It becomes even more challenging under the practical discrete constraints on phase shifts.…
User scheduling and beamforming design are two crucial yet coupled topics for wireless communication systems. They are usually optimized separately with conventional optimization methods. In this paper, a novel cross-layer optimization…
The study of combinatorial optimization problems with a submodular objective has attracted much attention in recent years. Such problems are important in both theory and practice because their objective functions are very general. Obtaining…