Related papers: PSSE Redux: Convex Relaxation, Decentralized, Robu…

This paper focuses on stochastic proximal gradient methods for optimizing a smooth non-convex loss function with a non-smooth non-convex regularizer and convex constraints. To the best of our knowledge we present the first non-asymptotic…

Sparse principal component analysis (PCA) involves nonconvex optimization for which the global solution is hard to obtain. To address this issue, one popular approach is convex relaxation. However, such an approach may produce suboptimal…

This paper explores the distance-based relative state estimation problem in large-scale systems, which is hard to solve effectively due to its high-dimensionality and non-convexity. In this paper, we alleviate this inherent hardness to…

Plug-and-Play methods for image restoration are iterative algorithms that solve a variational problem to recover a clean image from a degraded observation. These algorithms are known to be flexible to changes of degradation and to perform…

This paper focuses on the distributed optimization of stochastic saddle point problems. The first part of the paper is devoted to lower bounds for the centralized and decentralized distributed methods for smooth (strongly) convex-(strongly)…

This work considers charged systems described by the modified Poisson--Nernst--Planck (PNP) equations, which incorporate ionic steric effects and the Born solvation energy for dielectric inhomogeneity. Solving the steady-state modified PNP…

Robust PCA has drawn significant attention in the last decade due to its success in numerous application domains, ranging from bio-informatics, statistics, and machine learning to image and video processing in computer vision. Robust PCA…

Convex relaxation methods are powerful tools for studying the lowest energy of many-body problems. By relaxing the representability conditions for marginals to a set of local constraints, along with a global semidefinite constraint, a…

We consider the problem of robust estimation in the presence of integrity attacks. There are m sensors monitoring the state and p of them are under attack. The malicious measurements collected by the compromised sensors can be manipulated…

The problem of effective use of Phasor Measurement Units (PMUs) to enhance power systems awareness and security is a topic of key interest. The central question to solve is how to use this new measurements to reconstruct the state of the…

Bayesian analysis is a framework for parameter estimation that applies even in uncertainty regimes where the commonly used local (frequentist) analysis based on the Cram\'er-Rao bound is not well defined. In particular, it applies when no…

In this paper, tight upper and lower bounds are derived on the weighted sum of minimum mean-squared errors for additive Gaussian noise channels. The bounds are obtained by constraining the input distribution to be close to a Gaussian…

Sparsity and rank functions are important ways of regularizing under-determined linear systems. Optimization of the resulting formulations is made difficult since both these penalties are non-convex and discontinuous. The most common remedy…

In this paper, we investigate power-constrained sensing matrix design in a sparse Gaussian linear dimensionality reduction framework. Our study is carried out in a single--terminal setup as well as in a multi--terminal setup consisting of…

In this paper, a novel convexification approach for Small-Signal Stability Constraint Optimal Power Flow (SSSC-OPF) has been presented that does not rely on eigenvalue analysis. The proposed methodology is based on the sufficient condition…

We consider the problem of parameter estimation in dynamic systems described by ordinary differential equations. A review of the existing literature emphasizes the need for deterministic global optimization methods due to the nonconvex…

Stochastic Gradient Descent (SGD) based methods have been widely used for training large-scale machine learning models that also generalize well in practice. Several explanations have been offered for this generalization performance, a…

Dynamic state and parameter estimation (DSE) plays a key role for reliably monitoring and operating future, power-electronics-dominated power systems. While DSE is a very active research field, experimental applications of proposed…

In this paper, we present a distributed model predictive control (DMPC) scheme for dynamically decoupled systems which are subject to state constraints, coupling state constraints and input constraints. In the proposed control scheme,…

The recovery of unknown signals from quadratic measurements finds extensive applications in fields such as phase retrieval, power system state estimation, and unlabeled distance geometry. This paper investigates the finite sample properties…