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A subgradient method is presented for solving general convex optimization problems, the main requirement being that a strictly-feasible point is known. A feasible sequence of iterates is generated, which converges to within user-specified…

Optimization and Control · Mathematics 2016-05-30 James Renegar

We investigate a class of composite nonconvex functions, where the outer function is the sum of univariate extended-real-valued convex functions and the inner function is the limit of difference-of-convex functions. A notable feature of…

Optimization and Control · Mathematics 2024-11-21 Hanyang Li , Ying Cui

Chance constrained program where one seeks to minimize an objective over decisions which satisfy randomly disturbed constraints with a given probability is computationally intractable. This paper proposes an approximate approach to address…

Computation · Statistics 2019-12-23 Xun Shen , Jiancang Zhuang , Xingguo Zhang

In this paper, "chance optimization" problems are introduced, where one aims at maximizing the probability of a set defined by polynomial inequalities. These problems are, in general, nonconvex and computationally hard. With the objective…

Optimization and Control · Mathematics 2015-05-12 Ashkan Jasour , Necdet Serhat Aybat , Constantino Lagoa

We propose finitely convergent methods for solving convex feasibility problems defined over a possibly infinite pool of constraints. Following other works in this area, we assume that the interior of the solution set is nonempty and that…

Optimization and Control · Mathematics 2020-09-22 Victor I. Kolobov , Simeon Reich , Rafał Zalas

Iterative imperative programs can be considered as infinite-state systems computing over possibly unbounded domains. Studying reachability in these systems is challenging as it requires to deal with an infinite number of states with…

Logic in Computer Science · Computer Science 2013-02-15 Arnaud Gotlieb , Tristan Denmat , Nadjib Lazaar

The subspace approximation problem Subspace($k$,$p$) asks for a $k$-dimensional linear subspace that fits a given set of points optimally, where the error for fitting is a generalization of the least squares fit and uses the $\ell_{p}$ norm…

Data Structures and Algorithms · Computer Science 2011-01-04 Amit Deshpande , Kasturi Varadarajan , Madhur Tulsiani , Nisheeth K. Vishnoi

The paper proposes and justifies a new algorithm of the proximal Newton type to solve a broad class of nonsmooth composite convex optimization problems without strong convexity assumptions. Based on advanced notions and techniques of…

Optimization and Control · Mathematics 2022-03-02 Boris S. Mordukhovich , Xiaoming Yuan , Shangzhi Zeng , Jin Zhang

Higher-order pushdown systems (PDSs) generalise pushdown systems through the use of higher-order stacks, that is, a nested "stack of stacks" structure. These systems may be used to model higher-order programs and are closely related to the…

Computational Complexity · Computer Science 2015-07-01 Matthew Hague , C. -H. Luke Ong

In optimization-based image restoration models, the correct selection of hyperparameters is crucial for achieving superior performance. However, current research typically involves manual tuning of these hyperparameters, which is highly…

Optimization and Control · Mathematics 2026-04-03 Hang Xie , Xuewen Li , Peili Li , Qiuyu Wang

We present a new approach for computing approximate global minimizers to a large class of non-local pairwise interaction problems defined over probability distributions. The approach predicts candidate global minimizers, with a recovery…

Numerical Analysis · Mathematics 2017-10-04 Mahdi Bandegi , David Shirokoff

We describe an elementary algorithm to build convex inner approximations of nonconvex sets. Both input and output sets are basic semialgebraic sets given as lists of defining multivariate polynomials. Even though no optimality guarantees…

Optimization and Control · Mathematics 2012-08-28 Didier Henrion , Christophe Louembet

We consider the problem of computing reachable sets directly from noisy data without a given system model. Several reachability algorithms are presented for different types of systems generating the data. First, an algorithm for computing…

Systems and Control · Electrical Eng. & Systems 2023-03-14 Amr Alanwar , Anne Koch , Frank Allgöwer , Karl Henrik Johansson

One of the most fundamental problems in Markov decision processes is analysis and control synthesis for safety and reachability specifications. We consider the stochastic reach-avoid problem, in which the objective is to synthesize a…

Optimization and Control · Mathematics 2017-10-09 Nikolaos Kariotoglou , Maryam Kamgarpour , Tyler Summers , John Lygeros

We study the computation of lower and upper probabilities of hitting a target set of states for imprecise Markov chains, where transition uncertainty is modelled by a convex set of transition matrices. In the precise case, hitting…

Probability · Mathematics 2026-03-18 Marco Sangalli , Erik Quaeghebeur , Thomas Krak

In this work, we perform safety analysis of linear dynamical systems with uncertainties. Instead of computing a conservative overapproximation of the reachable set, our approach involves computing a statistical approximate reachable set. As…

Systems and Control · Electrical Eng. & Systems 2021-09-17 Bineet Ghosh , Parasara Sridhar Duggirala

We consider the problem of computing the maximal invariant set of discrete-time linear systems subject to a class of non-convex constraints that admit quadratic relaxations. These non-convex constraints include semialgebraic sets and other…

Systems and Control · Electrical Eng. & Systems 2020-11-30 Zheming Wang , Raphaël M. Jungers , Chong-Jin Ong

In this paper we discuss a classical geometrical problem of estimating an unknown point's location in $\Real{n}$ from several noisy measurements of the Euclidean distances from this point to a set of known reference points (anchors). We…

Computational Engineering, Finance, and Science · Computer Science 2026-03-06 Giuseppe C. Calafiore

The reachable set of controlled dynamical systems consist of the set of all possible reachable states from an initial condition, over a certain period of time under various control and operation constraints and exogenous disturbances. For…

Optimization and Control · Mathematics 2023-12-14 Sean R. Bowerfind , Ehsan Taheri

We study the problem of policy synthesis for uncertain partially observable Markov decision processes (uPOMDPs). The transition probability function of uPOMDPs is only known to belong to a so-called uncertainty set, for instance in the form…

Optimization and Control · Mathematics 2020-01-24 Marnix Suilen , Nils Jansen , Murat Cubuktepe , Ufuk Topcu