English
Related papers

Related papers: Sum-of-Squares Optimization and the Sparsity Struc…

200 papers

We present a spectrally accurate method for the rapid evaluation of free-space Stokes potentials, i.e. sums involving a large number of free space Green's functions. We consider sums involving stokeslets, stresslets and rotlets that appear…

Numerical Analysis · Mathematics 2018-01-18 Ludvig af Klinteberg , Davoud Saffar Shamshirgar , Anna-Karin Tornberg

This research studies finite element (FE) model updating through sum of squares (SOS) optimization to minimize modal dynamic residuals. In the past few decades, many FE model updating algorithms have been studied to improve the similitude…

Optimization and Control · Mathematics 2018-09-05 Dan Li , Xinjun Dong , Yang Wang

Generally, discretization of partial differential equations (PDEs) creates a sequence of linear systems $A_k x_k = b_k, k = 0, 1, 2, ..., N$ with well-known and structured sparsity patterns. Preconditioners are often necessary to achieve…

Numerical Analysis · Mathematics 2024-06-26 Rishad Islam , Arielle Carr , Colin Jacobs

This paper presents a comprehensive analysis of the well-known extragradient (EG) method for solving both equations and inclusions. First, we unify and generalize EG for [non]linear equations to a wider class of algorithms, encompassing…

Optimization and Control · Mathematics 2024-09-26 Quoc Tran-Dinh , Nghia Nguyen-Trung

Many interesting and fundamentally practical optimization problems, ranging from optics, to signal processing, to radar and acoustics, involve constraints on the Fourier transform of a function. It is well-known that the {\em fast Fourier…

Optimization and Control · Mathematics 2012-09-05 Robert J. Vanderbei

In this paper, we propose a general sparse decomposition of dynamical systems provided that the vector field and constraint set possess certain sparse structures, which we call subsystems. This notion is based on causal dependence in the…

Optimization and Control · Mathematics 2024-08-06 Corbinian Schlosser , Milan Korda

Estimating unknown rotations from noisy measurements is an important step in SfM and other 3D vision tasks. Typically, local optimization methods susceptible to returning suboptimal local minima are used to solve the rotation averaging…

Computer Vision and Pattern Recognition · Computer Science 2019-06-17 Matthew Giamou , Filip Maric , Valentin Peretroukhin , Jonathan Kelly

We consider the problem of sparse atomic optimization, where the notion of "sparsity" is generalized to meaning some linear combination of few atoms. The definition of atomic set is very broad; popular examples include the standard basis,…

Optimization and Control · Mathematics 2019-12-30 Thomas Zhang

In order to address the imprecision often introduced by widening operators in static analysis, policy iteration based on min-computations amounts to considering the characterization of reachable value set of a program as an iterative…

Logic in Computer Science · Computer Science 2016-12-07 Assalé Adjé , Pierre-Loïc Garoche , Victor Magron

We develop both first and second order numerical optimization methods to solve non-smooth optimization problems featuring a shared sparsity penalty, constrained by differential equations with uncertainty. To alleviate the curse of…

Optimization and Control · Mathematics 2025-09-18 Harbir Antil , Sergey Dolgov , Akwum Onwunta

Stochastic Barrier Functions (SBFs) certify the safety of stochastic systems by formulating a functional optimization problem, which state-of-the-art methods solve using Sum-of-Squares (SoS) polynomials. This work focuses on polynomial SBFs…

Optimization and Control · Mathematics 2025-06-12 Peter Amorese , Morteza Lahijanian

Finite-time stability (FTS) of a differential equation guarantees that solutions reach a given equilibrium point in finite time, where the time of convergence depends on the initial state of the system. For traditional stability notions…

Optimization and Control · Mathematics 2025-06-17 Sengiyumva Kisole , Kunal Garg , Matthew Peet

We present a general approach to rounding semidefinite programming relaxations obtained by the Sum-of-Squares method (Lasserre hierarchy). Our approach is based on using the connection between these relaxations and the Sum-of-Squares proof…

Data Structures and Algorithms · Computer Science 2013-12-24 Boaz Barak , Jonathan Kelner , David Steurer

We study sum of squares (SOS) relaxations to optimize polynomial functions over a set $V\cap R^n$, where $V$ is a complex algebraic variety. We propose a new methodology that, rather than relying on some algebraic description, represents…

Optimization and Control · Mathematics 2017-11-21 Diego Cifuentes , Pablo A. Parrilo

When applying eigenvalue decomposition on the quadratic term matrix in a type of linear equally constrained quadratic programming (EQP), there exists a linear mapping to project optimal solutions between the new EQP formulation where $Q$ is…

Optimization and Control · Mathematics 2020-10-22 Shi Yu

We introduce probabilistic frames to study finite frames whose elements are chosen at random. While finite tight frames generalize orthonormal bases by allowing redundancy, independent, uniformly distributed points on the sphere…

Probability · Mathematics 2011-08-11 Martin Ehler

In this paper, we propose $\ell_p$-norm regularized models to seek near-optimal sparse portfolios. These sparse solutions reduce the complexity of portfolio implementation and management. Theoretical results are established to guarantee the…

Portfolio Management · Quantitative Finance 2013-12-24 Caihua Chen , Xindan Li , Caleb Tolman , Suyang Wang , Yinyu Ye

Semidefinite programs (SDPs) are a framework for exact or approximate optimization that have widespread application in quantum information theory. We introduce a new method for using reductions to construct integrality gaps for SDPs. These…

Quantum Physics · Physics 2019-03-18 Aram W. Harrow , Anand Natarajan , Xiaodi Wu

We consider a sparse matrix-matrix multiplication (SpGEMM) setting where one matrix is square and the other is tall and skinny. This special variant, called TS-SpGEMM, has important applications in multi-source breadth-first search,…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-08-23 Isuru Ranawaka , Md Taufique Hussain , Charles Block , Gerasimos Gerogiannis , Josep Torrellas , Ariful Azad

Motivated by the need to better understand the properties of sparse cutting-planes used in mixed integer programming solvers, the paper [2] studied the idealized problem of how well a polytope is approximated by the use of sparse valid…

Optimization and Control · Mathematics 2014-12-12 Santanu S. Dey , Andres Iroume , Marco Molinaro